FVUG.L vs. SDIG.L
FVUG.L (Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)) and SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) are both Global Bonds funds - FVUG.L tracks the Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) while SDIG.L tracks the iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Both are passively managed. Over the past 5 years, FVUG.L returned -2.41%/yr vs 2.82%/yr for SDIG.L. At a 0.37 correlation, their price movements are largely independent. FVUG.L charges 0.25%/yr vs 0.20%/yr for SDIG.L.
Performance
FVUG.L vs. SDIG.L - Performance Comparison
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Different Trading Currencies
FVUG.L is traded in GBP, while SDIG.L is traded in USD. To make them comparable, the SDIG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, FVUG.L achieves a -2.28% return, which is significantly lower than SDIG.L's 0.64% return.
FVUG.L
- 1D
- -0.71%
- 1M
- -2.23%
- 6M
- -2.05%
- YTD
- -2.28%
- 1Y
- -0.85%
- 3Y*
- 2.92%
- 5Y*
- -2.41%
- 10Y*
- —
SDIG.L
- 1D
- 0.00%
- 1M
- -0.73%
- 6M
- 0.38%
- YTD
- 0.64%
- 1Y
- 2.94%
- 3Y*
- 4.05%
- 5Y*
- 2.82%
- 10Y*
- 2.30%
FVUG.L vs. SDIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FVUG.L Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) | -2.28% | 5.85% | -1.90% | 5.64% | -14.50% | -9.35% | 11.32% | -12.00% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 0.64% | -1.44% | 6.77% | 0.54% | 6.49% | 0.47% | 1.44% | 0.70% |
Correlation
The correlation between FVUG.L and SDIG.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2019 | 0.37 |
The correlation between FVUG.L and SDIG.L shifts across timeframes, from 0.19 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FVUG.L vs. SDIG.L — Risk / Return Rank
FVUG.L
SDIG.L
FVUG.L vs. SDIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FVUG.L) and iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.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.
| FVUG.L | SDIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.09 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 0.62 | -0.81 |
| Martin ratioReturn relative to average drawdown | -0.45 | 1.71 | -2.17 |
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Drawdowns
FVUG.L vs. SDIG.L - Drawdown Comparison
The maximum FVUG.L drawdown since its inception was -27.48%, which is greater than SDIG.L's maximum drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for FVUG.L and SDIG.L.
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Drawdown Indicators
| FVUG.L | SDIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.48% | -15.38% | -12.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.35% | -5.04% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -8.73% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -22.03% | -15.38% | -6.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.38% | — |
Current DrawdownCurrent decline from peak | -18.75% | -4.49% | -14.26% |
Average DrawdownAverage peak-to-trough decline | -15.96% | -5.71% | -10.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.82% | +0.06% |
Volatility
FVUG.L vs. SDIG.L - Volatility Comparison
The current volatility for Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FVUG.L) is 1.38%, while iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) has a volatility of 1.52%. This indicates that FVUG.L experiences smaller price fluctuations and is considered to be less risky than SDIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FVUG.L | SDIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 1.52% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 5.01% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.96% | 6.45% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.81% | 8.07% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 8.90% | +0.14% |
FVUG.L vs. SDIG.L - Expense Ratio Comparison
FVUG.L has a 0.25% expense ratio, which is higher than SDIG.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FVUG.L vs. SDIG.L - Dividend Comparison
FVUG.L has not paid dividends to shareholders, while SDIG.L's dividend yield for the trailing twelve months is around 4.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FVUG.L Franklin Sustainable Euro Green Bond UCITS ETF EUR (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% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 4.40% | 4.32% | 4.03% | 3.11% | 1.85% | 1.49% | 2.12% | 2.63% | 2.29% | 1.84% | 1.75% | 1.43% |
Frequently Asked Questions
FVUG.L and SDIG.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDIG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDIG.L is cheaper with a 0.20% expense ratio, compared with 0.25% for FVUG.L.
FVUG.L tracks Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc), while SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). They also come from different issuers: Franklin and iShares. Their fees differ too: 0.25% for FVUG.L and 0.20% for SDIG.L.
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