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IGSD.L vs. UCRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSD.L vs. UCRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and Amundi Index US Corporate SRI UCITS ETF DR (C) (UCRP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGSD.L is traded in GBP, while UCRP.L is traded in GBp. To make them comparable, the UCRP.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 1.02% return, which is significantly higher than UCRP.L's 0.31% return.


IGSD.L

1D
0.21%
1M
1.09%
YTD
1.02%
6M
0.77%
1Y
5.80%
3Y*
3.32%
5Y*
4.01%
10Y*
3.88%

UCRP.L

1D
0.25%
1M
1.37%
YTD
0.31%
6M
0.04%
1Y
6.13%
3Y*
2.39%
5Y*
1.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSD.L vs. UCRP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
1.02%-0.44%7.51%0.40%7.27%0.80%-0.80%
UCRP.L
Amundi Index US Corporate SRI UCITS ETF DR (C)
0.31%0.44%3.64%2.29%-5.01%-0.67%2.00%

Correlation

The correlation between IGSD.L and UCRP.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.78

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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2020

0.73

The correlation between IGSD.L and UCRP.L has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.

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Return for Risk

IGSD.L vs. UCRP.L — Risk / Return Rank

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

IGSD.L
IGSD.L Risk / Return Rank: 2727
Overall Rank
IGSD.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGSD.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGSD.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGSD.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGSD.L Martin Ratio Rank: 2727
Martin Ratio Rank

UCRP.L
UCRP.L Risk / Return Rank: 2727
Overall Rank
UCRP.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UCRP.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
UCRP.L Omega Ratio Rank: 2727
Omega Ratio Rank
UCRP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
UCRP.L Martin Ratio Rank: 2525
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.

IGSD.L vs. UCRP.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 Amundi Index US Corporate SRI UCITS ETF DR (C) (UCRP.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.LUCRP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.35

1.31

+0.04

Martin ratioReturn relative to average drawdown

3.70

3.14

+0.56

IGSD.L vs. UCRP.L - Sharpe Ratio Comparison

The current IGSD.L Sharpe Ratio is 0.95, which is comparable to the UCRP.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IGSD.L and UCRP.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


IGSD.LUCRP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.01

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.18

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.05

+0.45

Drawdowns

IGSD.L vs. UCRP.L - Drawdown Comparison

The maximum IGSD.L drawdown since its inception was -14.83%, smaller than the maximum UCRP.L drawdown of -16.01%. Use the drawdown chart below to compare losses from any high point for IGSD.L and UCRP.L.


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Drawdown Indicators


IGSD.LUCRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.83%

-16.01%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-4.65%

+0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

-8.22%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

-12.74%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-14.83%

Current Drawdown

Current decline from peak

-2.28%

-5.44%

+3.16%

Average Drawdown

Average peak-to-trough decline

-5.17%

-8.72%

+3.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.95%

-0.43%

Volatility

IGSD.L vs. UCRP.L - Volatility Comparison

iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and Amundi Index US Corporate SRI UCITS ETF DR (C) (UCRP.L) have volatilities of 1.60% and 1.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSD.LUCRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.54%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

4.50%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

6.03%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.82%

8.76%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

9.78%

-0.65%

IGSD.L vs. UCRP.L - Expense Ratio Comparison

IGSD.L has a 0.20% expense ratio, which is higher than UCRP.L's 0.14% 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

IGSD.L vs. UCRP.L - Dividend Comparison

IGSD.L's dividend yield for the trailing twelve months is around 5.06%, while UCRP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
5.06%5.08%4.67%3.69%2.12%1.71%2.51%3.32%2.94%2.50%2.16%2.11%
UCRP.L
Amundi Index US Corporate SRI UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGSD.L and UCRP.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UCRP.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UCRP.L is cheaper with a 0.14% expense ratio, compared with 0.20% for IGSD.L.

IGSD.L tracks Bloomberg US Corp 1-3 Yr TR USD, while UCRP.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: BlackRock and Amundi. Their fees differ too: 0.20% for IGSD.L and 0.14% for UCRP.L.

Portfolio Optimizer

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