SDIA.L vs. STYC.L
SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) and STYC.L (PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc) are both exchange-traded funds - SDIA.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD, 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, SDIA.L returned 2.40%/yr vs 5.21%/yr for STYC.L. At a 0.33 correlation, their price movements are largely independent. SDIA.L charges 0.20%/yr vs 0.55%/yr for STYC.L.
Performance
SDIA.L vs. STYC.L - Performance Comparison
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Returns By Period
In the year-to-date period, SDIA.L achieves a 0.79% return, which is significantly lower than STYC.L's 1.41% return.
SDIA.L
- 1D
- 0.11%
- 1M
- 0.39%
- YTD
- 0.79%
- 6M
- 1.24%
- 1Y
- 4.27%
- 3Y*
- 5.27%
- 5Y*
- 2.40%
- 10Y*
- —
STYC.L
- 1D
- -0.02%
- 1M
- 0.42%
- YTD
- 1.41%
- 6M
- 1.99%
- 1Y
- 7.22%
- 3Y*
- 8.74%
- 5Y*
- 5.21%
- 10Y*
- 5.50%
SDIA.L vs. STYC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 0.79% | 6.17% | 4.99% | 5.64% | -4.49% | -0.70% | 4.50% | 6.12% | 0.82% | 0.92% |
STYC.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc | 1.41% | 9.13% | 8.08% | 11.66% | -4.84% | 4.37% | 3.84% | 10.02% | -0.61% | 2.44% |
Correlation
The correlation between SDIA.L and STYC.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 9, 2017 | 0.33 |
The correlation between SDIA.L and STYC.L shifts across timeframes, from 0.33 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SDIA.L vs. STYC.L — Risk / Return Rank
SDIA.L
STYC.L
SDIA.L vs. STYC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.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.
| SDIA.L | STYC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 4.27 | -0.10 |
| Martin ratioReturn relative to average drawdown | 16.33 | 16.96 | -0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDIA.L | STYC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.13 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.91 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.76 | +0.02 |
Drawdowns
SDIA.L vs. STYC.L - Drawdown Comparison
The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum STYC.L drawdown of -21.57%. Use the drawdown chart below to compare losses from any high point for SDIA.L and STYC.L.
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Drawdown Indicators
| SDIA.L | STYC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.55% | -21.57% | +9.02% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -1.68% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -5.94% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -7.61% | -9.62% | +2.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.57% | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.02% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -1.17% | -1.67% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 0.42% | -0.16% |
Volatility
SDIA.L vs. STYC.L - Volatility Comparison
The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.83%, while PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) has a volatility of 1.41%. This indicates that SDIA.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
| SDIA.L | STYC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 1.41% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 2.69% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.84% | 3.39% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.62% | 5.70% | -3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.44% | 6.49% | -3.05% |
SDIA.L vs. STYC.L - Expense Ratio Comparison
SDIA.L has a 0.20% expense ratio, which is lower than STYC.L's 0.55% expense ratio.
Dividends
SDIA.L vs. STYC.L - Dividend Comparison
Neither SDIA.L nor STYC.L has paid dividends to shareholders.
Frequently Asked Questions
SDIA.L and STYC.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDIA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDIA.L is cheaper with a 0.20% expense ratio, compared with 0.55% for STYC.L.
SDIA.L is categorized as Corporate Bonds, while STYC.L is High Yield Bonds. SDIA.L tracks Bloomberg US Corp 1-3 Yr 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: 0.20% for SDIA.L and 0.55% for STYC.L.
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