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HYLD.L vs. STYC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYLD.L vs. STYC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global High Yield Corp Bond UCITS ETF (HYLD.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.

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Returns By Period

In the year-to-date period, HYLD.L achieves a 0.82% return, which is significantly lower than STYC.L's 1.69% return. Over the past 10 years, HYLD.L has underperformed STYC.L with an annualized return of 4.32%, while STYC.L has yielded a comparatively higher 5.26% annualized return.


HYLD.L

1D
0.32%
1M
-0.25%
6M
0.92%
YTD
0.82%
1Y
4.53%
3Y*
7.76%
5Y*
3.12%
10Y*
4.32%

STYC.L

1D
0.08%
1M
-0.11%
6M
1.33%
YTD
1.69%
1Y
6.20%
3Y*
8.33%
5Y*
5.14%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
HYLD.L
iShares Global High Yield Corp Bond UCITS ETF
0.82%14.42%2.61%13.55%-11.99%-0.90%8.32%11.99%-4.23%9.84%
STYC.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc
1.69%9.13%8.08%11.66%-4.84%4.37%3.84%10.02%-0.49%5.31%

Correlation

The correlation between HYLD.L and STYC.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.59

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

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

0.69

Over the past year, the correlation between HYLD.L and STYC.L has dropped to 0.47 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

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

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

HYLD.L
HYLD.L Risk / Return Rank: 2525
Overall Rank
HYLD.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
HYLD.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
HYLD.L Omega Ratio Rank: 2222
Omega Ratio Rank
HYLD.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
HYLD.L Martin Ratio Rank: 2929
Martin Ratio Rank

STYC.L
STYC.L Risk / Return Rank: 7979
Overall Rank
STYC.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
STYC.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
STYC.L Omega Ratio Rank: 7575
Omega Ratio Rank
STYC.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
STYC.L Martin Ratio Rank: 8787
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corp Bond UCITS ETF (HYLD.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.

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.


HYLD.LSTYC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.13

1.35

-0.22

Calmar ratioReturn relative to maximum drawdown

0.99

3.67

-2.68

Martin ratioReturn relative to average drawdown

3.26

14.40

-11.13

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

The current HYLD.L Sharpe Ratio is 0.76, which is lower than the STYC.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of HYLD.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.


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Drawdowns

HYLD.L vs. STYC.L - Drawdown Comparison

The maximum HYLD.L drawdown since its inception was -23.53%, 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 HYLD.L and STYC.L.


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Drawdown Indicators


HYLD.LSTYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.53%

-21.57%

-1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-4.21%

-1.68%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-5.36%

-5.94%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.52%

-9.62%

-12.90%

Max Drawdown (10Y)

Largest decline over 10 years

-23.53%

-21.57%

-1.96%

Current Drawdown

Current decline from peak

-0.82%

-0.11%

-0.71%

Average Drawdown

Average peak-to-trough decline

-3.79%

-1.65%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

0.43%

+0.84%

Volatility

HYLD.L vs. STYC.L - Volatility Comparison

iShares Global High Yield Corp Bond UCITS ETF (HYLD.L) has a higher volatility of 1.35% compared to PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) at 0.51%. This indicates that HYLD.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.


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Volatility by Period


HYLD.LSTYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.51%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

2.70%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

3.39%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

5.71%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

6.43%

+2.14%

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

HYLD.L has a 0.50% expense ratio, which is lower than STYC.L's 0.55% expense ratio.


Dividends

HYLD.L vs. STYC.L - Dividend Comparison

HYLD.L's dividend yield for the trailing twelve months is around 7.08%, while STYC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HYLD.L
iShares Global High Yield Corp Bond UCITS ETF
7.08%5.32%5.61%4.70%4.01%3.95%4.42%4.77%4.98%4.73%5.08%5.31%
STYC.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYLD.L and STYC.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYLD.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYLD.L is cheaper with a 0.50% expense ratio, compared with 0.55% for STYC.L.

HYLD.L tracks iShares Global High Yield Corp Bond UCITS ETF, while STYC.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.50% for HYLD.L and 0.55% for STYC.L.

Portfolio Optimizer

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