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STEA.L vs. SDHY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STEA.L vs. SDHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc (STEA.L) and iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist (SDHY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STEA.L is traded in EUR, while SDHY.L is traded in USD. To make them comparable, the SDHY.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, STEA.L achieves a 0.53% return, which is significantly lower than SDHY.L's 4.45% return.


STEA.L

1D
-0.15%
1M
-0.21%
6M
0.45%
YTD
0.53%
1Y
4.04%
3Y*
6.23%
5Y*
3.11%
10Y*

SDHY.L

1D
-0.17%
1M
1.17%
6M
3.42%
YTD
4.45%
1Y
7.60%
3Y*
6.61%
5Y*
5.26%
10Y*
4.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STEA.L vs. SDHY.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STEA.L
PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc
0.53%6.59%6.65%9.15%-6.91%3.43%1.48%6.80%-3.39%0.00%
SDHY.L
iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist
4.45%-4.03%13.53%5.49%2.72%11.15%-4.51%12.09%4.97%-1.60%

Correlation

The correlation between STEA.L and SDHY.L is 0.07, 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

0.07

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

0.17

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

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2017

0.27

Over the past year, the correlation between STEA.L and SDHY.L has dropped to 0.07 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

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Return for Risk

STEA.L vs. SDHY.L — Risk / Return Rank

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

STEA.L
STEA.L Risk / Return Rank: 4545
Overall Rank
STEA.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
STEA.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
STEA.L Omega Ratio Rank: 4040
Omega Ratio Rank
STEA.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
STEA.L Martin Ratio Rank: 5656
Martin Ratio Rank

SDHY.L
SDHY.L Risk / Return Rank: 7979
Overall Rank
SDHY.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDHY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SDHY.L Omega Ratio Rank: 7373
Omega Ratio Rank
SDHY.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
SDHY.L Martin Ratio Rank: 8888
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.

STEA.L vs. SDHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc (STEA.L) and iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist (SDHY.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.


STEA.LSDHY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.89

2.17

-0.28

Martin ratioReturn relative to average drawdown

7.74

7.71

+0.03

STEA.L vs. SDHY.L - Sharpe Ratio Comparison

The current STEA.L Sharpe Ratio is 1.18, which is comparable to the SDHY.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of STEA.L and SDHY.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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Drawdowns

STEA.L vs. SDHY.L - Drawdown Comparison

The maximum STEA.L drawdown since its inception was -22.62%, which is greater than SDHY.L's maximum drawdown of -18.39%. Use the drawdown chart below to compare losses from any high point for STEA.L and SDHY.L.


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Drawdown Indicators


STEA.LSDHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.62%

-18.39%

-4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

-3.48%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-11.38%

+6.53%

Max Drawdown (5Y)

Largest decline over 5 years

-10.29%

-11.38%

+1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-18.39%

Current Drawdown

Current decline from peak

-0.21%

-1.63%

+1.42%

Average Drawdown

Average peak-to-trough decline

-2.17%

-4.21%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

0.98%

-0.46%

Volatility

STEA.L vs. SDHY.L - Volatility Comparison

The current volatility for PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc (STEA.L) is 0.58%, while iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist (SDHY.L) has a volatility of 1.59%. This indicates that STEA.L experiences smaller price fluctuations and is considered to be less risky than SDHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STEA.LSDHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.59%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

4.36%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

6.07%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

7.83%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

8.70%

-2.15%

Dividends

STEA.L vs. SDHY.L - Dividend Comparison

STEA.L has not paid dividends to shareholders, while SDHY.L's dividend yield for the trailing twelve months is around 6.73%.


PositionTTM20252024202320222021202020192018201720162015
SDHY.L
iShares $ Short Duration High Yield Corp Bond UCITS ETF USD Dist
6.73%6.59%6.41%5.64%4.31%4.24%4.80%5.26%5.48%5.42%5.68%5.05%
STEA.L
PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) 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


STEA.L and SDHY.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STEA.L tracks PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF EUR (Hedged) Acc, while SDHY.L tracks Markit iBoxx USD Liquid High Yield 0-5 Capped Index. They also come from different issuers: PIMCO and iShares.

Portfolio Optimizer

Find the right allocation for STEA.L and SDHY.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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