IE15.L vs. SDIG.L
IE15.L (iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist)) and SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) are both Global Bonds funds from iShares - IE15.L tracks the iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) while SDIG.L tracks the iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, IE15.L returned 0.76%/yr vs 2.15%/yr for SDIG.L. At a 0.11 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
IE15.L vs. SDIG.L - Performance Comparison
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Different Trading Currencies
IE15.L is traded in EUR, while SDIG.L is traded in USD. To make them comparable, the SDIG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IE15.L achieves a -1.14% return, which is significantly lower than SDIG.L's 3.48% return. Over the past 10 years, IE15.L has underperformed SDIG.L with an annualized return of 0.76%, while SDIG.L has yielded a comparatively higher 2.15% annualized return.
IE15.L
- 1D
- -0.18%
- 1M
- -0.30%
- 6M
- -1.34%
- YTD
- -1.14%
- 1Y
- -0.17%
- 3Y*
- 3.65%
- 5Y*
- 0.69%
- 10Y*
- 0.76%
SDIG.L
- 1D
- 0.00%
- 1M
- 1.18%
- 6M
- 2.53%
- YTD
- 3.48%
- 1Y
- 5.21%
- 3Y*
- 4.52%
- 5Y*
- 3.05%
- 10Y*
- 2.15%
IE15.L vs. SDIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IE15.L iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) | -1.14% | 3.42% | 4.34% | 5.77% | -7.79% | -0.34% | 1.06% | 2.63% | -0.65% | 0.86% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 3.48% | -6.47% | 11.86% | 2.66% | 1.07% | 6.97% | -4.10% | 8.58% | 5.56% | -10.42% |
Correlation
The correlation between IE15.L and SDIG.L is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2013 | 0.11 |
The correlation between IE15.L and SDIG.L shifts across timeframes, from -0.15 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IE15.L vs. SDIG.L — Risk / Return Rank
IE15.L
SDIG.L
IE15.L vs. SDIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.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.
| IE15.L | SDIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.17 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.47 | -1.56 |
| Martin ratioReturn relative to average drawdown | -0.25 | 4.19 | -4.43 |
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Drawdowns
IE15.L vs. SDIG.L - Drawdown Comparison
The maximum IE15.L drawdown since its inception was -10.14%, smaller than the maximum SDIG.L drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for IE15.L and SDIG.L.
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Drawdown Indicators
| IE15.L | SDIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.14% | -15.68% | +5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -3.72% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -2.86% | -10.31% | +7.45% |
Max Drawdown (5Y)Largest decline over 5 years | -10.14% | -11.30% | +1.16% |
Max Drawdown (10Y)Largest decline over 10 years | -10.14% | -15.68% | +5.54% |
Current DrawdownCurrent decline from peak | -1.39% | -4.14% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -1.46% | -4.72% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.31% | -0.15% |
Volatility
IE15.L vs. SDIG.L - Volatility Comparison
The current volatility for iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) (IE15.L) is 0.59%, while iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) has a volatility of 1.08%. This indicates that IE15.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
| IE15.L | SDIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 1.08% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 4.38% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.50% | 5.96% | -3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.75% | 7.22% | -4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.32% | 7.56% | -4.24% |
IE15.L vs. SDIG.L - Expense Ratio Comparison
Both IE15.L and SDIG.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%.
Dividends
IE15.L vs. SDIG.L - Dividend Comparison
IE15.L's dividend yield for the trailing twelve months is around 3.00%, less than SDIG.L's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IE15.L iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist) | 3.00% | 2.92% | 2.50% | 1.41% | 0.51% | 0.57% | 0.59% | 0.62% | 0.62% | 0.68% | 0.90% | 0.56% |
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
IE15.L and SDIG.L have a correlation of -0.15, 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 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IE15.L and SDIG.L have the same expense ratio: 0.20% per year.
IE15.L tracks iShares € Corp Bond 1-5yr UCITS ETF EUR (Dist), while SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist).
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