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STHY.L vs. IHYA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STHY.L vs. IHYA.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 Income (STHY.L) and iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STHY.L achieves a 1.38% return, which is significantly higher than IHYA.L's 1.10% return.


STHY.L

1D
-0.09%
1M
-0.09%
YTD
1.38%
6M
2.02%
1Y
7.05%
3Y*
8.69%
5Y*
5.18%
10Y*
5.49%

IHYA.L

1D
0.09%
1M
0.19%
YTD
1.10%
6M
1.75%
1Y
6.94%
3Y*
8.29%
5Y*
3.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STHY.L vs. IHYA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income
1.38%8.60%8.44%11.65%-4.82%4.37%3.88%10.09%-0.65%3.01%
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (Acc)
1.10%9.49%6.98%10.64%-8.87%3.72%5.07%12.63%-1.30%2.90%

Correlation

The correlation between STHY.L and IHYA.L is 0.61, 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

0.61

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

0.73

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

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2017

0.82

Over the past year, the correlation between STHY.L and IHYA.L has dropped to 0.61 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

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Return for Risk

STHY.L vs. IHYA.L — Risk / Return Rank

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

STHY.L
STHY.L Risk / Return Rank: 7272
Overall Rank
STHY.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
STHY.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
STHY.L Omega Ratio Rank: 7272
Omega Ratio Rank
STHY.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
STHY.L Martin Ratio Rank: 8282
Martin Ratio Rank

IHYA.L
IHYA.L Risk / Return Rank: 6161
Overall Rank
IHYA.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IHYA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
IHYA.L Omega Ratio Rank: 6464
Omega Ratio Rank
IHYA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IHYA.L Martin Ratio Rank: 6868
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.

STHY.L vs. IHYA.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 Income (STHY.L) and iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.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.


STHY.LIHYA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

4.01

2.45

+1.56

Martin ratioReturn relative to average drawdown

15.93

12.30

+3.63

STHY.L vs. IHYA.L - Sharpe Ratio Comparison

The current STHY.L Sharpe Ratio is 2.05, which is comparable to the IHYA.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of STHY.L and IHYA.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


STHY.LIHYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.93

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.59

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.56

+0.33

Drawdowns

STHY.L vs. IHYA.L - Drawdown Comparison

The maximum STHY.L drawdown since its inception was -21.75%, roughly equal to the maximum IHYA.L drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for STHY.L and IHYA.L.


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Drawdown Indicators


STHY.LIHYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.75%

-22.58%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-2.82%

+1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-4.83%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-9.55%

-13.68%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-21.75%

Current Drawdown

Current decline from peak

-0.28%

-0.31%

+0.03%

Average Drawdown

Average peak-to-trough decline

-1.42%

-2.23%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

0.56%

-0.12%

Volatility

STHY.L vs. IHYA.L - Volatility Comparison

The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income (STHY.L) is 1.25%, while iShares USD High Yield Corporate Bond UCITS ETF USD (Acc) (IHYA.L) has a volatility of 1.36%. This indicates that STHY.L experiences smaller price fluctuations and is considered to be less risky than IHYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STHY.LIHYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.36%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

2.87%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

3.58%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

6.81%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

7.89%

-1.59%

STHY.L vs. IHYA.L - Expense Ratio Comparison

STHY.L has a 0.55% expense ratio, which is higher than IHYA.L's 0.50% expense ratio.


Dividends

STHY.L vs. IHYA.L - Dividend Comparison

STHY.L's dividend yield for the trailing twelve months is around 7.05%, while IHYA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IHYA.L
iShares USD High Yield Corporate Bond UCITS ETF USD (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%
STHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income
7.05%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 IHYA.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IHYA.L is cheaper with a 0.50% expense ratio, compared with 0.55% for STHY.L.

STHY.L tracks ICE BofA 0-5 Year US High Yield Constrained Index, while IHYA.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.55% for STHY.L and 0.50% for IHYA.L.

Portfolio Optimizer

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