PortfoliosLab logoPortfoliosLab logo
XUHY.DE vs. FAEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUHY.DE vs. FAEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) and Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XUHY.DE achieves a 5.21% return, which is significantly higher than FAEU.DE's 0.40% return.


XUHY.DE

1D
0.53%
1M
1.71%
6M
4.08%
YTD
5.21%
1Y
8.46%
3Y*
7.80%
5Y*
4.52%
10Y*

FAEU.DE

1D
0.14%
1M
0.18%
6M
-0.29%
YTD
0.40%
1Y
3.87%
3Y*
5.02%
5Y*
0.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUHY.DE vs. FAEU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
5.21%-2.75%12.70%9.43%-6.44%12.44%-3.26%18.71%-14.02%
FAEU.DE
Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg)
0.40%7.55%2.62%7.66%-16.29%4.49%6.43%10.22%-1.07%

Correlation

The correlation between XUHY.DE and FAEU.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2018

0.36

Over the past year, the correlation between XUHY.DE and FAEU.DE has dropped to 0.07 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XUHY.DE vs. FAEU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XUHY.DE
XUHY.DE Risk / Return Rank: 5454
Overall Rank
XUHY.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XUHY.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
XUHY.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XUHY.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
XUHY.DE Martin Ratio Rank: 5959
Martin Ratio Rank

FAEU.DE
FAEU.DE Risk / Return Rank: 2323
Overall Rank
FAEU.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FAEU.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
FAEU.DE Omega Ratio Rank: 2424
Omega Ratio Rank
FAEU.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
FAEU.DE Martin Ratio Rank: 2323
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.

XUHY.DE vs. FAEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) and Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XUHY.DEFAEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.25

1.15

+0.10

Calmar ratioReturn relative to maximum drawdown

2.73

0.72

+2.02

Martin ratioReturn relative to average drawdown

8.36

2.32

+6.04

XUHY.DE vs. FAEU.DE - Sharpe Ratio Comparison

The current XUHY.DE Sharpe Ratio is 1.37, which is higher than the FAEU.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of XUHY.DE and FAEU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XUHY.DE vs. FAEU.DE - Drawdown Comparison

The maximum XUHY.DE drawdown since its inception was -22.06%, smaller than the maximum FAEU.DE drawdown of -29.94%. Use the drawdown chart below to compare losses from any high point for XUHY.DE and FAEU.DE.


Loading charts...

Drawdown Indicators


XUHY.DEFAEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.06%

-29.94%

+7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-5.38%

+2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-12.04%

-5.63%

-6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-12.04%

-19.80%

+7.76%

Current Drawdown

Current decline from peak

-0.94%

-1.31%

+0.37%

Average Drawdown

Average peak-to-trough decline

-5.38%

-6.38%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.67%

-0.66%

Volatility

XUHY.DE vs. FAEU.DE - Volatility Comparison

Xtrackers USD High Yield Corporate Bond UCITS ETF 1D (XUHY.DE) has a higher volatility of 1.46% compared to Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg) (FAEU.DE) at 0.94%. This indicates that XUHY.DE's price experiences larger fluctuations and is considered to be riskier than FAEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XUHY.DEFAEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.94%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

4.27%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

5.25%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.47%

7.44%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.69%

10.53%

+2.16%

XUHY.DE vs. FAEU.DE - Expense Ratio Comparison

XUHY.DE has a 0.20% expense ratio, which is lower than FAEU.DE's 0.50% expense ratio.


Dividends

XUHY.DE vs. FAEU.DE - Dividend Comparison

XUHY.DE's dividend yield for the trailing twelve months is around 6.47%, while FAEU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FAEU.DE
Invesco US High Yield Fallen Angels UCITS ETF (EUR Hdg)
0.00%0.00%0.00%0.00%0.00%0.00%0.05%0.00%8.14%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
6.47%6.60%7.39%6.02%6.13%9.09%5.94%4.80%0.00%

Frequently Asked Questions


XUHY.DE and FAEU.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUHY.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUHY.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for FAEU.DE.

XUHY.DE tracks Bloomberg US Corporate High Yield TR USD, while FAEU.DE tracks FTSE Time-Weighted US Fallen Angel Bond Select Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.20% for XUHY.DE and 0.50% for FAEU.DE.

Portfolio Optimizer

Find the right allocation for XUHY.DE and FAEU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer