C50U.L vs. STYC.L

Last updated Jun 6, 2026

C50U.L (Amundi EURO STOXX 50 UCITS ETF DR USD (C)) and STYC.L (PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc) are both exchange-traded funds - C50U.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while STYC.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 5 years, C50U.L returned 10.24%/yr vs 5.18%/yr for STYC.L. A 0.58 correlation means they provide meaningful diversification when combined. C50U.L charges 0.15%/yr vs 0.55%/yr for STYC.L.

Performance

C50U.L vs. STYC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, C50U.L achieves a 4.97% return, which is significantly higher than STYC.L's 1.31% return.

C50U.L

• 1D: -1.09%
• 1M: -0.61%
• YTD: 4.97%
• 6M: 7.11%
• 1Y: 16.12%
• 3Y*: 18.34%
• 5Y*: 10.24%
• 10Y*: —

STYC.L

• 1D: -0.10%
• 1M: 0.05%
• YTD: 1.31%
• 6M: 1.97%
• 1Y: 7.02%
• 3Y*: 8.71%
• 5Y*: 5.18%
• 10Y*: 5.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

C50U.L vs. STYC.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
C50U.L Amundi EURO STOXX 50 UCITS ETF DR USD (C)	4.97%	37.30%	4.69%	26.93%	-13.63%	15.13%
STYC.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc	1.31%	9.13%	8.08%	11.66%	-4.84%	4.16%

Correlation

The correlation between C50U.L and STYC.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Feb 3, 2021	0.58

The correlation between C50U.L and STYC.L has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.

Return for Risk

C50U.L vs. STYC.L — Risk / Return Rank

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

C50U.L

C50U.L Risk / Return Rank: 28
C50U.L Sharpe Ratio Rank: 27
C50U.L Sortino Ratio Rank: 28
C50U.L Omega Ratio Rank: 28
C50U.L Calmar Ratio Rank: 28
C50U.L Martin Ratio Rank: 31

STYC.L

STYC.L Risk / Return Rank: 79
STYC.L Sharpe Ratio Rank: 69
STYC.L Sortino Ratio Rank: 78
STYC.L Omega Ratio Rank: 76
STYC.L Calmar Ratio Rank: 84
STYC.L Martin Ratio Rank: 86

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.

C50U.L vs. STYC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.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.

	C50U.L	STYC.L	Difference
Sharpe ratio: Return per unit of total volatility	0.90	2.06	-1.17
Sortino ratio: Return per unit of downside risk	1.41	3.16	-1.75
Omega ratio: Gain probability vs. loss probability	1.17	1.41	-0.24
Calmar ratio: Return relative to maximum drawdown	1.23	4.15	-2.92
Martin ratio: Return relative to average drawdown	4.17	16.50	-12.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

C50U.L vs. STYC.L - Sharpe Ratio Comparison

The current C50U.L Sharpe Ratio is 0.90, which is lower than the STYC.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of C50U.L and STYC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	C50U.L	STYC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	2.06	-1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.91	-0.42
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.76	-0.14

Drawdowns

C50U.L vs. STYC.L - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, which is greater than STYC.L's maximum drawdown of -21.57%. Use the drawdown chart below to compare losses from any high point for C50U.L and STYC.L.

Drawdown Indicators

	C50U.L	STYC.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.81%	-21.57%	-13.24%
Max Drawdown (1Y) Largest decline over 1 year	-13.07%	-1.68%	-11.39%
Max Drawdown (3Y) Largest decline over 3 years	-15.61%	-5.94%	-9.67%
Max Drawdown (5Y) Largest decline over 5 years	-34.81%	-9.62%	-25.19%
Max Drawdown (10Y) Largest decline over 10 years	—	-21.57%	—
Current Drawdown Current decline from peak	-2.26%	-0.12%	-2.14%
Average Drawdown Average peak-to-trough decline	-6.56%	-1.66%	-4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.85%	0.42%	+3.43%

Volatility

C50U.L vs. STYC.L - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a higher volatility of 5.06% compared to PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) at 1.38%. This indicates that C50U.L's price experiences larger fluctuations and is considered to be riskier than STYC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C50U.L	STYC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.06%	1.38%	+3.68%
Volatility (6M) Calculated over the trailing 6-month period	14.73%	2.69%	+12.04%
Volatility (1Y) Calculated over the trailing 1-year period	17.87%	3.38%	+14.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.94%	5.70%	+15.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.62%	6.48%	+14.14%

C50U.L vs. STYC.L - Expense Ratio Comparison

C50U.L has a 0.15% expense ratio, which is lower than STYC.L's 0.55% expense ratio.

Dividends

C50U.L vs. STYC.L - Dividend Comparison

Neither C50U.L nor STYC.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both C50U.L and STYC.L in my portfolio?

C50U.L and STYC.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, C50U.L or STYC.L?

On fees, C50U.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, C50U.L or STYC.L?

C50U.L is cheaper with a 0.15% expense ratio, compared with 0.55% for STYC.L.

What is the main difference between C50U.L and STYC.L?

C50U.L is categorized as Europe Equities, while STYC.L is High Yield Bonds. C50U.L tracks MSCI EMU NR EUR, while STYC.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Amundi and PIMCO. Their fees differ too: 0.15% for C50U.L and 0.55% for STYC.L.