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

Performance

SDHA.L vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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SDHA.L vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-6.71%

Returns By Period

In the year-to-date period, SDHA.L achieves a -0.13% return, which is significantly higher than VOO's -3.66% 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*

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDHA.L vs. VOO - Expense Ratio Comparison

SDHA.L has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

SDHA.L vs. VOO — 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: 7979
Overall Rank
SDHA.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SDHA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
SDHA.L Omega Ratio Rank: 8383
Omega Ratio Rank
SDHA.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
SDHA.L Martin Ratio Rank: 9090
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.LVOODifference

Sharpe ratio

Return per unit of total volatility

1.44

1.01

+0.43

Sortino ratio

Return per unit of downside risk

1.93

1.53

+0.40

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

2.05

1.55

+0.49

Martin ratio

Return relative to average drawdown

12.86

7.31

+5.55

SDHA.L vs. VOO - Sharpe Ratio Comparison

The current SDHA.L Sharpe Ratio is 1.44, which is higher than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of SDHA.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SDHA.LVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.01

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.71

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.83

-0.10

Correlation

The correlation between SDHA.L and VOO is 0.44, 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. VOO - Dividend Comparison

SDHA.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SDHA.L vs. VOO - Drawdown Comparison

The maximum SDHA.L drawdown since its inception was -17.77%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SDHA.L and VOO.


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Drawdown Indicators


SDHA.LVOODifference

Max Drawdown

Largest peak-to-trough decline

-17.77%

-33.99%

+16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-4.19%

-11.98%

+7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-8.30%

-24.52%

+16.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-0.83%

-5.55%

+4.72%

Average Drawdown

Average peak-to-trough decline

-1.27%

-3.72%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

2.55%

-2.02%

Volatility

SDHA.L vs. VOO - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) (SDHA.L) is 1.55%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that SDHA.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDHA.LVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

5.34%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

9.47%

-7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

18.11%

-13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.45%

16.82%

-11.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.43%

17.99%

-11.56%