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

Performance

IGHY.L vs. STYC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (IGHY.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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Different Trading Currencies

IGHY.L is traded in GBP, while STYC.L is traded in USD. To make them comparable, the STYC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGHY.L achieves a -2.13% return, which is significantly lower than STYC.L's 1.82% return. Over the past 10 years, IGHY.L has underperformed STYC.L with an annualized return of 0.37%, while STYC.L has yielded a comparatively higher 6.28% annualized return.


IGHY.L

1D
0.16%
1M
1.11%
YTD
-2.13%
6M
-1.93%
1Y
1.29%
3Y*
0.50%
5Y*
-0.88%
10Y*
0.37%

STYC.L

1D
-0.02%
1M
1.34%
YTD
1.82%
6M
1.28%
1Y
8.26%
3Y*
6.01%
5Y*
6.34%
10Y*
6.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IGHY.L
iShares Global High Yield Corporate Bond UCITS ETF
-2.13%1.20%-1.38%1.98%-5.02%-3.21%-0.41%3.09%-2.90%-4.78%
STYC.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc
1.82%1.35%9.97%6.08%6.48%5.36%0.79%5.84%5.28%-3.67%

Correlation

The correlation between IGHY.L and STYC.L is 0.52, 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

0.52

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

0.59

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

0.61

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

0.70

Correlation (All Time)
Calculated using the full available price history since May 19, 2015

0.71

The correlation between IGHY.L and STYC.L shifts across timeframes, from 0.52 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IGHY.L
IGHY.L Risk / Return Rank: 1212
Overall Rank
IGHY.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IGHY.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IGHY.L Omega Ratio Rank: 1212
Omega Ratio Rank
IGHY.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
IGHY.L Martin Ratio Rank: 1212
Martin Ratio Rank

STYC.L
STYC.L Risk / Return Rank: 7575
Overall Rank
STYC.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
STYC.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
STYC.L Omega Ratio Rank: 7272
Omega Ratio Rank
STYC.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
STYC.L Martin Ratio Rank: 8484
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.

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

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


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

-1.05

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.05

1.22

-0.17

Calmar ratioReturn relative to maximum drawdown

0.25

2.06

-1.81

Martin ratioReturn relative to average drawdown

0.64

6.39

-5.75

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

The current IGHY.L Sharpe Ratio is 0.21, which is lower than the STYC.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IGHY.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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Sharpe Ratios by Period


IGHY.LSTYC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.25

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.76

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.64

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.65

-0.84

Drawdowns

IGHY.L vs. STYC.L - Drawdown Comparison

The maximum IGHY.L drawdown since its inception was -38.62%, which is greater than STYC.L's maximum drawdown of -15.73%. Use the drawdown chart below to compare losses from any high point for IGHY.L and STYC.L.


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Drawdown Indicators


IGHY.LSTYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-15.73%

-22.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.16%

-3.99%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.33%

-9.53%

+3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-11.28%

-11.00%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-20.95%

-15.73%

-5.22%

Current Drawdown

Current decline from peak

-29.35%

-0.86%

-28.49%

Average Drawdown

Average peak-to-trough decline

-27.58%

-4.03%

-23.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.29%

+0.71%

Volatility

IGHY.L vs. STYC.L - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (IGHY.L) is 1.33%, while PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) has a volatility of 2.13%. This indicates that IGHY.L experiences smaller price fluctuations and is considered to be less risky 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


IGHY.LSTYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

2.13%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

5.12%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

6.55%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.25%

8.33%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.12%

9.86%

-0.74%

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

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


Dividends

IGHY.L vs. STYC.L - Dividend Comparison

IGHY.L's dividend yield for the trailing twelve months is around 0.06%, while STYC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGHY.L
iShares Global High Yield Corporate Bond UCITS ETF
0.06%0.05%0.05%0.05%0.04%0.04%0.05%0.05%0.05%0.05%0.05%0.05%
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


IGHY.L and STYC.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

IGHY.L tracks ICE BofA Gbl HY Constnd TR USD, 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 IGHY.L and 0.55% for STYC.L.

Portfolio Optimizer

Find the right allocation for IGHY.L and STYC.L

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