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

Performance

SDIA.L vs. ERNE.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 € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SDIA.L is traded in USD, while ERNE.L is traded in EUR. To make them comparable, the ERNE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SDIA.L achieves a 0.95% return, which is significantly higher than ERNE.L's -1.17% return.


SDIA.L

1D
0.00%
1M
0.16%
6M
0.79%
YTD
0.95%
1Y
4.08%
3Y*
5.20%
5Y*
2.46%
10Y*

ERNE.L

1D
0.00%
1M
-0.78%
6M
-0.39%
YTD
-1.17%
1Y
1.06%
3Y*
4.02%
5Y*
1.58%
10Y*
1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)
0.95%6.22%4.94%5.68%-4.49%-0.70%4.50%6.15%0.79%1.08%
ERNE.L
iShares € Ultrashort Bond UCITS ETF EUR (Dist)
-1.17%16.37%-2.29%6.65%-6.24%-7.15%8.93%-1.63%-5.23%12.57%

Correlation

The correlation between SDIA.L and ERNE.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.25

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

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2017

0.19

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Return for Risk

SDIA.L vs. ERNE.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: 8080
Overall Rank
SDIA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SDIA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
SDIA.L Omega Ratio Rank: 8484
Omega Ratio Rank
SDIA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
SDIA.L Martin Ratio Rank: 8787
Martin Ratio Rank

ERNE.L
ERNE.L Risk / Return Rank: 9898
Overall Rank
ERNE.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ERNE.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
ERNE.L Omega Ratio Rank: 9797
Omega Ratio Rank
ERNE.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
ERNE.L Martin Ratio Rank: 9898
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. ERNE.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 € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SDIA.LERNE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.40

1.02

+0.37

Calmar ratioReturn relative to maximum drawdown

3.70

0.14

+3.56

Martin ratioReturn relative to average drawdown

14.20

0.30

+13.90

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

The current SDIA.L Sharpe Ratio is 1.83, which is higher than the ERNE.L Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of SDIA.L and ERNE.L, 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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Drawdowns

SDIA.L vs. ERNE.L - Drawdown Comparison

The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum ERNE.L drawdown of -31.67%. Use the drawdown chart below to compare losses from any high point for SDIA.L and ERNE.L.


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Drawdown Indicators


SDIA.LERNE.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.55%

-31.67%

+19.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.10%

-4.98%

+3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-7.47%

+6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-20.15%

+12.54%

Max Drawdown (10Y)

Largest decline over 10 years

-24.43%

Current Drawdown

Current decline from peak

-0.16%

-8.08%

+7.92%

Average Drawdown

Average peak-to-trough decline

-1.15%

-16.42%

+15.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

2.38%

-2.09%

Volatility

SDIA.L vs. ERNE.L - Volatility Comparison

The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.80%, while iShares € Ultrashort Bond UCITS ETF EUR (Dist) (ERNE.L) has a volatility of 1.39%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than ERNE.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.LERNE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

1.39%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

4.60%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.22%

6.27%

-4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

7.67%

-4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.50%

7.33%

-3.83%

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

SDIA.L has a 0.20% expense ratio, which is higher than ERNE.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SDIA.L vs. ERNE.L - Dividend Comparison

SDIA.L has not paid dividends to shareholders, while ERNE.L's dividend yield for the trailing twelve months is around 2.33%.


PositionTTM20252024202320222021202020192018201720162015
ERNE.L
iShares € Ultrashort Bond UCITS ETF EUR (Dist)
2.33%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%
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 ERNE.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ERNE.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ERNE.L is cheaper with a 0.09% expense ratio, compared with 0.20% for SDIA.L.

SDIA.L is categorized as Corporate Bonds, while ERNE.L is Ultrashort Bond. SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while ERNE.L tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). Their fees differ too: 0.20% for SDIA.L and 0.09% for ERNE.L.

Portfolio Optimizer

Find the right allocation for SDIA.L and ERNE.L

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