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

Performance

SDIA.L vs. CRPA.L - 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 iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L). The values are adjusted to include any dividend payments, if applicable.

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SDIA.L vs. CRPA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)
0.08%6.17%4.99%5.64%-4.49%-0.70%4.50%6.12%1.60%
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)
-0.89%9.97%1.12%9.38%-16.34%-3.65%10.07%11.53%-0.89%

Returns By Period

In the year-to-date period, SDIA.L achieves a 0.08% return, which is significantly higher than CRPA.L's -0.89% return.


SDIA.L

1D
0.00%
1M
-0.50%
YTD
0.08%
6M
1.27%
1Y
4.37%
3Y*
5.14%
5Y*
2.34%
10Y*

CRPA.L

1D
0.76%
1M
-1.40%
YTD
-0.89%
6M
-0.16%
1Y
6.16%
3Y*
5.30%
5Y*
0.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDIA.L vs. CRPA.L - Expense Ratio Comparison

Both SDIA.L and CRPA.L 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%.


Return for Risk

SDIA.L vs. CRPA.L — 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: 9090
Overall Rank
SDIA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SDIA.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SDIA.L Omega Ratio Rank: 9393
Omega Ratio Rank
SDIA.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
SDIA.L Martin Ratio Rank: 9494
Martin Ratio Rank

CRPA.L
CRPA.L Risk / Return Rank: 6060
Overall Rank
CRPA.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CRPA.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
CRPA.L Omega Ratio Rank: 5454
Omega Ratio Rank
CRPA.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
CRPA.L Martin Ratio Rank: 5959
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. CRPA.L - 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 iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.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.


SDIA.LCRPA.LDifference

Sharpe ratio

Return per unit of total volatility

1.83

1.16

+0.68

Sortino ratio

Return per unit of downside risk

2.50

1.63

+0.86

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

3.34

1.67

+1.67

Martin ratio

Return relative to average drawdown

15.64

6.19

+9.45

SDIA.L vs. CRPA.L - Sharpe Ratio Comparison

The current SDIA.L Sharpe Ratio is 1.83, which is higher than the CRPA.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SDIA.L and CRPA.L, 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


SDIA.LCRPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.16

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.04

+0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.32

+0.46

Correlation

The correlation between SDIA.L and CRPA.L is 0.65, 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

SDIA.L vs. CRPA.L - Dividend Comparison

Neither SDIA.L nor CRPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SDIA.L vs. CRPA.L - Drawdown Comparison

The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum CRPA.L drawdown of -25.34%. Use the drawdown chart below to compare losses from any high point for SDIA.L and CRPA.L.


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Drawdown Indicators


SDIA.LCRPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.55%

-25.34%

+12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-3.64%

+2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-24.86%

+17.25%

Current Drawdown

Current decline from peak

-0.68%

-2.83%

+2.15%

Average Drawdown

Average peak-to-trough decline

-1.19%

-7.14%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.98%

-0.70%

Volatility

SDIA.L vs. CRPA.L - Volatility Comparison

The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.76%, while iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) has a volatility of 2.15%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than CRPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIA.LCRPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

2.15%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

3.39%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

5.31%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.58%

6.71%

-4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.45%

6.79%

-3.34%