CRPA.L vs. SDIA.L
Compare and contrast key facts about iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L).
CRPA.L and SDIA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CRPA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Agg Corp TR USD. It was launched on May 10, 2018. SDIA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Apr 13, 2017. Both CRPA.L and SDIA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRPA.L or SDIA.L.
Key characteristics
| CRPA.L | SDIA.L | |
|---|---|---|
| YTD Return | 2.48% | 4.55% |
| 1Y Return | 13.27% | 8.17% |
| 3Y Return (Ann) | -2.34% | 1.81% |
| 5Y Return (Ann) | 0.08% | 1.93% |
| Sharpe Ratio | 1.99 | 3.38 |
| Sortino Ratio | 3.07 | 5.84 |
| Omega Ratio | 1.39 | 1.78 |
| Calmar Ratio | 0.67 | 2.73 |
| Martin Ratio | 8.46 | 28.62 |
| Ulcer Index | 1.50% | 0.28% |
| Daily Std Dev | 6.37% | 2.36% |
| Max Drawdown | -25.34% | -12.55% |
| Current Drawdown | -9.64% | -0.50% |
Correlation
The correlation between CRPA.L and SDIA.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CRPA.L vs. SDIA.L - Performance Comparison
In the year-to-date period, CRPA.L achieves a 2.48% return, which is significantly lower than SDIA.L's 4.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CRPA.L vs. SDIA.L - Expense Ratio Comparison
Both CRPA.L and SDIA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
CRPA.L vs. SDIA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.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.
Dividends
CRPA.L vs. SDIA.L - Dividend Comparison
Neither CRPA.L nor SDIA.L has paid dividends to shareholders.
Drawdowns
CRPA.L vs. SDIA.L - Drawdown Comparison
The maximum CRPA.L drawdown since its inception was -25.34%, which is greater than SDIA.L's maximum drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for CRPA.L and SDIA.L. For additional features, visit the drawdowns tool.
Volatility
CRPA.L vs. SDIA.L - Volatility Comparison
iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) has a higher volatility of 1.48% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) at 0.60%. This indicates that CRPA.L's price experiences larger fluctuations and is considered to be riskier than SDIA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.