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

Performance

SDIA.L vs. LQD - 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 iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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 LQD's 0.67% 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*

LQD

1D
0.21%
1M
0.56%
YTD
0.67%
6M
0.36%
1Y
5.54%
3Y*
5.10%
5Y*
-0.00%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDIA.L vs. LQD - 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%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.67%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%5.00%

Correlation

The correlation between SDIA.L and LQD is 0.56, 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

0.56

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

0.55

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

0.54

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

0.49

The correlation between SDIA.L and LQD has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.

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Return for Risk

SDIA.L vs. LQD — 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

LQD
LQD Risk / Return Rank: 3030
Overall Rank
LQD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 2929
Sortino Ratio Rank
LQD Omega Ratio Rank: 2727
Omega Ratio Rank
LQD Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQD Martin Ratio Rank: 3333
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. LQD - 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 iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.LLQDDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.45

1.18

+0.27

Calmar ratioReturn relative to maximum drawdown

4.17

1.66

+2.50

Martin ratioReturn relative to average drawdown

16.33

4.76

+11.58

SDIA.L vs. LQD - Sharpe Ratio Comparison

The current SDIA.L Sharpe Ratio is 2.32, which is higher than the LQD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SDIA.L and LQD, 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.LLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.05

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

-0.00

+0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.54

+0.25

Drawdowns

SDIA.L vs. LQD - Drawdown Comparison

The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for SDIA.L and LQD.


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Drawdown Indicators


SDIA.LLQDDifference

Max Drawdown

Largest peak-to-trough decline

-12.55%

-24.95%

+12.40%

Max Drawdown (1Y)

Largest decline over 1 year

-1.02%

-3.34%

+2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-8.43%

+7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-24.95%

+17.34%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-0.03%

-3.51%

+3.48%

Average Drawdown

Average peak-to-trough decline

-1.17%

-3.99%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

1.17%

-0.91%

Volatility

SDIA.L vs. LQD - Volatility Comparison

The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.83%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 1.62%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDIA.LLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.62%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

3.90%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

5.36%

-3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.62%

8.64%

-6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.44%

8.68%

-5.24%

SDIA.L vs. LQD - Expense Ratio Comparison

SDIA.L has a 0.20% expense ratio, which is higher than LQD's 0.15% 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. LQD - Dividend Comparison

SDIA.L has not paid dividends to shareholders, while LQD's dividend yield for the trailing twelve months is around 4.56%.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.56%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
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 LQD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQD is cheaper with a 0.15% expense ratio, compared with 0.20% for SDIA.L.

SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while LQD tracks iBoxx $ Liquid Investment Grade Index. Their fees differ too: 0.20% for SDIA.L and 0.15% for LQD.

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