VAGU.L vs. STYC.L
VAGU.L (Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating) and STYC.L (PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc) are both exchange-traded funds - VAGU.L is a Global Bonds fund tracking the Bloomberg Global Aggregate TR Hdg USD, while STYC.L is a High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD. Both are passively managed. Over the past 5 years, VAGU.L returned 0.31%/yr vs 5.21%/yr for STYC.L. At a 0.27 correlation, their price movements are largely independent. VAGU.L charges 0.10%/yr vs 0.55%/yr for STYC.L.
Performance
VAGU.L vs. STYC.L - Performance Comparison
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Returns By Period
In the year-to-date period, VAGU.L achieves a 0.41% return, which is significantly lower than STYC.L's 1.41% return.
VAGU.L
- 1D
- 0.20%
- 1M
- 0.00%
- YTD
- 0.41%
- 6M
- 0.76%
- 1Y
- 3.68%
- 3Y*
- 4.10%
- 5Y*
- 0.31%
- 10Y*
- —
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%
VAGU.L vs. STYC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VAGU.L Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating | 0.41% | 4.94% | 2.73% | 6.90% | -12.61% | -2.00% | 5.90% | 2.39% |
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% | 1.74% |
Correlation
The correlation between VAGU.L and STYC.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2019 | 0.27 |
The correlation between VAGU.L and STYC.L shifts across timeframes, from 0.27 (all time) to 0.44 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
VAGU.L vs. STYC.L — Risk / Return Rank
VAGU.L
STYC.L
VAGU.L vs. STYC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.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.
| VAGU.L | STYC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 4.27 | -3.01 |
| Martin ratioReturn relative to average drawdown | 3.55 | 16.96 | -13.42 |
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
| VAGU.L | STYC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.13 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.91 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.76 | -0.54 |
Drawdowns
VAGU.L vs. STYC.L - Drawdown Comparison
The maximum VAGU.L drawdown since its inception was -17.42%, smaller than the maximum STYC.L drawdown of -21.57%. Use the drawdown chart below to compare losses from any high point for VAGU.L and STYC.L.
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Drawdown Indicators
| VAGU.L | STYC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.42% | -21.57% | +4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -2.70% | -1.68% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -3.84% | -5.94% | +2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.10% | -9.62% | -7.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.57% | — |
Current DrawdownCurrent decline from peak | -1.33% | -0.02% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -1.67% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.42% | +0.54% |
Volatility
VAGU.L vs. STYC.L - Volatility Comparison
Vanguard Global Aggregate Bond UCITS ETF USD Hedged Accumulating (VAGU.L) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) have volatilities of 1.41% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VAGU.L | STYC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.41% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 2.69% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.53% | 3.39% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.10% | 5.70% | -0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.73% | 6.49% | -1.76% |
VAGU.L vs. STYC.L - Expense Ratio Comparison
VAGU.L has a 0.10% expense ratio, which is lower than STYC.L's 0.55% expense ratio.
Dividends
VAGU.L vs. STYC.L - Dividend Comparison
Neither VAGU.L nor STYC.L has paid dividends to shareholders.
Frequently Asked Questions
VAGU.L and STYC.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGU.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGU.L is cheaper with a 0.10% expense ratio, compared with 0.55% for STYC.L.
VAGU.L is categorized as Global Bonds, while STYC.L is High Yield Bonds. VAGU.L tracks Bloomberg Global Aggregate TR Hdg USD, while STYC.L tracks Bloomberg US Corporate High Yield TR USD. They also come from different issuers: Vanguard and PIMCO. Their fees differ too: 0.10% for VAGU.L and 0.55% for STYC.L.
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