PortfoliosLab logoPortfoliosLab logo
STHY.L vs. SYBF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STHY.L vs. SYBF.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 SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

STHY.L is traded in USD, while SYBF.DE is traded in EUR. To make them comparable, the SYBF.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 1.93% return, which is significantly higher than SYBF.DE's 1.52% return. Over the past 10 years, STHY.L has outperformed SYBF.DE with an annualized return of 5.59%, while SYBF.DE has yielded a comparatively lower 2.62% annualized return.


STHY.L

1D
0.37%
1M
0.73%
YTD
1.93%
6M
2.03%
1Y
6.82%
3Y*
8.92%
5Y*
5.19%
10Y*
5.59%

SYBF.DE

1D
0.07%
1M
0.37%
YTD
1.52%
6M
1.48%
1Y
3.90%
3Y*
5.30%
5Y*
3.01%
10Y*
2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STHY.L vs. SYBF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income
1.93%8.60%8.43%11.65%-4.82%4.37%3.87%10.09%-0.64%5.45%
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
1.52%5.89%5.06%4.95%-1.85%-0.28%3.10%4.85%1.39%1.48%

Correlation

The correlation between STHY.L and SYBF.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

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

0.02

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2013

-0.01

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

STHY.L vs. SYBF.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: 7777
Overall Rank
STHY.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
STHY.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
STHY.L Omega Ratio Rank: 7777
Omega Ratio Rank
STHY.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
STHY.L Martin Ratio Rank: 8484
Martin Ratio Rank

SYBF.DE
SYBF.DE Risk / Return Rank: 3838
Overall Rank
SYBF.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SYBF.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SYBF.DE Omega Ratio Rank: 3434
Omega Ratio Rank
SYBF.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
SYBF.DE 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.

STHY.L vs. SYBF.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 SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.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.LSYBF.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.40

1.19

+0.21

Calmar ratioReturn relative to maximum drawdown

3.87

3.52

+0.35

Martin ratioReturn relative to average drawdown

15.21

12.84

+2.38

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

The current STHY.L Sharpe Ratio is 1.97, which is higher than the SYBF.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of STHY.L and SYBF.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.


Loading charts...

Drawdowns

STHY.L vs. SYBF.DE - Drawdown Comparison

The maximum STHY.L drawdown since its inception was -21.74%, smaller than the maximum SYBF.DE drawdown of -28.62%. Use the drawdown chart below to compare losses from any high point for STHY.L and SYBF.DE.


Loading charts...

Drawdown Indicators


STHY.LSYBF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.74%

-28.62%

+6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.75%

-1.23%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-4.67%

-2.00%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-9.55%

-4.91%

-4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-21.74%

-12.98%

-8.76%

Current Drawdown

Current decline from peak

0.00%

-4.90%

+4.90%

Average Drawdown

Average peak-to-trough decline

-1.42%

-20.30%

+18.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.34%

+0.11%

Volatility

STHY.L vs. SYBF.DE - Volatility Comparison

The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income (STHY.L) is 0.75%, while SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF (SYBF.DE) has a volatility of 1.47%. This indicates that STHY.L experiences smaller price fluctuations and is considered to be less risky than SYBF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


STHY.LSYBF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

1.47%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

3.15%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

4.21%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

4.34%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

9.21%

-2.93%

STHY.L vs. SYBF.DE - Expense Ratio Comparison

STHY.L has a 0.55% expense ratio, which is higher than SYBF.DE's 0.12% expense ratio.


Dividends

STHY.L vs. SYBF.DE - Dividend Comparison

STHY.L's dividend yield for the trailing twelve months is around 6.95%, more than SYBF.DE's 4.48% yield.


PositionTTM20252024202320222021202020192018201720162015
STHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Income
6.95%7.17%7.60%6.36%4.97%4.58%4.89%5.10%5.32%5.21%5.39%5.29%
SYBF.DE
SPDR Bloomberg 0-3 Year US Corporate Bond UCITS ETF
4.48%5.03%4.10%3.10%1.21%1.74%2.86%2.43%1.68%1.77%1.36%1.02%

Frequently Asked Questions


STHY.L and SYBF.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBF.DE is cheaper with a 0.12% expense ratio, compared with 0.55% for STHY.L.

STHY.L is categorized as High Yield Bonds, while SYBF.DE is Corporate Bonds. STHY.L tracks ICE BofA 0-5 Year US High Yield Constrained Index, while SYBF.DE tracks Bloomberg US Corporate 0-3. They also come from different issuers: PIMCO and State Street. Their fees differ too: 0.55% for STHY.L and 0.12% for SYBF.DE.

Portfolio Optimizer

Find the right allocation for STHY.L and SYBF.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer