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

Performance

STYC.L vs. SDHG.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 Short Duration High Yield Corporate Bond UCITS ETF (SDHG.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 SDHG.L is traded in GBP. To make them comparable, the SDHG.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 1.41% return, which is significantly lower than SDHG.L's 1.87% return. Over the past 10 years, STYC.L has underperformed SDHG.L with an annualized return of 5.50%, while SDHG.L has yielded a comparatively higher 6.76% 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%

SDHG.L

1D
-0.10%
1M
0.21%
YTD
1.87%
6M
3.86%
1Y
10.03%
3Y*
9.87%
5Y*
6.44%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SDHG.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
1.87%11.52%8.50%10.02%-2.49%5.64%5.04%12.09%1.70%5.62%

Correlation

The correlation between STYC.L and SDHG.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

0.45

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

0.54

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

0.50

Correlation (All Time)
Calculated using the full available price history since May 19, 2015

0.51

Over the past year, the correlation between STYC.L and SDHG.L has dropped to 0.31 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

STYC.L vs. SDHG.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: 7575
Overall Rank
STYC.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
STYC.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
STYC.L Omega Ratio Rank: 7272
Omega Ratio Rank
STYC.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
STYC.L Martin Ratio Rank: 8484
Martin Ratio Rank

SDHG.L
SDHG.L Risk / Return Rank: 6161
Overall Rank
SDHG.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SDHG.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
SDHG.L Omega Ratio Rank: 5454
Omega Ratio Rank
SDHG.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
SDHG.L Martin Ratio Rank: 6363
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. SDHG.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 Short Duration High Yield Corporate Bond UCITS ETF (SDHG.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.LSDHG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

4.27

5.44

-1.17

Martin ratioReturn relative to average drawdown

16.96

21.91

-4.95

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

The current STYC.L Sharpe Ratio is 2.13, which is comparable to the SDHG.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of STYC.L and SDHG.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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Sharpe Ratios by Period


STYC.LSDHG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.03

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.98

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.93

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.88

-0.12

Drawdowns

STYC.L vs. SDHG.L - Drawdown Comparison

The maximum STYC.L drawdown since its inception was -21.57%, which is greater than SDHG.L's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for STYC.L and SDHG.L.


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Drawdown Indicators


STYC.LSDHG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-17.90%

-3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.68%

-1.85%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-4.60%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-8.65%

-0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-21.57%

-17.90%

-3.67%

Current Drawdown

Current decline from peak

-0.02%

-0.32%

+0.30%

Average Drawdown

Average peak-to-trough decline

-1.67%

-1.22%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.46%

-0.04%

Volatility

STYC.L vs. SDHG.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 iShares USD Short Duration High Yield Corporate Bond UCITS ETF (SDHG.L) at 1.25%. This indicates that STYC.L's price experiences larger fluctuations and is considered to be riskier than SDHG.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.LSDHG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.25%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

3.76%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

4.95%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

6.59%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

7.28%

-0.79%

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

STYC.L has a 0.55% expense ratio, which is higher than SDHG.L's 0.45% expense ratio.


Dividends

STYC.L vs. SDHG.L - Dividend Comparison

STYC.L has not paid dividends to shareholders, while SDHG.L's dividend yield for the trailing twelve months is around 11.18%.


PositionTTM20252024202320222021202020192018201720162015
SDHG.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
11.18%8.87%8.03%7.20%5.20%5.72%6.58%6.95%7.01%7.33%6.99%7.49%
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 SDHG.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, SDHG.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDHG.L is cheaper with a 0.45% 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 0.45% for SDHG.L.

Portfolio Optimizer

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