IGSD.L vs. SDIA.L
Compare and contrast key facts about iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L).
IGSD.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. IGSD.L is a passively managed fund by BlackRock that tracks the performance of the Bloomberg US Corp 1-3 Yr TR USD. It was launched on Oct 16, 2013. 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 IGSD.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.
Performance
IGSD.L vs. SDIA.L - Performance Comparison
Loading graphics...
IGSD.L vs. SDIA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist) | 1.50% | -0.44% | 7.51% | 0.40% | 7.27% | 0.80% | 1.22% | 3.52% | 7.44% | -2.93% |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 1.73% | -1.40% | 6.83% | 0.36% | 6.87% | 0.24% | 1.43% | 2.08% | 6.80% | -3.36% |
Different Trading Currencies
IGSD.L is traded in GBP, while SDIA.L is traded in USD. To make them comparable, the SDIA.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGSD.L achieves a 1.50% return, which is significantly lower than SDIA.L's 1.98% return.
IGSD.L
- 1D
- -0.68%
- 1M
- 0.23%
- YTD
- 1.50%
- 6M
- 2.96%
- 1Y
- 2.22%
- 3Y*
- 3.35%
- 5Y*
- 3.72%
- 10Y*
- 3.75%
SDIA.L
- 1D
- 0.00%
- 1M
- 0.87%
- YTD
- 1.98%
- 6M
- 3.23%
- 1Y
- 2.00%
- 3Y*
- 2.73%
- 5Y*
- 3.26%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IGSD.L vs. SDIA.L - Expense Ratio Comparison
Both IGSD.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%.
Return for Risk
IGSD.L vs. SDIA.L — Risk / Return Rank
IGSD.L
SDIA.L
IGSD.L vs. SDIA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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.
| IGSD.L | SDIA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.29 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.53 | 0.45 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.05 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | 0.50 | -0.01 |
Martin ratioReturn relative to average drawdown | 0.96 | 0.98 | -0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IGSD.L | SDIA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.29 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.40 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.29 | +0.23 |
Correlation
The correlation between IGSD.L and SDIA.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IGSD.L vs. SDIA.L - Dividend Comparison
IGSD.L's dividend yield for the trailing twelve months is around 5.03%, while SDIA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSD.L iShares USD Short Duration Corporate Bond UCITS ETF (Dist) | 5.03% | 5.08% | 4.67% | 3.69% | 2.12% | 1.71% | 2.51% | 3.32% | 2.94% | 2.50% | 2.16% | 2.11% |
SDIA.L iShares USD Short Duration Corporate Bond 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% |
Drawdowns
IGSD.L vs. SDIA.L - Drawdown Comparison
The maximum IGSD.L drawdown since its inception was -14.83%, roughly equal to the maximum SDIA.L drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for IGSD.L and SDIA.L.
Loading graphics...
Drawdown Indicators
| IGSD.L | SDIA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.83% | -12.55% | -2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -1.32% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -14.83% | -7.61% | -7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -14.83% | — | — |
Current DrawdownCurrent decline from peak | -1.81% | -0.68% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -1.19% | -4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 0.28% | +2.44% |
Volatility
IGSD.L vs. SDIA.L - Volatility Comparison
The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) is 1.94%, while iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) has a volatility of 2.55%. This indicates that IGSD.L experiences smaller price fluctuations and is considered to be less risky than SDIA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IGSD.L | SDIA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 2.55% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 4.80% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.47% | 7.00% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.84% | 8.13% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.17% | 8.45% | +0.72% |