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

Performance

STYC.L vs. WIGG.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 Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.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 WIGG.L is traded in GBP. To make them comparable, the WIGG.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 higher than WIGG.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%

WIGG.L

1D
0.18%
1M
0.04%
YTD
1.22%
6M
2.46%
1Y
6.50%
3Y*
10.40%
5Y*
1.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%-1.35%
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
1.22%17.03%3.05%16.87%-22.21%3.11%16.69%19.16%-13.71%

Correlation

The correlation between STYC.L and WIGG.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.53

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

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2018

0.56

The correlation between STYC.L and WIGG.L shifts across timeframes, from 0.47 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

STYC.L vs. WIGG.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

WIGG.L
WIGG.L Risk / Return Rank: 5858
Overall Rank
WIGG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
WIGG.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
WIGG.L Omega Ratio Rank: 6666
Omega Ratio Rank
WIGG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
WIGG.L Martin Ratio Rank: 5353
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. WIGG.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 Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.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.LWIGG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.42

1.14

+0.28

Calmar ratioReturn relative to maximum drawdown

4.27

0.92

+3.35

Martin ratioReturn relative to average drawdown

16.96

2.73

+14.23

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

The current STYC.L Sharpe Ratio is 2.13, which is higher than the WIGG.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of STYC.L and WIGG.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.LWIGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

0.78

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.14

+0.78

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

0.30

+0.46

Drawdowns

STYC.L vs. WIGG.L - Drawdown Comparison

The maximum STYC.L drawdown since its inception was -21.57%, smaller than the maximum WIGG.L drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for STYC.L and WIGG.L.


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Drawdown Indicators


STYC.LWIGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-35.36%

+13.79%

Max Drawdown (1Y)

Largest decline over 1 year

-1.68%

-7.07%

+5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-10.38%

+4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-9.62%

-35.36%

+25.74%

Max Drawdown (10Y)

Largest decline over 10 years

-21.57%

Current Drawdown

Current decline from peak

-0.02%

-2.36%

+2.34%

Average Drawdown

Average peak-to-trough decline

-1.67%

-9.05%

+7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

2.37%

-1.95%

Volatility

STYC.L vs. WIGG.L - Volatility Comparison

The current volatility for PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) is 1.41%, while iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist) (WIGG.L) has a volatility of 2.55%. This indicates that STYC.L experiences smaller price fluctuations and is considered to be less risky than WIGG.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.LWIGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.55%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

6.12%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

8.34%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

12.05%

-6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

13.15%

-6.66%

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

Both STYC.L and WIGG.L have an expense ratio of 0.55%.


Dividends

STYC.L vs. WIGG.L - Dividend Comparison

STYC.L has not paid dividends to shareholders, while WIGG.L's dividend yield for the trailing twelve months is around 6.92%.


PositionTTM20252024202320222021202020192018
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%
WIGG.L
iShares Fallen Angels High Yield Corporate Bond UCITS ETF GBP Hedged (Dist)
6.92%5.58%5.74%5.08%4.47%3.89%4.24%4.53%3.28%

Frequently Asked Questions


STYC.L and WIGG.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

STYC.L and WIGG.L have the same expense ratio: 0.55% per year.

STYC.L tracks Bloomberg US Corporate High Yield TR USD, while WIGG.L tracks ICE BofA Gbl HY Constnd TR HGBP. They also come from different issuers: PIMCO and iShares.

Portfolio Optimizer

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