STYC.L vs. FLO5.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 USD Floating Rate Bond UCITS ETF (FLO5.L).

STYC.L and FLO5.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. FLO5.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Jul 10, 2017. Both STYC.L and FLO5.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. FLO5.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 USD Floating Rate Bond UCITS ETF (FLO5.L). The values are adjusted to include any dividend payments, if applicable.

STYC.L vs. FLO5.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	0.49%
FLO5.L iShares USD Floating Rate Bond UCITS ETF	0.80%	5.28%	6.31%	6.07%	1.42%	0.83%	0.33%	4.83%	1.20%	0.44%

Different Trading Currencies

STYC.L is traded in USD, while FLO5.L is traded in GBp. To make them comparable, the FLO5.L 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 lower than FLO5.L's 0.80% 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%

FLO5.L

• 1D: -0.06%
• 1M: -0.15%
• YTD: 0.80%
• 6M: 1.92%
• 1Y: 4.61%
• 3Y*: 6.01%
• 5Y*: 4.03%
• 10Y*: —

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

STYC.L vs. FLO5.L - Expense Ratio Comparison

STYC.L has a 0.55% expense ratio, which is higher than FLO5.L's 0.10% expense ratio.

STYC.L

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

FLO5.L

iShares USD Floating Rate Bond UCITS ETF

Return for Risk

STYC.L vs. FLO5.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: 75
STYC.L Sharpe Ratio Rank: 68
STYC.L Sortino Ratio Rank: 67
STYC.L Omega Ratio Rank: 83
STYC.L Calmar Ratio Rank: 66
STYC.L Martin Ratio Rank: 90

FLO5.L

FLO5.L Risk / Return Rank: 16
FLO5.L Sharpe Ratio Rank: 17
FLO5.L Sortino Ratio Rank: 15
FLO5.L Omega Ratio Rank: 15
FLO5.L Calmar Ratio Rank: 19
FLO5.L Martin Ratio Rank: 16

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. FLO5.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 USD Floating Rate Bond UCITS ETF (FLO5.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.L	FLO5.L	Difference
Sharpe ratio Return per unit of total volatility	1.26	1.04	+0.22
Sortino ratio Return per unit of downside risk	1.77	1.57	+0.20
Omega ratio Gain probability vs. loss probability	1.34	1.19	+0.15
Calmar ratio Return relative to maximum drawdown	1.84	4.31	-2.47
Martin ratio Return relative to average drawdown	12.57	15.08	-2.50
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. FLO5.L - Sharpe Ratio Comparison

The current STYC.L Sharpe Ratio is 1.26, which is comparable to the FLO5.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of STYC.L and FLO5.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.

Sharpe Ratios by Period

	STYC.L	FLO5.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.26	1.04	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.83	+0.08
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	0.56	+0.19

Correlation

The correlation between STYC.L and FLO5.L is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

STYC.L vs. FLO5.L - Dividend Comparison

STYC.L has not paid dividends to shareholders, while FLO5.L's dividend yield for the trailing twelve months is around 5.01%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	0.00%
FLO5.L iShares USD Floating Rate Bond UCITS ETF	5.01%	5.11%	5.98%	5.63%	1.47%	0.59%	1.73%	3.00%	2.16%	0.48%

Drawdowns

STYC.L vs. FLO5.L - Drawdown Comparison

The maximum STYC.L drawdown since its inception was -21.57%, which is greater than FLO5.L's maximum drawdown of -14.87%. Use the drawdown chart below to compare losses from any high point for STYC.L and FLO5.L.

Drawdown Indicators

	STYC.L	FLO5.L	Difference
Max Drawdown Largest peak-to-trough decline	-21.57%	-14.02%	-7.55%
Max Drawdown (1Y) Largest decline over 1 year	-5.03%	-5.65%	+0.62%
Max Drawdown (5Y) Largest decline over 5 years	-9.62%	-14.02%	+4.40%
Max Drawdown (10Y) Largest decline over 10 years	-21.57%	—	—
Current Drawdown Current decline from peak	-0.69%	-3.46%	+2.77%
Average Drawdown Average peak-to-trough decline	-1.69%	-5.73%	+4.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.58%	2.93%	-2.35%

Volatility

STYC.L vs. FLO5.L - Volatility Comparison

PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) and iShares USD Floating Rate Bond UCITS ETF (FLO5.L) have volatilities of 1.65% and 1.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STYC.L	FLO5.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.65%	1.66%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	2.51%	3.02%	-0.51%
Volatility (1Y) Calculated over the trailing 1-year period	6.01%	4.42%	+1.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.66%	4.85%	+0.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.50%	5.75%	+0.75%