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

Performance

STYC.L vs. JNKS.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 SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.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 JNKS.L is traded in GBP. To make them comparable, the JNKS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with STYC.L having a 1.62% return and JNKS.L slightly lower at 1.59%. Both investments have delivered pretty close results over the past 10 years, with STYC.L having a 5.57% annualized return and JNKS.L not far behind at 5.48%.


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%

JNKS.L

1D
0.11%
1M
0.84%
YTD
1.59%
6M
1.96%
1Y
5.67%
3Y*
9.08%
5Y*
4.17%
10Y*
5.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%10.02%-0.49%5.31%
JNKS.L
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD
1.59%7.90%9.78%11.81%-10.51%5.06%4.75%10.46%1.34%6.89%

Correlation

The correlation between STYC.L and JNKS.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.46

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

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

0.48

The correlation between STYC.L and JNKS.L shifts across timeframes, from 0.30 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

STYC.L vs. JNKS.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

JNKS.L
JNKS.L Risk / Return Rank: 5050
Overall Rank
JNKS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
JNKS.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
JNKS.L Omega Ratio Rank: 4848
Omega Ratio Rank
JNKS.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
JNKS.L Martin Ratio Rank: 4444
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. JNKS.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 SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.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.LJNKS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.38

1.18

+0.19

Calmar ratioReturn relative to maximum drawdown

3.90

1.74

+2.16

Martin ratioReturn relative to average drawdown

15.39

6.70

+8.69

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

The current STYC.L Sharpe Ratio is 1.94, which is higher than the JNKS.L Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of STYC.L and JNKS.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. JNKS.L - Drawdown Comparison

The maximum STYC.L drawdown since its inception was -21.57%, smaller than the maximum JNKS.L drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for STYC.L and JNKS.L.


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Drawdown Indicators


STYC.LJNKS.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-37.75%

+16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.68%

-3.25%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-6.65%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-16.27%

+6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-21.57%

-18.89%

-2.68%

Current Drawdown

Current decline from peak

-0.19%

-0.28%

+0.09%

Average Drawdown

Average peak-to-trough decline

-1.65%

-15.08%

+13.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.84%

-0.41%

Volatility

STYC.L vs. JNKS.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 SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD (JNKS.L) has a volatility of 2.04%. This indicates that STYC.L experiences smaller price fluctuations and is considered to be less risky than JNKS.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.LJNKS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

2.04%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

4.35%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

5.28%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

7.64%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.46%

7.72%

-1.26%

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

STYC.L has a 0.55% expense ratio, which is higher than JNKS.L's 0.30% expense ratio.


Dividends

STYC.L vs. JNKS.L - Dividend Comparison

STYC.L has not paid dividends to shareholders, while JNKS.L's dividend yield for the trailing twelve months is around 7.04%.


PositionTTM20252024202320222021202020192018201720162015
JNKS.L
SPDR Bloomberg SASB U.S. High Yield Corporate ESG UCITS ETF Dist USD
7.04%7.46%7.05%6.76%5.45%5.30%5.84%5.85%6.76%8.27%6.83%8.11%
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%0.00%0.00%

Frequently Asked Questions


STYC.L and JNKS.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JNKS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JNKS.L is cheaper with a 0.30% 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 State Street. Their fees differ too: 0.55% for STYC.L and 0.30% for JNKS.L.

Portfolio Optimizer

Find the right allocation for STYC.L and JNKS.L

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