STHY.L vs. IUS7.DE
STHY.L (PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond 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 IUS7.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 10 years, STHY.L returned 5.49%/yr vs 3.31%/yr for IUS7.DE. At a 0.41 correlation, their price movements are largely independent. STHY.L charges 0.55%/yr vs 0.45%/yr for IUS7.DE.
Performance
STHY.L vs. IUS7.DE - Performance Comparison
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Different Trading Currencies
STHY.L is traded in USD, while IUS7.DE is traded in EUR. To make them comparable, the IUS7.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 1.38% return, which is significantly lower than IUS7.DE's 1.78% return. Over the past 10 years, STHY.L has outperformed IUS7.DE with an annualized return of 5.49%, while IUS7.DE has yielded a comparatively lower 3.31% annualized 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%
IUS7.DE
- 1D
- 0.26%
- 1M
- 0.91%
- YTD
- 1.78%
- 6M
- 2.44%
- 1Y
- 11.19%
- 3Y*
- 9.66%
- 5Y*
- 1.91%
- 10Y*
- 3.31%
STHY.L vs. IUS7.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 | 1.38% | 8.60% | 8.44% | 11.65% | -4.82% | 4.37% | 3.88% | 10.09% | -0.65% | 5.45% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 1.78% | 14.18% | 5.35% | 10.14% | -17.94% | -2.59% | 5.35% | 16.28% | -5.81% | 10.28% |
Correlation
The correlation between STHY.L and IUS7.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2012 | 0.41 |
The correlation between STHY.L and IUS7.DE shifts across timeframes, from 0.41 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
STHY.L vs. IUS7.DE — Risk / Return Rank
STHY.L
IUS7.DE
STHY.L vs. IUS7.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.
| STHY.L | IUS7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.42 | +1.59 |
| Martin ratioReturn relative to average drawdown | 15.93 | 10.23 | +5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STHY.L | IUS7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 1.86 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.20 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.29 | +0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.57 | +0.32 |
Drawdowns
STHY.L vs. IUS7.DE - Drawdown Comparison
The maximum STHY.L drawdown since its inception was -21.75%, smaller than the maximum IUS7.DE drawdown of -28.54%. Use the drawdown chart below to compare losses from any high point for STHY.L and IUS7.DE.
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Drawdown Indicators
| STHY.L | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.75% | -28.54% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -1.75% | -4.61% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -4.66% | -7.49% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -9.55% | -28.54% | +18.99% |
Max Drawdown (10Y)Largest decline over 10 years | -21.75% | -28.54% | +6.79% |
Current DrawdownCurrent decline from peak | -0.28% | -0.18% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -1.42% | -4.89% | +3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 1.09% | -0.65% |
Volatility
STHY.L vs. IUS7.DE - 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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) has a volatility of 1.80%. This indicates that STHY.L experiences smaller price fluctuations and is considered to be less risky than IUS7.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 | IUS7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.80% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 4.36% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 6.01% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.41% | 9.24% | -3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 11.31% | -5.01% |
STHY.L vs. IUS7.DE - Expense Ratio Comparison
STHY.L has a 0.55% expense ratio, which is higher than IUS7.DE's 0.45% expense ratio.
Dividends
STHY.L vs. IUS7.DE - Dividend Comparison
STHY.L's dividend yield for the trailing twelve months is around 7.05%, more than IUS7.DE's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.80% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
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 IUS7.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUS7.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUS7.DE is cheaper with a 0.45% expense ratio, compared with 0.55% for STHY.L.
STHY.L is categorized as High Yield Bonds, while IUS7.DE is Emerging Markets Bonds. STHY.L tracks ICE BofA 0-5 Year US High Yield Constrained Index, while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.55% for STHY.L and 0.45% for IUS7.DE.
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