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

Performance

SDIA.L vs. VDPA.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 Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L). 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 VDPA.L's 0.41% 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*

VDPA.L

1D
0.31%
1M
0.52%
YTD
0.41%
6M
0.81%
1Y
5.65%
3Y*
5.47%
5Y*
0.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%4.77%
VDPA.L
Vanguard USD Corporate Bond UCITS ETF USD Accumulation
0.41%7.78%2.83%8.05%-14.88%-1.21%9.15%11.79%

Correlation

The correlation between SDIA.L and VDPA.L is 0.67, 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

0.67

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

0.72

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

0.72

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.66

The correlation between SDIA.L and VDPA.L has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

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Return for Risk

SDIA.L vs. VDPA.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: 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

VDPA.L
VDPA.L Risk / Return Rank: 3838
Overall Rank
VDPA.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VDPA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
VDPA.L Omega Ratio Rank: 3434
Omega Ratio Rank
VDPA.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
VDPA.L Martin Ratio Rank: 4242
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. VDPA.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 Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.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.LVDPA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.45

1.22

+0.23

Calmar ratioReturn relative to maximum drawdown

4.17

2.08

+2.09

Martin ratioReturn relative to average drawdown

16.33

6.51

+9.82

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

The current SDIA.L Sharpe Ratio is 2.32, which is higher than the VDPA.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SDIA.L and VDPA.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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Sharpe Ratios by Period


SDIA.LVDPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.25

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.11

+0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.33

+0.45

Drawdowns

SDIA.L vs. VDPA.L - Drawdown Comparison

The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum VDPA.L drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for SDIA.L and VDPA.L.


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Drawdown Indicators


SDIA.LVDPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.55%

-21.43%

+8.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.02%

-2.70%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-5.60%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

-21.43%

+13.82%

Current Drawdown

Current decline from peak

-0.03%

-0.80%

+0.77%

Average Drawdown

Average peak-to-trough decline

-1.17%

-5.98%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

0.87%

-0.61%

Volatility

SDIA.L vs. VDPA.L - Volatility Comparison

The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.83%, while Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) has a volatility of 1.82%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than VDPA.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.LVDPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.82%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

3.59%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

4.54%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.62%

6.86%

-4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.44%

8.77%

-5.33%

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

SDIA.L has a 0.20% expense ratio, which is higher than VDPA.L's 0.07% 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. VDPA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SDIA.L and VDPA.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDPA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDPA.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SDIA.L.

SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while VDPA.L tracks Bloomberg Global Aggregate Corporate - United States Dollar Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for SDIA.L and 0.07% for VDPA.L.

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