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

Performance

STYC.L vs. GHYG.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 High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (GHYG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STYC.L is traded in USD, while GHYG.L is traded in GBP. To make them comparable, the GHYG.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 1.62% return, which is significantly higher than GHYG.L's -0.58% return.


STYC.L

1D
0.01%
1M
0.78%
YTD
1.62%
6M
1.80%
1Y
6.59%
3Y*
8.89%
5Y*
5.14%
10Y*
5.57%

GHYG.L

1D
-0.52%
1M
-1.76%
YTD
-0.58%
6M
-0.71%
1Y
2.01%
3Y*
9.44%
5Y*
2.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
STYC.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc
1.62%9.13%8.08%11.66%-4.84%4.37%3.84%3.02%
GHYG.L
iShares Global High Yield Corp Bond UCITS ETF GBP Hedged (Dist)
-0.58%15.99%5.32%16.74%-19.15%2.64%5.40%7.22%

Correlation

The correlation between STYC.L and GHYG.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.50

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

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2019

0.58

The correlation between STYC.L and GHYG.L shifts across timeframes, from 0.40 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

STYC.L vs. GHYG.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: 7676
Overall Rank
STYC.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
STYC.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
STYC.L Omega Ratio Rank: 7373
Omega Ratio Rank
STYC.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
STYC.L Martin Ratio Rank: 8484
Martin Ratio Rank

GHYG.L
GHYG.L Risk / Return Rank: 5555
Overall Rank
GHYG.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GHYG.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
GHYG.L Omega Ratio Rank: 5858
Omega Ratio Rank
GHYG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
GHYG.L Martin Ratio Rank: 6262
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. GHYG.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 High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (GHYG.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.

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.


STYC.LGHYG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.38

1.06

+0.32

Calmar ratioReturn relative to maximum drawdown

3.90

0.37

+3.53

Martin ratioReturn relative to average drawdown

15.39

0.98

+14.41

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

The current STYC.L Sharpe Ratio is 1.94, which is higher than the GHYG.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of STYC.L and GHYG.L, 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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Drawdowns

STYC.L vs. GHYG.L - Drawdown Comparison

The maximum STYC.L drawdown since its inception was -21.57%, smaller than the maximum GHYG.L drawdown of -34.28%. Use the drawdown chart below to compare losses from any high point for STYC.L and GHYG.L.


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Drawdown Indicators


STYC.LGHYG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-34.28%

+12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.68%

-6.39%

+4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-9.08%

+3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-33.62%

+24.00%

Max Drawdown (10Y)

Largest decline over 10 years

-21.57%

Current Drawdown

Current decline from peak

-0.19%

-3.76%

+3.57%

Average Drawdown

Average peak-to-trough decline

-1.65%

-7.94%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

2.41%

-1.98%

Volatility

STYC.L vs. GHYG.L - Volatility Comparison

The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) is 0.94%, while iShares Global High Yield Corp Bond UCITS ETF GBP Hedged (Dist) (GHYG.L) has a volatility of 1.71%. This indicates that STYC.L experiences smaller price fluctuations and is considered to be less risky than GHYG.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.LGHYG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.71%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

6.48%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

8.54%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

12.08%

-6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.46%

13.59%

-7.13%

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

Both STYC.L and GHYG.L have an expense ratio of 0.55%.


Dividends

STYC.L vs. GHYG.L - Dividend Comparison

STYC.L has not paid dividends to shareholders, while GHYG.L's dividend yield for the trailing twelve months is around 6.86%.


PositionTTM2025202420232022202120202019
GHYG.L
iShares Global High Yield Corp Bond UCITS ETF GBP Hedged (Dist)
6.86%5.34%5.26%4.70%4.14%3.73%4.55%1.78%
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%

Frequently Asked Questions


STYC.L and GHYG.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

STYC.L and GHYG.L have the same expense ratio: 0.55% per year.

STYC.L tracks Bloomberg US Corporate High Yield TR USD, while GHYG.L tracks ICE BofA Gbl HY Constnd TR HGBP. They also come from different issuers: PIMCO and iShares.

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