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HYEA.L vs. STEA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEA.L vs. STEA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) and PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc (STEA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYEA.L achieves a 3.05% return, which is significantly higher than STEA.L's 0.53% return.


HYEA.L

1D
0.00%
1M
0.90%
6M
2.38%
YTD
3.05%
1Y
5.75%
3Y*
6.96%
5Y*
3.75%
10Y*

STEA.L

1D
-0.15%
1M
-0.21%
6M
0.45%
YTD
0.53%
1Y
4.04%
3Y*
6.23%
5Y*
3.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEA.L vs. STEA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
3.05%1.53%9.22%9.21%-6.45%8.26%-1.76%14.15%0.26%-0.75%
STEA.L
PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc
0.53%6.59%6.65%9.15%-6.91%3.43%1.48%6.80%-3.39%0.00%

Correlation

The correlation between HYEA.L and STEA.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.37

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

0.50

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2017

0.51

Over the past year, the correlation between HYEA.L and STEA.L has dropped to 0.29 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

HYEA.L vs. STEA.L — Risk / Return Rank

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

HYEA.L
HYEA.L Risk / Return Rank: 6767
Overall Rank
HYEA.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYEA.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
HYEA.L Omega Ratio Rank: 5959
Omega Ratio Rank
HYEA.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
HYEA.L Martin Ratio Rank: 7676
Martin Ratio Rank

STEA.L
STEA.L Risk / Return Rank: 4545
Overall Rank
STEA.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
STEA.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
STEA.L Omega Ratio Rank: 4040
Omega Ratio Rank
STEA.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
STEA.L Martin Ratio Rank: 5656
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.

HYEA.L vs. STEA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) and PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc (STEA.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.

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.


HYEA.LSTEA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.30

1.22

+0.08

Calmar ratioReturn relative to maximum drawdown

3.05

1.89

+1.15

Martin ratioReturn relative to average drawdown

11.25

7.74

+3.51

HYEA.L vs. STEA.L - Sharpe Ratio Comparison

The current HYEA.L Sharpe Ratio is 1.64, which is higher than the STEA.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of HYEA.L and STEA.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.


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Drawdowns

HYEA.L vs. STEA.L - Drawdown Comparison

The maximum HYEA.L drawdown since its inception was -22.83%, roughly equal to the maximum STEA.L drawdown of -22.62%. Use the drawdown chart below to compare losses from any high point for HYEA.L and STEA.L.


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Drawdown Indicators


HYEA.LSTEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.83%

-22.62%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-2.10%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-6.63%

-4.85%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-9.74%

-10.29%

+0.55%

Current Drawdown

Current decline from peak

-0.48%

-0.21%

-0.27%

Average Drawdown

Average peak-to-trough decline

-5.34%

-2.17%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

0.52%

-0.01%

Volatility

HYEA.L vs. STEA.L - Volatility Comparison

iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) has a higher volatility of 1.40% compared to PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc (STEA.L) at 0.58%. This indicates that HYEA.L's price experiences larger fluctuations and is considered to be riskier than STEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEA.LSTEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

0.58%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

2.70%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

3.36%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

5.30%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

6.55%

+1.94%

Dividends

HYEA.L vs. STEA.L - Dividend Comparison

Neither HYEA.L nor STEA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HYEA.L and STEA.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYEA.L tracks ICE BofA Gbl HY Constnd TR USD, while STEA.L tracks PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc. They also come from different issuers: iShares and PIMCO.

Portfolio Optimizer

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