SDIA.L vs. ISAC.L
SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) and ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) are both exchange-traded funds - SDIA.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD, while ISAC.L is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 5 years, SDIA.L returned 2.40%/yr vs 11.38%/yr for ISAC.L. At a 0.16 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SDIA.L vs. ISAC.L - Performance Comparison
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Returns By Period
In the year-to-date period, SDIA.L achieves a 0.79% return, which is significantly lower than ISAC.L's 11.54% 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*
- —
ISAC.L
- 1D
- -0.10%
- 1M
- 4.26%
- YTD
- 11.54%
- 6M
- 13.01%
- 1Y
- 28.81%
- 3Y*
- 21.19%
- 5Y*
- 11.38%
- 10Y*
- 12.63%
SDIA.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.54% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -9.73% | 13.93% |
Correlation
The correlation between SDIA.L and ISAC.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 9, 2017 | 0.16 |
The correlation between SDIA.L and ISAC.L shifts across timeframes, from 0.16 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SDIA.L vs. ISAC.L — Risk / Return Rank
SDIA.L
ISAC.L
SDIA.L vs. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.L | ISAC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.43 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 3.27 | +0.90 |
| Martin ratioReturn relative to average drawdown | 16.33 | 13.72 | +2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDIA.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.31 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.73 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.75 | +0.03 |
Drawdowns
SDIA.L vs. ISAC.L - Drawdown Comparison
The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for SDIA.L and ISAC.L.
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Drawdown Indicators
| SDIA.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.55% | -33.82% | +21.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -8.77% | +7.75% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -16.56% | +15.24% |
Max Drawdown (5Y)Largest decline over 5 years | -7.61% | -26.07% | +18.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.82% | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.72% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -1.17% | -4.69% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 2.10% | -1.84% |
Volatility
SDIA.L vs. ISAC.L - Volatility Comparison
The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.83%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.84%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than ISAC.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.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 3.84% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 9.77% | -8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.84% | 12.40% | -10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.62% | 15.57% | -12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.44% | 15.95% | -12.51% |
SDIA.L vs. ISAC.L - Expense Ratio Comparison
Both SDIA.L and ISAC.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%.
Dividends
SDIA.L vs. ISAC.L - Dividend Comparison
Neither SDIA.L nor ISAC.L has paid dividends to shareholders.
Frequently Asked Questions
SDIA.L and ISAC.L have a correlation of 0.31, 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 ISAC.L have the same expense ratio: 0.20% per year.
SDIA.L is categorized as Corporate Bonds, while ISAC.L is Global Equities. SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while ISAC.L tracks MSCI ACWI Index.
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