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STYC.L vs. UC81.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STYC.L vs. UC81.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 UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.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 UC81.L is traded in GBp. To make them comparable, the UC81.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 UC81.L's 0.13% return. Over the past 10 years, STYC.L has outperformed UC81.L with an annualized return of 5.57%, while UC81.L has yielded a comparatively lower 2.44% annualized 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%

UC81.L

1D
-0.16%
1M
0.38%
YTD
0.13%
6M
0.53%
1Y
3.66%
3Y*
5.35%
5Y*
2.10%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STYC.L vs. UC81.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%
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
0.13%7.33%4.66%5.68%-6.44%-0.59%4.62%8.41%0.11%2.37%

Correlation

The correlation between STYC.L and UC81.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.17

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

0.14

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

0.06

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

0.03

The correlation between STYC.L and UC81.L shifts across timeframes, from 0.03 (all time) to 0.17 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

STYC.L vs. UC81.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

UC81.L
UC81.L Risk / Return Rank: 2929
Overall Rank
UC81.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
UC81.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
UC81.L Omega Ratio Rank: 2727
Omega Ratio Rank
UC81.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
UC81.L Martin Ratio Rank: 2727
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. UC81.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 UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.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.LUC81.LDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.38

1.16

+0.21

Calmar ratioReturn relative to maximum drawdown

3.90

2.19

+1.71

Martin ratioReturn relative to average drawdown

15.39

7.41

+7.98

STYC.L vs. UC81.L - Sharpe Ratio Comparison

The current STYC.L Sharpe Ratio is 1.94, which is higher than the UC81.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of STYC.L and UC81.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. UC81.L - Drawdown Comparison

The maximum STYC.L drawdown since its inception was -21.57%, smaller than the maximum UC81.L drawdown of -36.78%. Use the drawdown chart below to compare losses from any high point for STYC.L and UC81.L.


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Drawdown Indicators


STYC.LUC81.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-36.78%

+15.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.68%

-1.91%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-2.05%

-3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-11.02%

+1.40%

Max Drawdown (10Y)

Largest decline over 10 years

-21.57%

-13.53%

-8.04%

Current Drawdown

Current decline from peak

-0.19%

-14.87%

+14.68%

Average Drawdown

Average peak-to-trough decline

-1.65%

-27.40%

+25.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.56%

-0.13%

Volatility

STYC.L vs. UC81.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 UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) has a volatility of 1.77%. This indicates that STYC.L experiences smaller price fluctuations and is considered to be less risky than UC81.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.LUC81.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.77%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

3.60%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

4.40%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

5.46%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.46%

5.73%

+0.73%

STYC.L vs. UC81.L - Expense Ratio Comparison

STYC.L has a 0.55% expense ratio, which is higher than UC81.L's 0.18% expense ratio.


Dividends

STYC.L vs. UC81.L - Dividend Comparison

STYC.L has not paid dividends to shareholders, while UC81.L's dividend yield for the trailing twelve months is around 4.61%.


PositionTTM20252024202320222021202020192018201720162015
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%
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.61%5.59%4.76%3.28%1.37%1.58%2.75%2.90%2.20%2.16%1.86%0.84%

Frequently Asked Questions


STYC.L and UC81.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC81.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC81.L is cheaper with a 0.18% expense ratio, compared with 0.55% for STYC.L.

STYC.L is categorized as High Yield Bonds, while UC81.L is Corporate Bonds. STYC.L tracks Bloomberg US Corporate High Yield TR USD, while UC81.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: PIMCO and UBS. Their fees differ too: 0.55% for STYC.L and 0.18% for UC81.L.

Portfolio Optimizer

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