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SDIA.L vs. CORP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDIA.L vs. CORP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) and PIMCO Investment Grade Corporate Bond Index ETF (CORP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDIA.L achieves a 0.79% return, which is significantly higher than CORP's 0.73% return.


SDIA.L

1D
0.11%
1M
0.39%
YTD
0.79%
6M
1.24%
1Y
4.27%
3Y*
5.27%
5Y*
2.40%
10Y*

CORP

1D
0.16%
1M
0.46%
YTD
0.73%
6M
0.63%
1Y
5.63%
3Y*
5.57%
5Y*
0.95%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIA.L vs. CORP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)
0.79%6.17%4.99%5.64%-4.49%-0.70%4.50%6.12%0.82%0.92%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
0.73%7.96%2.47%9.13%-14.96%-1.18%9.70%14.80%-3.29%4.42%

Correlation

The correlation between SDIA.L and CORP is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.56

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

0.56

Correlation (All Time)
Calculated using the full available price history since May 9, 2017

0.50

The correlation between SDIA.L and CORP has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.

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Return for Risk

SDIA.L vs. CORP — Risk / Return Rank

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

SDIA.L
SDIA.L Risk / Return Rank: 7979
Overall Rank
SDIA.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SDIA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SDIA.L Omega Ratio Rank: 7777
Omega Ratio Rank
SDIA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SDIA.L Martin Ratio Rank: 8282
Martin Ratio Rank

CORP
CORP Risk / Return Rank: 3939
Overall Rank
CORP Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CORP Sortino Ratio Rank: 4040
Sortino Ratio Rank
CORP Omega Ratio Rank: 3636
Omega Ratio Rank
CORP Calmar Ratio Rank: 4040
Calmar Ratio Rank
CORP Martin Ratio Rank: 4141
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.

SDIA.L vs. CORP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) and PIMCO Investment Grade Corporate Bond Index ETF (CORP). 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.


SDIA.LCORPDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.45

1.24

+0.22

Calmar ratioReturn relative to maximum drawdown

4.17

1.96

+2.20

Martin ratioReturn relative to average drawdown

16.33

6.36

+9.98

SDIA.L vs. CORP - Sharpe Ratio Comparison

The current SDIA.L Sharpe Ratio is 2.32, which is higher than the CORP Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SDIA.L and CORP, 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


SDIA.LCORPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.36

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.14

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.56

+0.23

Drawdowns

SDIA.L vs. CORP - Drawdown Comparison

The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum CORP drawdown of -21.21%. Use the drawdown chart below to compare losses from any high point for SDIA.L and CORP.


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Drawdown Indicators


SDIA.LCORPDifference

Max Drawdown

Largest peak-to-trough decline

-12.55%

-21.21%

+8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-1.02%

-2.88%

+1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-6.06%

+4.74%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-21.21%

+13.60%

Max Drawdown (10Y)

Largest decline over 10 years

-21.21%

Current Drawdown

Current decline from peak

-0.03%

-0.91%

+0.88%

Average Drawdown

Average peak-to-trough decline

-1.17%

-3.61%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

0.89%

-0.63%

Volatility

SDIA.L vs. CORP - Volatility Comparison

The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.83%, while PIMCO Investment Grade Corporate Bond Index ETF (CORP) has a volatility of 1.32%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than CORP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIA.LCORPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.32%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

3.00%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

4.19%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.62%

6.88%

-4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.44%

7.08%

-3.64%

SDIA.L vs. CORP - Expense Ratio Comparison

Both SDIA.L and CORP have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SDIA.L vs. CORP - Dividend Comparison

SDIA.L has not paid dividends to shareholders, while CORP's dividend yield for the trailing twelve months is around 4.84%.


PositionTTM20252024202320222021202020192018201720162015
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.84%4.77%4.74%4.12%3.28%2.51%2.90%3.25%3.18%3.08%2.91%3.14%
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (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


SDIA.L and CORP have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SDIA.L and CORP have the same expense ratio: 0.20% per year.

SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while CORP tracks ICE BofA US Corporate. They also come from different issuers: iShares and PIMCO.

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