STYC.L vs. HYUS.L
STYC.L (PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc) and HYUS.L (iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)) are both High Yield Bonds funds tracking the Bloomberg US Corporate High Yield TR USD, from PIMCO and iShares respectively. Both are passively managed. Over the past 3 years, STYC.L returned 8.74%/yr vs 8.87%/yr for HYUS.L. A 0.78 correlation means they provide meaningful diversification when combined. STYC.L charges 0.55%/yr vs 0.20%/yr for HYUS.L.
Performance
STYC.L vs. HYUS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STYC.L achieves a 1.41% return, which is significantly higher than HYUS.L's 1.22% return.
STYC.L
- 1D
- -0.02%
- 1M
- 0.42%
- YTD
- 1.41%
- 6M
- 1.99%
- 1Y
- 7.22%
- 3Y*
- 8.74%
- 5Y*
- 5.21%
- 10Y*
- 5.50%
HYUS.L
- 1D
- -0.00%
- 1M
- 0.51%
- YTD
- 1.22%
- 6M
- 2.18%
- 1Y
- 6.91%
- 3Y*
- 8.87%
- 5Y*
- —
- 10Y*
- —
STYC.L vs. HYUS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
STYC.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc | 1.41% | 9.13% | 8.08% | 11.66% | -2.03% |
HYUS.L iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | 1.22% | 8.62% | 8.28% | 12.85% | -5.88% |
Correlation
The correlation between STYC.L and HYUS.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2022 | 0.78 |
The correlation between STYC.L and HYUS.L shifts across timeframes, from 0.61 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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
STYC.L vs. HYUS.L — Risk / Return Rank
STYC.L
HYUS.L
STYC.L vs. HYUS.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 Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.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 | HYUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 3.01 | +1.26 |
| Martin ratioReturn relative to average drawdown | 16.96 | 12.39 | +4.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| STYC.L | HYUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.84 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.87 | -0.11 |
Drawdowns
STYC.L vs. HYUS.L - Drawdown Comparison
The maximum STYC.L drawdown since its inception was -21.57%, which is greater than HYUS.L's maximum drawdown of -10.49%. Use the drawdown chart below to compare losses from any high point for STYC.L and HYUS.L.
Loading charts...
Drawdown Indicators
| STYC.L | HYUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -10.49% | -11.08% |
Max Drawdown (1Y)Largest decline over 1 year | -1.68% | -2.29% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -5.94% | -5.06% | -0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -9.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -21.57% | — | — |
Current DrawdownCurrent decline from peak | -0.02% | -0.13% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -1.67% | -1.67% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.56% | -0.14% |
Volatility
STYC.L vs. HYUS.L - Volatility Comparison
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) and iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) have volatilities of 1.41% and 1.39%, 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.
Loading charts...
Volatility by Period
| STYC.L | HYUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.39% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 2.95% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.39% | 3.75% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.70% | 6.69% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 6.69% | -0.20% |
STYC.L vs. HYUS.L - Expense Ratio Comparison
STYC.L has a 0.55% expense ratio, which is higher than HYUS.L's 0.20% expense ratio.
Dividends
STYC.L vs. HYUS.L - Dividend Comparison
STYC.L has not paid dividends to shareholders, while HYUS.L's dividend yield for the trailing twelve months is around 9.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HYUS.L iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) | 9.21% | 7.38% | 7.54% | 6.30% | 1.52% |
STYC.L PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STYC.L and HYUS.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, HYUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
HYUS.L is cheaper with a 0.20% expense ratio, compared with 0.55% for STYC.L.
Both ETFs track Bloomberg US Corporate High Yield TR USD. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.55% for STYC.L and 0.20% for HYUS.L.
Find the right allocation for STYC.L and HYUS.L
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