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STHS.L vs. FAGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STHS.L vs. FAGB.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 GBP Hedged (Dist) (STHS.L) and Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STHS.L is traded in GBP, while FAGB.L is traded in GBp. To make them comparable, the FAGB.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, STHS.L achieves a 1.81% return, which is significantly higher than FAGB.L's 1.09% return.


STHS.L

1D
0.11%
1M
0.30%
6M
1.41%
YTD
1.81%
1Y
5.91%
3Y*
7.98%
5Y*
4.70%
10Y*
4.30%

FAGB.L

1D
-0.15%
1M
0.11%
6M
0.46%
YTD
1.09%
1Y
5.50%
3Y*
6.70%
5Y*
1.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STHS.L vs. FAGB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STHS.L
PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
1.81%8.53%8.27%10.62%-5.62%4.05%1.89%8.01%-2.38%-0.16%
FAGB.L
Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc)
1.09%9.31%4.50%9.02%-15.12%5.18%6.43%10.50%-7.23%0.20%

Correlation

The correlation between STHS.L and FAGB.L is 0.66, 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

0.66

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

0.68

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

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.72

The correlation between STHS.L and FAGB.L has been stable across timeframes, ranging from 0.66 to 0.76 - a consistent structural relationship.

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Return for Risk

STHS.L vs. FAGB.L — Risk / Return Rank

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

STHS.L
STHS.L Risk / Return Rank: 7878
Overall Rank
STHS.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
STHS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
STHS.L Omega Ratio Rank: 7676
Omega Ratio Rank
STHS.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
STHS.L Martin Ratio Rank: 8686
Martin Ratio Rank

FAGB.L
FAGB.L Risk / Return Rank: 4141
Overall Rank
FAGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FAGB.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
FAGB.L Omega Ratio Rank: 4646
Omega Ratio Rank
FAGB.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
FAGB.L Martin Ratio Rank: 3737
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.

STHS.L vs. FAGB.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 GBP Hedged (Dist) (STHS.L) and Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.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.


STHS.LFAGB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.33

1.23

+0.10

Calmar ratioReturn relative to maximum drawdown

3.21

1.17

+2.03

Martin ratioReturn relative to average drawdown

13.19

4.35

+8.85

STHS.L vs. FAGB.L - Sharpe Ratio Comparison

The current STHS.L Sharpe Ratio is 1.70, which is higher than the FAGB.L Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of STHS.L and FAGB.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

STHS.L vs. FAGB.L - Drawdown Comparison

The maximum STHS.L drawdown since its inception was -22.74%, smaller than the maximum FAGB.L drawdown of -30.30%. Use the drawdown chart below to compare losses from any high point for STHS.L and FAGB.L.


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Drawdown Indicators


STHS.LFAGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-30.30%

+7.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.84%

-4.75%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-5.31%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

-18.92%

+9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-0.04%

-0.62%

+0.58%

Average Drawdown

Average peak-to-trough decline

-1.66%

-5.39%

+3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

1.29%

-0.84%

Volatility

STHS.L vs. FAGB.L - Volatility Comparison

The current volatility for PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (STHS.L) is 0.90%, while Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc) (FAGB.L) has a volatility of 1.19%. This indicates that STHS.L experiences smaller price fluctuations and is considered to be less risky than FAGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STHS.LFAGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

1.19%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

3.84%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

4.65%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

7.13%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

8.53%

-1.80%

STHS.L vs. FAGB.L - Expense Ratio Comparison

STHS.L has a 0.60% expense ratio, which is higher than FAGB.L's 0.50% expense ratio.


Dividends

STHS.L vs. FAGB.L - Dividend Comparison

STHS.L's dividend yield for the trailing twelve months is around 6.96%, while FAGB.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FAGB.L
Invesco US High Yield Fallen Angels UCITS ETF GBP Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.05%0.00%0.00%0.00%0.00%0.00%
STHS.L
PIMCO Advantage US Short-Term High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
6.96%7.11%7.57%6.39%4.95%4.52%4.92%5.08%5.34%5.18%5.43%0.37%

Frequently Asked Questions


STHS.L and FAGB.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FAGB.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FAGB.L is cheaper with a 0.50% expense ratio, compared with 0.60% for STHS.L.

STHS.L tracks ICE BofA 0-5 Year US High Yield Constrained Index, while FAGB.L tracks FTSE Time-Weighted US Fallen Angel Bond Select Index. They also come from different issuers: PIMCO and Invesco. Their fees differ too: 0.60% for STHS.L and 0.50% for FAGB.L.

Portfolio Optimizer

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