SDHA.L vs. ISAC.L
Compare and contrast key facts about iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L).
SDHA.L and ISAC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDHA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corporate High Yield TR USD. It was launched on Jun 29, 2018. ISAC.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Index. It was launched on Oct 21, 2001. Both SDHA.L and ISAC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SDHA.L vs. ISAC.L - Performance Comparison
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SDHA.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDHA.L iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) | -0.13% | 8.87% | 6.63% | 8.90% | -3.48% | 3.62% | 3.98% | 9.51% | -0.74% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | -1.59% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -8.73% |
Returns By Period
In the year-to-date period, SDHA.L achieves a -0.13% return, which is significantly higher than ISAC.L's -1.59% return.
SDHA.L
- 1D
- 0.31%
- 1M
- -0.42%
- YTD
- -0.13%
- 6M
- 1.32%
- 1Y
- 6.88%
- 3Y*
- 7.19%
- 5Y*
- 4.51%
- 10Y*
- —
ISAC.L
- 1D
- 2.98%
- 1M
- -3.99%
- YTD
- -1.59%
- 6M
- 1.99%
- 1Y
- 22.01%
- 3Y*
- 17.57%
- 5Y*
- 9.82%
- 10Y*
- 11.61%
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SDHA.L vs. ISAC.L - Expense Ratio Comparison
SDHA.L has a 0.45% expense ratio, which is higher than ISAC.L's 0.20% expense ratio.
Return for Risk
SDHA.L vs. ISAC.L — Risk / Return Rank
SDHA.L
ISAC.L
SDHA.L vs. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.
| SDHA.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.44 | 1.41 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.97 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.29 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.44 | -0.39 |
Martin ratioReturn relative to average drawdown | 12.86 | 9.75 | +3.11 |
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
| SDHA.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 1.41 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.63 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.70 | +0.03 |
Correlation
The correlation between SDHA.L and ISAC.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SDHA.L vs. ISAC.L - Dividend Comparison
Neither SDHA.L nor ISAC.L has paid dividends to shareholders.
Drawdowns
SDHA.L vs. ISAC.L - Drawdown Comparison
The maximum SDHA.L drawdown since its inception was -17.77%, smaller than the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SDHA.L and ISAC.L.
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Drawdown Indicators
| SDHA.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.77% | -33.82% | +16.05% |
Max Drawdown (1Y)Largest decline over 1 year | -4.19% | -11.58% | +7.39% |
Max Drawdown (5Y)Largest decline over 5 years | -8.30% | -26.07% | +17.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.82% | — |
Current DrawdownCurrent decline from peak | -0.83% | -5.55% | +4.72% |
Average DrawdownAverage peak-to-trough decline | -1.27% | -4.74% | +3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 2.21% | -1.68% |
Volatility
SDHA.L vs. ISAC.L - Volatility Comparison
The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) is 1.55%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 5.71%. This indicates that SDHA.L experiences smaller price fluctuations and is considered to be less risky than ISAC.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.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 5.71% | -4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 9.25% | -6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.77% | 15.59% | -10.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.45% | 15.47% | -10.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.43% | 15.88% | -9.45% |