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STHY.L vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STHY.L vs. IUS7.DE - 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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STHY.L vs. IUS7.DE - 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%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

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

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
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. 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.LIUS7.DEDifference
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

STHY.L vs. IUS7.DE - Sharpe Ratio Comparison

The current STHY.L Sharpe Ratio is 2.05, which is comparable to the IUS7.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of STHY.L and IUS7.DE, 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.LIUS7.DEDifference

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.LIUS7.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.28%

-0.18%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.42%

-4.89%

+3.47%

Ulcer Index

Depth 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.LIUS7.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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