PortfoliosLab logoPortfoliosLab logo
MXUS.L vs. STYC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXUS.L vs. STYC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI USA UCITS ETF (MXUS.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.

Loading charts...

Returns By Period

In the year-to-date period, MXUS.L achieves a 10.31% return, which is significantly higher than STYC.L's 1.69% return. Over the past 10 years, MXUS.L has outperformed STYC.L with an annualized return of 15.05%, while STYC.L has yielded a comparatively lower 5.26% annualized return.


MXUS.L

1D
0.14%
1M
0.23%
6M
9.97%
YTD
10.31%
1Y
21.58%
3Y*
20.27%
5Y*
12.78%
10Y*
15.05%

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)

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


2026 (YTD)202520242023202220212020201920182017
MXUS.L
Invesco MSCI USA UCITS ETF
10.31%17.34%25.58%27.83%-20.03%27.90%20.98%31.00%-4.94%20.78%
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 MXUS.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

0.63

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

0.62

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

0.62

The correlation between MXUS.L and STYC.L has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.

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

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

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

MXUS.L
MXUS.L Risk / Return Rank: 6868
Overall Rank
MXUS.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
MXUS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
MXUS.L Omega Ratio Rank: 6767
Omega Ratio Rank
MXUS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
MXUS.L Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (MXUS.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.


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

-0.04

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

2.57

3.67

-1.09

Martin ratioReturn relative to average drawdown

10.29

14.40

-4.10

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

The current MXUS.L Sharpe Ratio is 1.78, which is comparable to the STYC.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of MXUS.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.


Loading charts...

Drawdowns

MXUS.L vs. STYC.L - Drawdown Comparison

The maximum MXUS.L drawdown since its inception was -34.38%, 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 MXUS.L and STYC.L.


Loading charts...

Drawdown Indicators


MXUS.LSTYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-21.57%

-12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.35%

-1.68%

-6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.78%

-5.94%

-12.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.25%

-9.62%

-15.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

-21.57%

-12.81%

Current Drawdown

Current decline from peak

-0.45%

-0.11%

-0.34%

Average Drawdown

Average peak-to-trough decline

-3.91%

-1.65%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

0.43%

+1.66%

Volatility

MXUS.L vs. STYC.L - Volatility Comparison

Invesco MSCI USA UCITS ETF (MXUS.L) has a higher volatility of 2.84% compared to PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) at 0.51%. This indicates that MXUS.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.


Loading charts...

Volatility by Period


MXUS.LSTYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

0.51%

+2.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

2.70%

+6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

3.39%

+8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

5.71%

+10.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

6.43%

+9.85%

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

MXUS.L has a 0.05% expense ratio, which is lower than STYC.L's 0.55% expense ratio.


Dividends

MXUS.L vs. STYC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


MXUS.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.

On fees, MXUS.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MXUS.L is cheaper with a 0.05% expense ratio, compared with 0.55% for STYC.L.

MXUS.L is categorized as Large Cap Blend Equities, while STYC.L is High Yield Bonds. MXUS.L tracks Russell 1000 TR USD, while STYC.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Invesco and PIMCO. Their fees differ too: 0.05% for MXUS.L and 0.55% for STYC.L.

Portfolio Optimizer

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

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