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VNRT.AS vs. STYC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNRT.AS vs. STYC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE North America UCITS ETF (VNRT.AS) and PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VNRT.AS is traded in EUR, while STYC.L is traded in USD. To make them comparable, the STYC.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VNRT.AS achieves a 11.28% return, which is significantly higher than STYC.L's 2.64% return. Over the past 10 years, VNRT.AS has outperformed STYC.L with an annualized return of 14.82%, while STYC.L has yielded a comparatively lower 5.34% annualized return.


VNRT.AS

1D
-0.22%
1M
6.09%
YTD
11.28%
6M
11.69%
1Y
25.46%
3Y*
19.30%
5Y*
14.36%
10Y*
14.82%

STYC.L

1D
0.40%
1M
1.17%
YTD
2.64%
6M
2.34%
1Y
5.50%
3Y*
5.86%
5Y*
6.20%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNRT.AS vs. STYC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNRT.AS
Vanguard FTSE North America UCITS ETF
11.28%5.05%33.00%21.72%-14.59%38.18%9.34%33.03%-1.13%6.64%
STYC.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc
2.64%-3.82%15.21%8.31%1.06%12.18%-4.71%12.51%4.06%-7.51%

Correlation

The correlation between VNRT.AS and STYC.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.46

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

0.44

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

0.52

The correlation between VNRT.AS and STYC.L shifts across timeframes, from 0.40 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VNRT.AS vs. STYC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VNRT.AS
VNRT.AS Risk / Return Rank: 6969
Overall Rank
VNRT.AS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VNRT.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
VNRT.AS Omega Ratio Rank: 7373
Omega Ratio Rank
VNRT.AS Calmar Ratio Rank: 7171
Calmar Ratio Rank
VNRT.AS Martin Ratio Rank: 6969
Martin Ratio Rank

STYC.L
STYC.L Risk / Return Rank: 7777
Overall Rank
STYC.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
STYC.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
STYC.L Omega Ratio Rank: 7474
Omega Ratio Rank
STYC.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
STYC.L Martin Ratio Rank: 8585
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.

VNRT.AS vs. STYC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF (VNRT.AS) 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.


VNRT.ASSTYC.LDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.43

1.15

+0.28

Calmar ratioReturn relative to maximum drawdown

3.55

1.43

+2.12

Martin ratioReturn relative to average drawdown

12.73

4.59

+8.14

VNRT.AS vs. STYC.L - Sharpe Ratio Comparison

The current VNRT.AS Sharpe Ratio is 2.23, which is higher than the STYC.L Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of VNRT.AS and STYC.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


VNRT.ASSTYC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.83

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.78

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.61

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.51

-0.03

Drawdowns

VNRT.AS vs. STYC.L - Drawdown Comparison

The maximum VNRT.AS drawdown since its inception was -34.35%, which is greater than STYC.L's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for VNRT.AS and STYC.L.


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Drawdown Indicators


VNRT.ASSTYC.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.35%

-21.07%

-13.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-3.73%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-23.09%

-12.21%

-10.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

-12.21%

-10.88%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-21.07%

-13.28%

Current Drawdown

Current decline from peak

-0.22%

-3.45%

+3.23%

Average Drawdown

Average peak-to-trough decline

-5.94%

-4.41%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.16%

+0.82%

Volatility

VNRT.AS vs. STYC.L - Volatility Comparison

Vanguard FTSE North America UCITS ETF (VNRT.AS) has a higher volatility of 2.68% compared to PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Acc (STYC.L) at 1.65%. This indicates that VNRT.AS's price experiences larger fluctuations and is considered to be riskier than STYC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNRT.ASSTYC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

1.65%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.63%

4.63%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

6.45%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

7.93%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

8.69%

+8.58%

VNRT.AS vs. STYC.L - Expense Ratio Comparison

VNRT.AS has a 0.10% expense ratio, which is lower than STYC.L's 0.55% expense ratio.


Dividends

VNRT.AS vs. STYC.L - Dividend Comparison

VNRT.AS's dividend yield for the trailing twelve months is around 0.87%, while STYC.L has not paid dividends to shareholders.


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%
VNRT.AS
Vanguard FTSE North America UCITS ETF
0.87%0.98%0.99%1.25%1.45%1.00%1.42%1.44%1.77%1.64%1.58%1.70%

Frequently Asked Questions


VNRT.AS and STYC.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VNRT.AS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VNRT.AS is cheaper with a 0.10% expense ratio, compared with 0.55% for STYC.L.

VNRT.AS is categorized as Large Cap Blend Equities, while STYC.L is High Yield Bonds. VNRT.AS tracks Russell 1000 TR 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 VNRT.AS and 0.55% for STYC.L.

Portfolio Optimizer

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