SDHA.L vs. NVDA

Last updated Jun 5, 2026

SDHA.L (iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc)) is High Yield Bonds fund tracking the Bloomberg US Corporate High Yield TR USD, while NVDA (NVIDIA Corporation) is a stock. Over the past 5 years, SDHA.L returned 4.65%/yr vs 65.68%/yr for NVDA. At a 0.27 correlation, their price movements are largely independent.

Performance

SDHA.L vs. NVDA - 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 NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDHA.L achieves a 1.56% return, which is significantly lower than NVDA's 17.39% 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*: —

NVDA

• 1D: 1.94%
• 1M: 11.41%
• YTD: 17.39%
• 6M: 19.38%
• 1Y: 54.29%
• 3Y*: 77.51%
• 5Y*: 65.68%
• 10Y*: 69.25%

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

SDHA.L vs. NVDA - 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)	1.56%	8.87%	6.63%	8.90%	-3.48%	3.62%	3.98%	9.51%	-0.74%
NVDA NVIDIA Corporation	17.39%	38.92%	171.25%	239.02%	-50.26%	125.48%	122.30%	76.94%	-43.55%

Correlation

The correlation between SDHA.L and NVDA is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jul 4, 2018	0.27

Over the past year, the correlation between SDHA.L and NVDA has dropped to 0.05 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Return for Risk

SDHA.L vs. NVDA — 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: 74
SDHA.L Sharpe Ratio Rank: 65
SDHA.L Sortino Ratio Rank: 75
SDHA.L Omega Ratio Rank: 70
SDHA.L Calmar Ratio Rank: 77
SDHA.L Martin Ratio Rank: 84

NVDA

NVDA Risk / Return Rank: 80
NVDA Sharpe Ratio Rank: 83
NVDA Sortino Ratio Rank: 79
NVDA Omega Ratio Rank: 75
NVDA Calmar Ratio Rank: 81
NVDA Martin Ratio Rank: 80

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. NVDA - 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 NVIDIA Corporation (NVDA). 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	NVDA	Difference
Sharpe ratio: Return per unit of total volatility	2.13	1.60	+0.53
Sortino ratio: Return per unit of downside risk	3.33	2.21	+1.12
Omega ratio: Gain probability vs. loss probability	1.41	1.27	+0.14
Calmar ratio: Return relative to maximum drawdown	3.82	2.70	+1.12
Martin ratio: Return relative to average drawdown	17.08	6.62	+10.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDHA.L vs. NVDA - Sharpe Ratio Comparison

The current SDHA.L Sharpe Ratio is 2.13, which is higher than the NVDA Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SDHA.L and NVDA, 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

	SDHA.L	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	1.60	+0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	1.28	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.40	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.63	+0.12

Drawdowns

SDHA.L vs. NVDA - Drawdown Comparison

The maximum SDHA.L drawdown since its inception was -17.77%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for SDHA.L and NVDA.

Drawdown Indicators

	SDHA.L	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-17.77%	-89.72%	+71.95%
Max Drawdown (1Y) Largest decline over 1 year	-1.85%	-20.21%	+18.36%
Max Drawdown (3Y) Largest decline over 3 years	-4.57%	-36.88%	+32.31%
Max Drawdown (5Y) Largest decline over 5 years	-8.30%	-66.34%	+58.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-66.34%	—
Current Drawdown Current decline from peak	-0.07%	-7.14%	+7.07%
Average Drawdown Average peak-to-trough decline	-1.25%	-36.20%	+34.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.41%	8.23%	-7.82%

Volatility

SDHA.L vs. NVDA - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) is 1.32%, while NVIDIA Corporation (NVDA) has a volatility of 12.53%. This indicates that SDHA.L experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDHA.L	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.32%	12.53%	-11.21%
Volatility (6M) Calculated over the trailing 6-month period	2.69%	25.59%	-22.90%
Volatility (1Y) Calculated over the trailing 1-year period	3.33%	34.16%	-30.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.49%	51.67%	-46.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.39%	49.80%	-43.41%

Dividends

SDHA.L vs. NVDA - Dividend Comparison

SDHA.L has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVDA NVIDIA Corporation	0.13%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
SDHA.L iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (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

Can I hold both SDHA.L and NVDA in my portfolio?

SDHA.L and NVDA have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.