MTUAY vs. SDIA.L

Last updated Jun 4, 2026

MTUAY (MTU Aero Engines AG) is a stock, while SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) is Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD. Over the past 5 years, MTUAY returned 7.30%/yr vs 2.38%/yr for SDIA.L. At a 0.08 correlation, their price movements are largely independent.

Performance

MTUAY vs. SDIA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MTU Aero Engines AG (MTUAY) and iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MTUAY achieves a -17.22% return, which is significantly lower than SDIA.L's 0.68% return.

MTUAY

• 1D: -2.13%
• 1M: 4.70%
• YTD: -17.22%
• 6M: -14.76%
• 1Y: -15.65%
• 3Y*: 14.18%
• 5Y*: 7.30%
• 10Y*: 15.13%

SDIA.L

• 1D: -0.09%
• 1M: 0.05%
• YTD: 0.68%
• 6M: 1.10%
• 1Y: 4.33%
• 3Y*: 5.19%
• 5Y*: 2.38%
• 10Y*: —

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

MTUAY vs. SDIA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MTUAY MTU Aero Engines AG	-17.22%	26.67%	54.85%	1.39%	7.65%	-21.51%	-8.19%	63.25%	1.46%	24.03%
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc)	0.68%	6.17%	4.99%	5.64%	-4.49%	-0.70%	4.50%	6.12%	0.82%	0.92%

Correlation

The correlation between MTUAY and SDIA.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (All Time) Calculated using the full available price history since May 9, 2017	0.08

Return for Risk

MTUAY vs. SDIA.L — Risk / Return Rank

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

MTUAY

MTUAY Risk / Return Rank: 20
MTUAY Sharpe Ratio Rank: 21
MTUAY Sortino Ratio Rank: 20
MTUAY Omega Ratio Rank: 21
MTUAY Calmar Ratio Rank: 25
MTUAY Martin Ratio Rank: 15

SDIA.L

SDIA.L Risk / Return Rank: 78
SDIA.L Sharpe Ratio Rank: 71
SDIA.L Sortino Ratio Rank: 79
SDIA.L Omega Ratio Rank: 77
SDIA.L Calmar Ratio Rank: 81
SDIA.L Martin Ratio Rank: 82

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.

MTUAY vs. SDIA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MTU Aero Engines AG (MTUAY) 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.

	MTUAY	SDIA.L	Difference
Sharpe ratio Return per unit of total volatility	-0.47	2.34	-2.81
Sortino ratio Return per unit of downside risk	-0.50	3.57	-4.07
Omega ratio Gain probability vs. loss probability	0.94	1.46	-0.52
Calmar ratio Return relative to maximum drawdown	-0.48	4.22	-4.71
Martin ratio Return relative to average drawdown	-1.18	16.54	-17.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTUAY vs. SDIA.L - Sharpe Ratio Comparison

The current MTUAY Sharpe Ratio is -0.47, which is lower than the SDIA.L Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of MTUAY and SDIA.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.

Sharpe Ratios by Period

	MTUAY	SDIA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.47	2.34	-2.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.91	-0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.78	-0.24

Drawdowns

MTUAY vs. SDIA.L - Drawdown Comparison

The maximum MTUAY drawdown since its inception was -64.31%, which is greater than SDIA.L's maximum drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for MTUAY and SDIA.L.

Drawdown Indicators

	MTUAY	SDIA.L	Difference
Max Drawdown Largest peak-to-trough decline	-64.31%	-12.55%	-51.76%
Max Drawdown (1Y) Largest decline over 1 year	-32.62%	-1.02%	-31.60%
Max Drawdown (3Y) Largest decline over 3 years	-34.69%	-1.32%	-33.37%
Max Drawdown (5Y) Largest decline over 5 years	-43.53%	-7.61%	-35.92%
Max Drawdown (10Y) Largest decline over 10 years	-64.31%	—	—
Current Drawdown Current decline from peak	-27.45%	-0.14%	-27.31%
Average Drawdown Average peak-to-trough decline	-12.27%	-1.17%	-11.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.24%	0.26%	+12.98%

Volatility

MTUAY vs. SDIA.L - Volatility Comparison

MTU Aero Engines AG (MTUAY) has a higher volatility of 14.99% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) at 0.86%. This indicates that MTUAY's price experiences larger fluctuations and is considered to be riskier than SDIA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MTUAY	SDIA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.99%	0.86%	+14.13%
Volatility (6M) Calculated over the trailing 6-month period	28.07%	1.51%	+26.56%
Volatility (1Y) Calculated over the trailing 1-year period	33.47%	1.84%	+31.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.23%	2.62%	+29.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.65%	3.44%	+32.21%

Dividends

MTUAY vs. SDIA.L - Dividend Comparison

MTUAY's dividend yield for the trailing twelve months is around 1.24%, while SDIA.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
MTUAY MTU Aero Engines AG	1.24%	0.60%	0.66%	1.63%	1.07%	0.73%	1.02%	0.79%	1.11%	1.85%	2.87%
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%

Frequently Asked Questions

Can I hold both MTUAY and SDIA.L in my portfolio?

MTUAY and SDIA.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.