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STYC.L vs. ECR3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STYC.L vs. ECR3.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 Acc (STYC.L) and Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE). The values are adjusted to include any dividend payments, if applicable.

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STYC.L vs. ECR3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%-0.05%
ECR3.DE
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF
-1.34%16.25%-1.77%7.47%-8.99%-8.02%10.42%0.00%
Different Trading Currencies

STYC.L is traded in USD, while ECR3.DE is traded in EUR. To make them comparable, the ECR3.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STYC.L achieves a -0.14% return, which is significantly higher than ECR3.DE's -1.34% 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%

ECR3.DE

1D
0.67%
1M
-1.31%
YTD
-1.34%
6M
-0.73%
1Y
9.71%
3Y*
5.91%
5Y*
1.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STYC.L vs. ECR3.DE - Expense Ratio Comparison

STYC.L has a 0.55% expense ratio, which is higher than ECR3.DE's 0.12% expense ratio.


Return for Risk

STYC.L vs. ECR3.DE — 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

ECR3.DE
ECR3.DE Risk / Return Rank: 9090
Overall Rank
ECR3.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ECR3.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
ECR3.DE Omega Ratio Rank: 9595
Omega Ratio Rank
ECR3.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
ECR3.DE Martin Ratio Rank: 8888
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. ECR3.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 Acc (STYC.L) and Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.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.


STYC.LECR3.DEDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.21

+0.05

Sortino ratio

Return per unit of downside risk

1.77

1.94

-0.17

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

1.84

1.68

+0.16

Martin ratio

Return relative to average drawdown

12.57

5.09

+7.49

STYC.L vs. ECR3.DE - Sharpe Ratio Comparison

The current STYC.L Sharpe Ratio is 1.26, which is comparable to the ECR3.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of STYC.L and ECR3.DE, 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.LECR3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.21

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.14

+0.77

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

0.24

+0.51

Correlation

The correlation between STYC.L and ECR3.DE is 0.32, 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. ECR3.DE - Dividend Comparison

Neither STYC.L nor ECR3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

STYC.L vs. ECR3.DE - Drawdown Comparison

The maximum STYC.L drawdown since its inception was -21.57%, smaller than the maximum ECR3.DE drawdown of -25.77%. Use the drawdown chart below to compare losses from any high point for STYC.L and ECR3.DE.


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Drawdown Indicators


STYC.LECR3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-5.04%

-16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-0.88%

-4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-5.04%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-21.57%

Current Drawdown

Current decline from peak

-0.69%

-0.53%

-0.16%

Average Drawdown

Average peak-to-trough decline

-1.69%

-1.08%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.18%

+0.40%

Volatility

STYC.L vs. ECR3.DE - Volatility Comparison

The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) is 1.65%, while Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) has a volatility of 2.52%. This indicates that STYC.L experiences smaller price fluctuations and is considered to be less risky than ECR3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STYC.LECR3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

2.52%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

4.44%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

8.01%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

7.92%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.50%

8.23%

-1.73%