STHY.L vs. EHDV.DE
STHY.L (PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income) and EHDV.DE (Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist) are both exchange-traded funds - STHY.L is a High Yield Bonds fund tracking the ICE BofA 0-5 Year US High Yield Constrained Index, while EHDV.DE is a Large Cap Value Equities fund tracking the EURO iSTOXX High Dividend Low Volatility 50 Index. Both are passively managed. Over the past 10 years, STHY.L returned 5.30%/yr vs 9.32%/yr for EHDV.DE. At a 0.48 correlation, their price movements are largely independent. STHY.L charges 0.55%/yr vs 0.30%/yr for EHDV.DE.
Performance
STHY.L vs. EHDV.DE - Performance Comparison
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Different Trading Currencies
STHY.L is traded in USD, while EHDV.DE is traded in EUR. To make them comparable, the EHDV.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, STHY.L achieves a 2.08% return, which is significantly lower than EHDV.DE's 11.65% return. Over the past 10 years, STHY.L has underperformed EHDV.DE with an annualized return of 5.30%, while EHDV.DE has yielded a comparatively higher 9.32% annualized return.
STHY.L
- 1D
- 0.47%
- 1M
- 0.27%
- 6M
- 1.63%
- YTD
- 2.08%
- 1Y
- 6.52%
- 3Y*
- 8.30%
- 5Y*
- 5.19%
- 10Y*
- 5.30%
EHDV.DE
- 1D
- 0.12%
- 1M
- 0.72%
- 6M
- 10.49%
- YTD
- 11.65%
- 1Y
- 23.12%
- 3Y*
- 22.55%
- 5Y*
- 12.82%
- 10Y*
- 9.32%
STHY.L vs. EHDV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income | 2.08% | 8.60% | 8.43% | 11.65% | -4.82% | 4.37% | 3.87% | 10.09% | -0.64% | 5.45% |
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 11.65% | 54.14% | 3.58% | 17.35% | -14.04% | 11.59% | -10.04% | 16.56% | -13.16% | 25.42% |
Correlation
The correlation between STHY.L and EHDV.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2016 | 0.48 |
The correlation between STHY.L and EHDV.DE shifts across timeframes, from 0.36 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
STHY.L vs. EHDV.DE — Risk / Return Rank
STHY.L
EHDV.DE
STHY.L vs. EHDV.DE - 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 Income (STHY.L) and Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE). 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.
| STHY.L | EHDV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.87 | +0.84 |
| Martin ratioReturn relative to average drawdown | 14.49 | 8.90 | +5.59 |
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Drawdowns
STHY.L vs. EHDV.DE - Drawdown Comparison
The maximum STHY.L drawdown since its inception was -21.74%, smaller than the maximum EHDV.DE drawdown of -43.18%. Use the drawdown chart below to compare losses from any high point for STHY.L and EHDV.DE.
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Drawdown Indicators
| STHY.L | EHDV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.74% | -43.18% | +21.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.75% | -8.03% | +6.28% |
Max Drawdown (3Y)Largest decline over 3 years | -4.67% | -12.97% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -9.55% | -34.25% | +24.70% |
Max Drawdown (10Y)Largest decline over 10 years | -21.74% | -43.18% | +21.44% |
Current DrawdownCurrent decline from peak | 0.00% | -0.58% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -1.42% | -8.83% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 2.59% | -2.14% |
Volatility
STHY.L vs. EHDV.DE - Volatility Comparison
The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income (STHY.L) is 0.92%, while Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) has a volatility of 3.90%. This indicates that STHY.L experiences smaller price fluctuations and is considered to be less risky than EHDV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STHY.L | EHDV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.92% | 3.90% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 10.07% | -7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 12.60% | -9.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.43% | 17.19% | -11.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 17.74% | -11.49% |
STHY.L vs. EHDV.DE - Expense Ratio Comparison
STHY.L has a 0.55% expense ratio, which is higher than EHDV.DE's 0.30% expense ratio.
Dividends
STHY.L vs. EHDV.DE - Dividend Comparison
STHY.L's dividend yield for the trailing twelve months is around 6.94%, more than EHDV.DE's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EHDV.DE Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist | 3.68% | 4.70% | 5.80% | 5.57% | 5.61% | 4.18% | 3.02% | 4.47% | 4.42% | 3.44% | 3.59% | 0.00% |
STHY.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income | 6.94% | 7.17% | 7.60% | 6.36% | 4.97% | 4.58% | 4.89% | 5.10% | 5.32% | 5.21% | 5.39% | 5.29% |
Frequently Asked Questions
STHY.L and EHDV.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHDV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHDV.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for STHY.L.
STHY.L is categorized as High Yield Bonds, while EHDV.DE is Large Cap Value Equities. STHY.L tracks ICE BofA 0-5 Year US High Yield Constrained Index, while EHDV.DE tracks EURO iSTOXX High Dividend Low Volatility 50 Index. They also come from different issuers: PIMCO and Invesco. Their fees differ too: 0.55% for STHY.L and 0.30% for EHDV.DE.
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