LDCU.L vs. SDIA.L
LDCU.L (PIMCO US Low Duration Corporate Bond UCITS ETF Dist) and SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) are both Corporate Bonds funds tracking the Bloomberg US Corp 1-3 Yr TR USD, from PIMCO and iShares respectively. Both are passively managed. Over the past 5 years, LDCU.L returned 2.29%/yr vs 2.40%/yr for SDIA.L. A 0.51 correlation means they provide meaningful diversification when combined. LDCU.L charges 0.49%/yr vs 0.20%/yr for SDIA.L.
Performance
LDCU.L vs. SDIA.L - Performance Comparison
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Returns By Period
In the year-to-date period, LDCU.L achieves a 0.48% return, which is significantly lower than SDIA.L's 0.79% return.
LDCU.L
- 1D
- 0.15%
- 1M
- 0.20%
- YTD
- 0.48%
- 6M
- 0.48%
- 1Y
- 4.20%
- 3Y*
- 5.39%
- 5Y*
- 2.29%
- 10Y*
- 2.92%
SDIA.L
- 1D
- 0.11%
- 1M
- 0.39%
- YTD
- 0.79%
- 6M
- 1.24%
- 1Y
- 4.27%
- 3Y*
- 5.27%
- 5Y*
- 2.40%
- 10Y*
- —
LDCU.L vs. SDIA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist | 0.48% | 6.54% | 5.24% | 6.22% | -5.40% | -0.39% | 4.57% | 7.01% | 1.01% | 1.31% |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 0.79% | 6.17% | 4.99% | 5.64% | -4.49% | -0.70% | 4.50% | 6.12% | 0.82% | 0.92% |
Correlation
The correlation between LDCU.L and SDIA.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 9, 2017 | 0.51 |
The correlation between LDCU.L and SDIA.L shifts across timeframes, from 0.35 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LDCU.L vs. SDIA.L — Risk / Return Rank
LDCU.L
SDIA.L
LDCU.L vs. SDIA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.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.
| LDCU.L | SDIA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.45 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 4.17 | -2.18 |
| Martin ratioReturn relative to average drawdown | 7.16 | 16.33 | -9.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDCU.L | SDIA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.32 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.92 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.79 | +0.30 |
Drawdowns
LDCU.L vs. SDIA.L - Drawdown Comparison
The maximum LDCU.L drawdown since its inception was -9.42%, smaller than the maximum SDIA.L drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for LDCU.L and SDIA.L.
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Drawdown Indicators
| LDCU.L | SDIA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.42% | -12.55% | +3.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.10% | -1.02% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -2.10% | -1.32% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -9.42% | -7.61% | -1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -9.42% | — | — |
Current DrawdownCurrent decline from peak | -0.62% | -0.03% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -1.27% | -1.17% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.26% | +0.33% |
Volatility
LDCU.L vs. SDIA.L - Volatility Comparison
The current volatility for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) is 0.78%, while iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) has a volatility of 0.83%. This indicates that LDCU.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.
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Volatility by Period
| LDCU.L | SDIA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.78% | 0.83% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 1.51% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.98% | 1.84% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.10% | 2.62% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.69% | 3.44% | -0.75% |
LDCU.L vs. SDIA.L - Expense Ratio Comparison
LDCU.L has a 0.49% expense ratio, which is higher than SDIA.L's 0.20% expense ratio.
Dividends
LDCU.L vs. SDIA.L - Dividend Comparison
LDCU.L's dividend yield for the trailing twelve months is around 4.48%, while SDIA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDCU.L PIMCO US Low Duration Corporate Bond UCITS ETF Dist | 4.48% | 4.42% | 4.40% | 3.45% | 1.93% | 1.77% | 2.17% | 2.96% | 2.75% | 2.26% | 2.37% | 2.13% |
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% |
Frequently Asked Questions
LDCU.L and SDIA.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDIA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDIA.L is cheaper with a 0.20% expense ratio, compared with 0.49% for LDCU.L.
Both ETFs track Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.49% for LDCU.L and 0.20% for SDIA.L.
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