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

Performance

SDHA.L vs. GEV - 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 GE Vernova Inc. (GEV). 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 1.56% return, which is significantly lower than GEV's 47.59% return.


SDHA.L

1D
0.14%
1M
0.21%
YTD
1.56%
6M
2.20%
1Y
7.09%
3Y*
7.71%
5Y*
4.65%
10Y*

GEV

1D
0.41%
1M
-12.04%
YTD
47.59%
6M
53.33%
1Y
97.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDHA.L vs. GEV - Yearly Performance Comparison


2026 (YTD)20252024
SDHA.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc)
1.56%8.87%5.11%
GEV
GE Vernova Inc.
47.59%99.02%150.80%

Correlation

The correlation between SDHA.L and GEV 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 (All Time)
Calculated using the full available price history since Mar 28, 2024

0.20

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Return for Risk

SDHA.L vs. GEV — 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: 7474
Overall Rank
SDHA.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SDHA.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDHA.L Omega Ratio Rank: 7070
Omega Ratio Rank
SDHA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
SDHA.L Martin Ratio Rank: 8484
Martin Ratio Rank

GEV
GEV Risk / Return Rank: 8888
Overall Rank
GEV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GEV Sortino Ratio Rank: 8686
Sortino Ratio Rank
GEV Omega Ratio Rank: 8484
Omega Ratio Rank
GEV Calmar Ratio Rank: 9393
Calmar Ratio Rank
GEV Martin Ratio Rank: 9191
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. GEV - 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 GE Vernova Inc. (GEV). 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.


SDHA.LGEVDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.41

1.34

+0.07

Calmar ratioReturn relative to maximum drawdown

3.82

5.62

-1.80

Martin ratioReturn relative to average drawdown

17.08

12.75

+4.33

SDHA.L vs. GEV - Sharpe Ratio Comparison

The current SDHA.L Sharpe Ratio is 2.13, which is comparable to the GEV Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SDHA.L and GEV, 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


SDHA.LGEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.03

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

2.85

-2.10

Drawdowns

SDHA.L vs. GEV - Drawdown Comparison

The maximum SDHA.L drawdown since its inception was -17.77%, smaller than the maximum GEV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for SDHA.L and GEV.


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Drawdown Indicators


SDHA.LGEVDifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-38.29%

+20.52%

Max Drawdown (1Y)

Largest decline over 1 year

-1.85%

-17.51%

+15.66%

Max Drawdown (3Y)

Largest decline over 3 years

-4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-8.30%

Current Drawdown

Current decline from peak

-0.07%

-16.20%

+16.13%

Average Drawdown

Average peak-to-trough decline

-1.25%

-6.86%

+5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

7.70%

-7.29%

Volatility

SDHA.L vs. GEV - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) is 1.32%, while GE Vernova Inc. (GEV) has a volatility of 12.34%. This indicates that SDHA.L experiences smaller price fluctuations and is considered to be less risky than GEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDHA.LGEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

12.34%

-11.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

36.44%

-33.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

48.55%

-45.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.49%

52.80%

-47.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

52.80%

-46.41%

Dividends

SDHA.L vs. GEV - Dividend Comparison

SDHA.L has not paid dividends to shareholders, while GEV's dividend yield for the trailing twelve months is around 0.16%.


PositionTTM20252024
GEV
GE Vernova Inc.
0.16%0.11%0.08%
SDHA.L
iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%

Frequently Asked Questions


SDHA.L and GEV 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.

Portfolio Optimizer

Find the right allocation for SDHA.L and GEV

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