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UHYG.L vs. FAHY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

UHYG.L vs. FAHY.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L).

UHYG.L and FAHY.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UHYG.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Jul 5, 2016. FAHY.L is a passively managed fund by Invesco that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Sep 1, 2016. Both UHYG.L and FAHY.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

UHYG.L vs. FAHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L). The values are adjusted to include any dividend payments, if applicable.

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UHYG.L vs. FAHY.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist		0.52%-4.28%9.74%5.64%-1.68%4.50%2.15%9.58%3.46%-2.77%
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist		-1.05%2.08%6.93%4.14%-3.51%6.81%5.36%9.22%0.08%-0.79%
Different Trading Currencies

UHYG.L is traded in GBP, while FAHY.L is traded in GBp. To make them comparable, the FAHY.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, UHYG.L achieves a 0.52% return, which is significantly higher than FAHY.L's -1.05% return.

UHYG.L

1D
-0.21%
1M
-0.44%
YTD
0.52%
6M
-3.61%
1Y
-1.96%
3Y*
3.49%
5Y*
3.03%
10Y*
—

FAHY.L

1D
-0.16%
1M
-1.90%
YTD
-1.05%
6M
0.10%
1Y
2.12%
3Y*
4.27%
5Y*
3.14%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Lyxor ESG USD High Yield (DR) UCITS ETF - Dist

Invesco US High Yield Fallen Angels UCITS ETF Dist

Often compared with UHYG.L:
UHYG.L vs. STHY.LUHYG.L vs. GFGB.LUHYG.L vs. HYFC.LUHYG.L vs. WIAU.LUHYG.L vs. SDHY.LUHYG.L vs. HYUS.LUHYG.L vs. IHYU.L
Often compared with FAHY.L:
FAHY.L vs. SHYU.LFAHY.L vs. SSHY.LFAHY.L vs. VEMT.LFAHY.L vs. RISE.LFAHY.L vs. JHYU.LFAHY.L vs. STHE.LFAHY.L vs. JGYH.L

UHYG.L vs. FAHY.L - Expense Ratio Comparison

UHYG.L has a 0.25% expense ratio, which is lower than FAHY.L's 0.45% expense ratio.

FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist

Return for Risk

UHYG.L vs. FAHY.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UHYG.L
UHYG.L Risk / Return Rank: 88
Overall Rank
UHYG.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UHYG.L Sortino Ratio Rank: 77
Sortino Ratio Rank
UHYG.L Omega Ratio Rank: 66
Omega Ratio Rank
UHYG.L Calmar Ratio Rank: 99
Calmar Ratio Rank
UHYG.L Martin Ratio Rank: 88
Martin Ratio Rank
FAHY.L
FAHY.L Risk / Return Rank: 1919
Overall Rank
FAHY.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FAHY.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
FAHY.L Omega Ratio Rank: 1616
Omega Ratio Rank
FAHY.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
FAHY.L Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UHYG.L vs. FAHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) and Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

UHYG.LFAHY.LDifference

Sharpe ratio

Return per unit of total volatility

-0.22

0.29

-0.51

Sortino ratio

Return per unit of downside risk

-0.21

0.44

-0.65

Omega ratio

Gain probability vs. loss probability

0.96

1.06

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.20

0.59

-0.78

Martin ratio

Return relative to average drawdown

-0.43

1.49

-1.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UHYG.L vs. FAHY.L - Sharpe Ratio Comparison

The current UHYG.L Sharpe Ratio is -0.22, which is lower than the FAHY.L Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of UHYG.L and FAHY.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

UHYG.LFAHY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.29

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.38

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.42

-0.13

Correlation

The correlation between UHYG.L and FAHY.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

UHYG.L vs. FAHY.L - Dividend Comparison

UHYG.L has not paid dividends to shareholders, while FAHY.L's dividend yield for the trailing twelve months is around 6.67%.

TTM2025202420232022202120202019201820172016
UHYG.L
Lyxor ESG USD High Yield (DR) UCITS ETF - Dist		0.00%0.00%3.44%6.00%5.93%6.98%6.98%6.59%5.42%4.11%0.00%
FAHY.L
Invesco US High Yield Fallen Angels UCITS ETF Dist		6.67%6.61%6.89%6.85%5.66%4.54%6.26%6.22%6.01%5.63%1.23%

Drawdowns

UHYG.L vs. FAHY.L - Drawdown Comparison

The maximum UHYG.L drawdown since its inception was -15.35%, smaller than the maximum FAHY.L drawdown of -23.91%. Use the drawdown chart below to compare losses from any high point for UHYG.L and FAHY.L.

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Drawdown Indicators

UHYG.LFAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.35%

-23.91%

+8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

-5.78%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-10.48%

-11.66%

+1.18%

Current Drawdown

Current decline from peak

-7.06%

-2.82%

-4.24%

Average Drawdown

Average peak-to-trough decline

-4.17%

-4.19%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

1.57%

+2.51%

Volatility

UHYG.L vs. FAHY.L - Volatility Comparison

Lyxor ESG USD High Yield (DR) UCITS ETF - Dist (UHYG.L) has a higher volatility of 2.00% compared to Invesco US High Yield Fallen Angels UCITS ETF Dist (FAHY.L) at 1.89%. This indicates that UHYG.L's price experiences larger fluctuations and is considered to be riskier than FAHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UHYG.LFAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

1.89%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

4.28%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

7.16%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.74%

8.31%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.56%

10.03%

-0.47%