SDIA.L vs. VDPA.L
SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) and VDPA.L (Vanguard USD Corporate Bond UCITS ETF USD Accumulation) are both Corporate Bonds funds - SDIA.L tracks the Bloomberg US Corp 1-3 Yr TR USD while VDPA.L tracks the Bloomberg Global Aggregate Corporate - United States Dollar Index. Both are passively managed. Over the past 5 years, SDIA.L returned 2.40%/yr vs 0.73%/yr for VDPA.L. A 0.66 correlation means they provide meaningful diversification when combined. SDIA.L charges 0.20%/yr vs 0.07%/yr for VDPA.L.
Performance
SDIA.L vs. VDPA.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 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*
- —
SDIA.L vs. VDPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
SDIA.L
VDPA.L
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.L | VDPA.L | Difference | |
|---|---|---|---|
| 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 |
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 | VDPA.L | Difference | |
|---|---|---|---|
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.L | VDPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.03% | -0.80% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -1.17% | -5.98% | +4.81% |
Ulcer IndexDepth 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.L | VDPA.L | Difference | |
|---|---|---|---|
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.
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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