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SSHY.L vs. WIGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSHY.L vs. WIGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SSHY.L having a 1.51% return and WIGG.L slightly lower at 1.47%.


SSHY.L

1D
0.17%
1M
1.33%
YTD
1.51%
6M
1.49%
1Y
8.19%
3Y*
5.91%
5Y*
6.31%
10Y*
6.28%

WIGG.L

1D
0.13%
1M
0.90%
YTD
1.47%
6M
1.71%
1Y
7.53%
3Y*
7.62%
5Y*
2.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSHY.L vs. WIGG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SSHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist
1.51%1.40%10.17%5.51%6.56%5.70%0.33%6.66%9.88%
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
1.47%8.82%4.80%11.01%-12.90%4.06%13.22%14.56%-3.63%

Correlation

The correlation between SSHY.L and WIGG.L is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2018

0.09

The correlation between SSHY.L and WIGG.L shifts across timeframes, from -0.04 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SSHY.L vs. WIGG.L — Risk / Return Rank

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

SSHY.L
SSHY.L Risk / Return Rank: 4343
Overall Rank
SSHY.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SSHY.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
SSHY.L Omega Ratio Rank: 4141
Omega Ratio Rank
SSHY.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
SSHY.L Martin Ratio Rank: 4343
Martin Ratio Rank

WIGG.L
WIGG.L Risk / Return Rank: 5858
Overall Rank
WIGG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WIGG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
WIGG.L Omega Ratio Rank: 6666
Omega Ratio Rank
WIGG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
WIGG.L Martin Ratio Rank: 5353
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.

SSHY.L vs. WIGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) and iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.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.


SSHY.LWIGG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.14

Calmar ratioReturn relative to maximum drawdown

2.25

2.13

+0.12

Martin ratioReturn relative to average drawdown

6.90

8.95

-2.05

SSHY.L vs. WIGG.L - Sharpe Ratio Comparison

The current SSHY.L Sharpe Ratio is 1.44, which is comparable to the WIGG.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SSHY.L and WIGG.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


SSHY.LWIGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.98

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.46

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.63

-0.03

Drawdowns

SSHY.L vs. WIGG.L - Drawdown Comparison

The maximum SSHY.L drawdown since its inception was -15.94%, smaller than the maximum WIGG.L drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for SSHY.L and WIGG.L.


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Drawdown Indicators


SSHY.LWIGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.94%

-23.44%

+7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.63%

-3.52%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-9.91%

-4.30%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-10.24%

-17.35%

+7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-15.94%

Current Drawdown

Current decline from peak

-0.89%

-0.10%

-0.79%

Average Drawdown

Average peak-to-trough decline

-4.30%

-3.59%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

0.84%

+0.34%

Volatility

SSHY.L vs. WIGG.L - Volatility Comparison

PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) has a higher volatility of 1.59% compared to iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) at 1.30%. This indicates that SSHY.L's price experiences larger fluctuations and is considered to be riskier than WIGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSHY.LWIGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.30%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

2.97%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

3.80%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

5.92%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.16%

7.44%

+1.72%

SSHY.L vs. WIGG.L - Expense Ratio Comparison

Both SSHY.L and WIGG.L have an expense ratio of 0.55%.


Dividends

SSHY.L vs. WIGG.L - Dividend Comparison

SSHY.L's dividend yield for the trailing twelve months is around 7.07%, more than WIGG.L's 6.92% yield.


PositionTTM20252024202320222021202020192018201720162015
SSHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist
7.07%7.33%7.48%6.52%4.86%4.47%5.24%5.27%5.10%5.48%4.92%5.11%
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
6.92%5.58%5.74%5.08%4.47%3.89%4.24%4.53%3.28%0.00%0.00%0.00%

Frequently Asked Questions


SSHY.L and WIGG.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SSHY.L and WIGG.L have the same expense ratio: 0.55% per year.

SSHY.L tracks Bloomberg US Corporate High Yield TR USD, while WIGG.L tracks ICE BofA Gbl HY Constnd TR HGBP. They also come from different issuers: PIMCO and iShares.

Portfolio Optimizer

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