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IRCP.L vs. SDIG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRCP.L vs. SDIG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) and iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IRCP.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, IRCP.L achieves a 1.46% return, which is significantly lower than SDIG.L's 3.48% return. Over the past 10 years, IRCP.L has underperformed SDIG.L with an annualized return of 1.58%, while SDIG.L has yielded a comparatively higher 2.15% annualized return.


IRCP.L

1D
0.04%
1M
0.05%
6M
1.47%
YTD
1.46%
1Y
3.00%
3Y*
5.19%
5Y*
2.73%
10Y*
1.58%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRCP.L vs. SDIG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.46%4.21%6.47%5.14%-2.74%-0.24%0.84%4.00%-3.63%1.46%
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 IRCP.L and SDIG.L is -0.13, 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

-0.13

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

-0.08

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

-0.14

Correlation (10Y)
Calculated over the trailing 10-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2013

-0.04

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Return for Risk

IRCP.L vs. SDIG.L — Risk / Return Rank

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

IRCP.L
IRCP.L Risk / Return Rank: 5656
Overall Rank
IRCP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8181
Martin Ratio Rank

SDIG.L
SDIG.L Risk / Return Rank: 8383
Overall Rank
SDIG.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SDIG.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
SDIG.L Omega Ratio Rank: 8383
Omega Ratio Rank
SDIG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SDIG.L Martin Ratio Rank: 8686
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.

IRCP.L vs. SDIG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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.


IRCP.LSDIG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratioReturn relative to maximum drawdown

3.04

1.47

+1.57

Martin ratioReturn relative to average drawdown

12.47

4.19

+8.28

IRCP.L vs. SDIG.L - Sharpe Ratio Comparison

The current IRCP.L Sharpe Ratio is 1.17, which is comparable to the SDIG.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IRCP.L and SDIG.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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Drawdowns

IRCP.L vs. SDIG.L - Drawdown Comparison

The maximum IRCP.L drawdown since its inception was -14.44%, smaller than the maximum SDIG.L drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for IRCP.L and SDIG.L.


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Drawdown Indicators


IRCP.LSDIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-15.68%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-3.72%

+2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

-10.31%

+8.35%

Max Drawdown (5Y)

Largest decline over 5 years

-7.09%

-11.30%

+4.21%

Max Drawdown (10Y)

Largest decline over 10 years

-14.44%

-15.68%

+1.24%

Current Drawdown

Current decline from peak

-0.16%

-4.14%

+3.98%

Average Drawdown

Average peak-to-trough decline

-1.31%

-4.72%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

1.31%

-1.06%

Volatility

IRCP.L vs. SDIG.L - Volatility Comparison

The current volatility for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) is 0.63%, while iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) has a volatility of 1.08%. This indicates that IRCP.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


IRCP.LSDIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

1.08%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

4.38%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

5.96%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.97%

7.22%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

7.56%

-3.77%

IRCP.L vs. SDIG.L - Expense Ratio Comparison

IRCP.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

IRCP.L vs. SDIG.L - Dividend Comparison

IRCP.L's dividend yield for the trailing twelve months is around 2.58%, less than SDIG.L's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%
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


IRCP.L and SDIG.L have a correlation of -0.13, 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 IRCP.L.

IRCP.L tracks iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist), while SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Their fees differ too: 0.25% for IRCP.L and 0.20% for SDIG.L.

Portfolio Optimizer

Find the right allocation for IRCP.L and SDIG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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