STYC.L vs. LDCU.L
STYC.L (PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc) and LDCU.L (PIMCO US Low Duration Corporate Bond UCITS ETF Dist) are both exchange-traded funds - STYC.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD, while LDCU.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 10 years, STYC.L returned 5.50%/yr vs 2.92%/yr for LDCU.L. At a 0.24 correlation, their price movements are largely independent. STYC.L charges 0.55%/yr vs 0.49%/yr for LDCU.L.
Performance
STYC.L vs. LDCU.L - Performance Comparison
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Returns By Period
In the year-to-date period, STYC.L achieves a 1.41% return, which is significantly higher than LDCU.L's 0.48% return. Over the past 10 years, STYC.L has outperformed LDCU.L with an annualized return of 5.50%, while LDCU.L has yielded a comparatively lower 2.92% annualized 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%
LDCU.L
- 1D
- 0.15%
- 1M
- 0.20%
- YTD
- 0.48%
- 6M
- 0.48%
- 1Y
- 4.20%
- 3Y*
- 5.39%
- 5Y*
- 2.29%
- 10Y*
- 2.92%
STYC.L vs. LDCU.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 | 1.41% | 9.13% | 8.08% | 11.66% | -4.84% | 4.37% | 3.84% | 10.02% | -0.61% | 5.45% |
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist | 0.48% | 6.54% | 5.24% | 6.22% | -5.40% | -0.39% | 4.57% | 7.01% | 1.01% | 3.32% |
Correlation
The correlation between STYC.L and LDCU.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 19, 2015 | 0.24 |
The correlation between STYC.L and LDCU.L shifts across timeframes, from 0.24 (all time) to 0.38 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
STYC.L vs. LDCU.L — Risk / Return Rank
STYC.L
LDCU.L
STYC.L vs. LDCU.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 PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.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 | LDCU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 1.99 | +2.28 |
| Martin ratioReturn relative to average drawdown | 16.96 | 7.16 | +9.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STYC.L | LDCU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.40 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.74 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 1.09 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 1.09 | -0.33 |
Drawdowns
STYC.L vs. LDCU.L - Drawdown Comparison
The maximum STYC.L drawdown since its inception was -21.57%, which is greater than LDCU.L's maximum drawdown of -9.42%. Use the drawdown chart below to compare losses from any high point for STYC.L and LDCU.L.
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Drawdown Indicators
| STYC.L | LDCU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.57% | -9.42% | -12.15% |
Max Drawdown (1Y)Largest decline over 1 year | -1.68% | -2.10% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -5.94% | -2.10% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -9.62% | -9.42% | -0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -21.57% | -9.42% | -12.15% |
Current DrawdownCurrent decline from peak | -0.02% | -0.62% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -1.67% | -1.27% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.59% | -0.17% |
Volatility
STYC.L vs. LDCU.L - Volatility Comparison
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) has a higher volatility of 1.41% compared to PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) at 0.78%. This indicates that STYC.L's price experiences larger fluctuations and is considered to be riskier than LDCU.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.L | LDCU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 0.78% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 1.80% | +0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.39% | 2.98% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.70% | 3.10% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 2.69% | +3.80% |
STYC.L vs. LDCU.L - Expense Ratio Comparison
STYC.L has a 0.55% expense ratio, which is higher than LDCU.L's 0.49% expense ratio.
Dividends
STYC.L vs. LDCU.L - Dividend Comparison
STYC.L has not paid dividends to shareholders, while LDCU.L's dividend yield for the trailing twelve months is around 4.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist | 4.48% | 4.42% | 4.40% | 3.45% | 1.93% | 1.77% | 2.17% | 2.96% | 2.75% | 2.26% | 2.37% | 2.13% |
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 LDCU.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LDCU.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LDCU.L is cheaper with a 0.49% expense ratio, compared with 0.55% for STYC.L.
STYC.L is categorized as High Yield Bonds, while LDCU.L is Corporate Bonds. STYC.L tracks Bloomberg US Corporate High Yield TR USD, while LDCU.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.55% for STYC.L and 0.49% for LDCU.L.
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