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STYC.L vs. AGGG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

STYC.L vs. AGGG.L

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) and iShares Global Aggregate Bond UCITS Dist (AGGG.L).

STYC.L and AGGG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STYC.L is a passively managed fund by PIMCO that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Apr 30, 2015. AGGG.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Global Aggregate TR USD. It was launched on Nov 21, 2017. Both STYC.L and AGGG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

STYC.L vs. AGGG.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 Acc (STYC.L) and iShares Global Aggregate Bond UCITS Dist (AGGG.L). The values are adjusted to include any dividend payments, if applicable.

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STYC.L vs. AGGG.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
STYC.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc		-0.14%9.13%8.08%11.66%-4.84%4.37%3.84%10.02%-0.61%0.33%
AGGG.L
iShares Global Aggregate Bond UCITS Dist		-0.64%8.06%-1.44%5.27%-15.93%-5.32%9.37%6.85%-1.17%0.03%

Returns By Period

In the year-to-date period, STYC.L achieves a -0.14% return, which is significantly higher than AGGG.L's -0.64% return.

STYC.L

1D
0.74%
1M
-0.17%
YTD
-0.14%
6M
1.53%
1Y
7.58%
3Y*
8.57%
5Y*
5.14%
10Y*
5.83%

AGGG.L

1D
0.94%
1M
-1.46%
YTD
-0.64%
6M
-0.12%
1Y
4.76%
3Y*
2.73%
5Y*
-1.43%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc

iShares Global Aggregate Bond UCITS Dist

Often compared with STYC.L:
STYC.L vs. ECR3.DESTYC.L vs. SDIA.LSTYC.L vs. VAGU.LSTYC.L vs. BNDWSTYC.L vs. BNDXSTYC.L vs. SGOVSTYC.L vs. FLO5.L
Often compared with AGGG.L:
AGGG.L vs. AGGU.LAGGG.L vs. IGLA.LAGGG.L vs. SPYAGGG.L vs. BNDWAGGG.L vs. BNDXAGGG.L vs. VOOAGGG.L vs. CEMB

STYC.L vs. AGGG.L - Expense Ratio Comparison

STYC.L has a 0.55% expense ratio, which is higher than AGGG.L's 0.10% expense ratio.

STYC.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc
AGGG.L
iShares Global Aggregate Bond UCITS Dist

Return for Risk

STYC.L vs. AGGG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
STYC.L
STYC.L Risk / Return Rank: 7575
Overall Rank
STYC.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
STYC.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
STYC.L Omega Ratio Rank: 8383
Omega Ratio Rank
STYC.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
STYC.L Martin Ratio Rank: 9090
Martin Ratio Rank
AGGG.L
AGGG.L Risk / Return Rank: 4646
Overall Rank
AGGG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
AGGG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
AGGG.L Omega Ratio Rank: 3939
Omega Ratio Rank
AGGG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
AGGG.L Martin Ratio Rank: 4545
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.

STYC.L vs. AGGG.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 Acc (STYC.L) and iShares Global Aggregate Bond UCITS Dist (AGGG.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.

STYC.LAGGG.LDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.89

+0.37

Sortino ratio

Return per unit of downside risk

1.77

1.33

+0.44

Omega ratio

Gain probability vs. loss probability

1.34

1.16

+0.17

Calmar ratio

Return relative to maximum drawdown

1.84

1.41

+0.43

Martin ratio

Return relative to average drawdown

12.57

4.52

+8.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STYC.L vs. AGGG.L - Sharpe Ratio Comparison

The current STYC.L Sharpe Ratio is 1.26, which is higher than the AGGG.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of STYC.L and AGGG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

STYC.LAGGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.89

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

-0.21

+1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.05

+0.70

Correlation

The correlation between STYC.L and AGGG.L is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

STYC.L vs. AGGG.L - Dividend Comparison

STYC.L has not paid dividends to shareholders, while AGGG.L's dividend yield for the trailing twelve months is around 3.17%.

TTM20252024202320222021202020192018
STYC.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGGG.L
iShares Global Aggregate Bond UCITS Dist		3.17%2.97%2.74%2.01%1.55%1.33%1.46%1.62%0.96%

Drawdowns

STYC.L vs. AGGG.L - Drawdown Comparison

The maximum STYC.L drawdown since its inception was -21.57%, smaller than the maximum AGGG.L drawdown of -25.91%. Use the drawdown chart below to compare losses from any high point for STYC.L and AGGG.L.

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Drawdown Indicators

STYC.LAGGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-25.91%

+4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-3.48%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-24.24%

+14.62%

Max Drawdown (10Y)

Largest decline over 10 years

-21.57%

—

—

Current Drawdown

Current decline from peak

-0.69%

-11.32%

+10.63%

Average Drawdown

Average peak-to-trough decline

-1.69%

-9.50%

+7.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

1.08%

-0.50%

Volatility

STYC.L vs. AGGG.L - Volatility Comparison

The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) is 1.65%, while iShares Global Aggregate Bond UCITS Dist (AGGG.L) has a volatility of 2.08%. This indicates that STYC.L experiences smaller price fluctuations and is considered to be less risky than AGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

STYC.LAGGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

2.08%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

3.34%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

5.36%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

6.74%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.50%

6.32%

+0.18%