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SDHA.L vs. EMVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDHA.L vs. EMVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDHA.L achieves a 1.82% return, which is significantly lower than EMVL.L's 38.92% return.


SDHA.L

1D
0.28%
1M
0.41%
YTD
1.82%
6M
2.25%
1Y
6.44%
3Y*
7.94%
5Y*
4.63%
10Y*

EMVL.L

1D
0.00%
1M
2.61%
YTD
38.92%
6M
41.22%
1Y
69.31%
3Y*
35.90%
5Y*
15.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDHA.L vs. EMVL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SDHA.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc)
1.82%9.01%6.50%8.96%-3.48%3.62%3.98%9.51%-1.67%
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
38.92%43.13%14.49%18.37%-16.29%5.29%7.72%17.64%-2.10%

Correlation

The correlation between SDHA.L and EMVL.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.37

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

0.45

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.48

The correlation between SDHA.L and EMVL.L shifts across timeframes, from 0.31 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SDHA.L vs. EMVL.L — Risk / Return Rank

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

SDHA.L
SDHA.L Risk / Return Rank: 7171
Overall Rank
SDHA.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SDHA.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
SDHA.L Omega Ratio Rank: 6767
Omega Ratio Rank
SDHA.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
SDHA.L Martin Ratio Rank: 8383
Martin Ratio Rank

EMVL.L
EMVL.L Risk / Return Rank: 9191
Overall Rank
EMVL.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9191
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 9090
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.

SDHA.L vs. EMVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.


SDHA.LEMVL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.35

1.53

-0.18

Calmar ratioReturn relative to maximum drawdown

3.30

5.92

-2.62

Martin ratioReturn relative to average drawdown

14.88

18.48

-3.60

SDHA.L vs. EMVL.L - Sharpe Ratio Comparison

The current SDHA.L Sharpe Ratio is 1.81, which is lower than the EMVL.L Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of SDHA.L and EMVL.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

SDHA.L vs. EMVL.L - Drawdown Comparison

The maximum SDHA.L drawdown since its inception was -17.77%, smaller than the maximum EMVL.L drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for SDHA.L and EMVL.L.


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Drawdown Indicators


SDHA.LEMVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-34.95%

+17.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-11.65%

+9.70%

Max Drawdown (3Y)

Largest decline over 3 years

-4.48%

-16.42%

+11.94%

Max Drawdown (5Y)

Largest decline over 5 years

-8.30%

-33.55%

+25.25%

Current Drawdown

Current decline from peak

-0.00%

-7.47%

+7.47%

Average Drawdown

Average peak-to-trough decline

-1.24%

-9.51%

+8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

3.74%

-3.31%

Volatility

SDHA.L vs. EMVL.L - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) is 0.90%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a volatility of 11.06%. This indicates that SDHA.L experiences smaller price fluctuations and is considered to be less risky than EMVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDHA.LEMVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

11.06%

-10.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

20.02%

-17.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

22.75%

-19.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.55%

20.44%

-14.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.40%

21.29%

-14.89%

SDHA.L vs. EMVL.L - Expense Ratio Comparison

SDHA.L has a 0.45% expense ratio, which is higher than EMVL.L's 0.40% expense ratio.


Dividends

SDHA.L vs. EMVL.L - Dividend Comparison

Neither SDHA.L nor EMVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SDHA.L and EMVL.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMVL.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMVL.L is cheaper with a 0.40% expense ratio, compared with 0.45% for SDHA.L.

SDHA.L is categorized as High Yield Bonds, while EMVL.L is Emerging Markets Equities. SDHA.L tracks Bloomberg US Corporate High Yield TR USD, while EMVL.L tracks MSCI EM NR USD. Their fees differ too: 0.45% for SDHA.L and 0.40% for EMVL.L.

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