SDIA.L vs. PRIP.L
SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) and PRIP.L (Amundi Prime US Corporates UCITS ETF DR (D)) are both Corporate Bonds funds - SDIA.L tracks the Bloomberg US Corp 1-3 Yr TR USD while PRIP.L tracks the Bloomberg US Corp Bond TR USD. Both are passively managed. Over the past year, SDIA.L returned 4.27% vs 0.53% for PRIP.L. A 0.53 correlation means they provide meaningful diversification when combined. SDIA.L charges 0.20%/yr vs 0.05%/yr for PRIP.L.
Performance
SDIA.L vs. PRIP.L - Performance Comparison
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Different Trading Currencies
SDIA.L is traded in USD, while PRIP.L is traded in GBp. To make them comparable, the PRIP.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 0.79% return, which is significantly higher than PRIP.L's -0.34% 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*
- —
PRIP.L
- 1D
- -0.49%
- 1M
- 0.33%
- YTD
- -0.34%
- 6M
- -4.40%
- 1Y
- 0.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDIA.L vs. PRIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 0.79% | 4.05% |
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D) | -0.34% | 1.04% |
Correlation
The correlation between SDIA.L and PRIP.L is 0.52, 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 | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.53 |
The correlation between SDIA.L and PRIP.L has been stable across timeframes, ranging from 0.52 to 0.53 - a consistent structural relationship.
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Return for Risk
SDIA.L vs. PRIP.L — Risk / Return Rank
SDIA.L
PRIP.L
SDIA.L vs. PRIP.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 Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.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 | PRIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.18 | ||
| Sortino ratioReturn per unit of downside risk | +3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.03 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 0.15 | +4.02 |
| Martin ratioReturn relative to average drawdown | 16.33 | 0.29 | +16.04 |
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 | PRIP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.14 | +2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.08 | +0.70 |
Drawdowns
SDIA.L vs. PRIP.L - Drawdown Comparison
The maximum SDIA.L drawdown since its inception was -12.55%, which is greater than PRIP.L's maximum drawdown of -7.32%. Use the drawdown chart below to compare losses from any high point for SDIA.L and PRIP.L.
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Drawdown Indicators
| SDIA.L | PRIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.55% | -7.32% | -5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -7.32% | +6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -7.61% | — | — |
Current DrawdownCurrent decline from peak | -0.03% | -5.43% | +5.40% |
Average DrawdownAverage peak-to-trough decline | -1.17% | -2.71% | +1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 3.78% | -3.52% |
Volatility
SDIA.L vs. PRIP.L - Volatility Comparison
The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.83%, while Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) has a volatility of 2.00%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than PRIP.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 | PRIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 2.00% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 6.58% | -5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.84% | 7.74% | -5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.62% | 7.68% | -5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.44% | 7.68% | -4.24% |
SDIA.L vs. PRIP.L - Expense Ratio Comparison
SDIA.L has a 0.20% expense ratio, which is higher than PRIP.L's 0.05% 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. PRIP.L - Dividend Comparison
Neither SDIA.L nor PRIP.L has paid dividends to shareholders.
Frequently Asked Questions
SDIA.L and PRIP.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRIP.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRIP.L is cheaper with a 0.05% expense ratio, compared with 0.20% for SDIA.L.
SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while PRIP.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for SDIA.L and 0.05% for PRIP.L.
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