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SHYU.L vs. PIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHYU.L vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and PIMCO Income Fund Institutional Class (PIMIX). The values are adjusted to include any dividend payments, if applicable.

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SHYU.L vs. PIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
-0.84%-4.17%8.56%4.72%2.04%4.96%1.60%9.12%4.39%-3.89%
PIMIX
PIMCO Income Fund Institutional Class
0.44%3.16%7.29%3.89%1.75%3.59%2.73%3.99%6.60%-0.77%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SHYU.L achieves a -0.84% return, which is significantly lower than PIMIX's 0.44% return. Both investments have delivered pretty close results over the past 10 years, with SHYU.L having a 5.17% annualized return and PIMIX not far ahead at 5.42%.


SHYU.L

1D
-0.21%
1M
-0.59%
YTD
-0.84%
6M
-2.84%
1Y
-3.63%
3Y*
2.50%
5Y*
3.08%
10Y*
5.17%

PIMIX

1D
-0.44%
1M
-1.36%
YTD
0.44%
6M
2.44%
1Y
4.10%
3Y*
4.71%
5Y*
4.26%
10Y*
5.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHYU.L vs. PIMIX - Expense Ratio Comparison

SHYU.L has a 0.50% expense ratio, which is lower than PIMIX's 0.62% expense ratio.


Return for Risk

SHYU.L vs. PIMIX — Risk / Return Rank

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

SHYU.L
SHYU.L Risk / Return Rank: 44
Overall Rank
SHYU.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SHYU.L Sortino Ratio Rank: 55
Sortino Ratio Rank
SHYU.L Omega Ratio Rank: 44
Omega Ratio Rank
SHYU.L Calmar Ratio Rank: 33
Calmar Ratio Rank
SHYU.L Martin Ratio Rank: 44
Martin Ratio Rank

PIMIX
PIMIX Risk / Return Rank: 7272
Overall Rank
PIMIX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 6767
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 6565
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.

SHYU.L vs. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) and PIMCO Income Fund Institutional Class (PIMIX). 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.


SHYU.LPIMIXDifference

Sharpe ratio

Return per unit of total volatility

-0.45

0.47

-0.92

Sortino ratio

Return per unit of downside risk

-0.51

0.71

-1.22

Omega ratio

Gain probability vs. loss probability

0.92

1.09

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.56

0.71

-1.27

Martin ratio

Return relative to average drawdown

-0.97

1.57

-2.54

SHYU.L vs. PIMIX - Sharpe Ratio Comparison

The current SHYU.L Sharpe Ratio is -0.45, which is lower than the PIMIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SHYU.L and PIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHYU.LPIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

0.47

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.55

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.61

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.93

-0.32

Correlation

The correlation between SHYU.L and PIMIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SHYU.L vs. PIMIX - Dividend Comparison

SHYU.L has not paid dividends to shareholders, while PIMIX's dividend yield for the trailing twelve months is around 5.54%.


TTM20252024202320222021202020192018201720162015
SHYU.L
iShares $ High Yield Corp Bond UCITS ETF
0.00%0.00%6.32%5.76%4.82%4.27%5.16%5.58%5.52%5.74%5.16%5.87%
PIMIX
PIMCO Income Fund Institutional Class
5.54%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Drawdowns

SHYU.L vs. PIMIX - Drawdown Comparison

The maximum SHYU.L drawdown since its inception was -15.01%, which is greater than PIMIX's maximum drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for SHYU.L and PIMIX.


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Drawdown Indicators


SHYU.LPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.01%

-13.39%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-3.69%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-11.08%

-13.34%

+2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-15.01%

-13.39%

-1.62%

Current Drawdown

Current decline from peak

-8.35%

-2.70%

-5.65%

Average Drawdown

Average peak-to-trough decline

-4.09%

-1.69%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

0.95%

+2.80%

Volatility

SHYU.L vs. PIMIX - Volatility Comparison

The current volatility for iShares $ High Yield Corp Bond UCITS ETF (SHYU.L) is 1.87%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 2.49%. This indicates that SHYU.L experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYU.LPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

2.49%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

4.93%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

8.34%

7.31%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.16%

7.73%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.77%

8.93%

+0.84%