SDIA.L vs. VWRP.L
SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both exchange-traded funds - SDIA.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD, while VWRP.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, SDIA.L returned 2.40%/yr vs 11.28%/yr for VWRP.L. At a 0.19 correlation, their price movements are largely independent. SDIA.L charges 0.20%/yr vs 0.22%/yr for VWRP.L.
Performance
SDIA.L vs. VWRP.L - Performance Comparison
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Different Trading Currencies
SDIA.L is traded in USD, while VWRP.L is traded in GBP. To make them comparable, the VWRP.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 lower than VWRP.L's 11.65% 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*
- —
VWRP.L
- 1D
- 0.02%
- 1M
- 4.42%
- YTD
- 11.65%
- 6M
- 13.23%
- 1Y
- 28.68%
- 3Y*
- 21.03%
- 5Y*
- 11.28%
- 10Y*
- —
SDIA.L vs. VWRP.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% | 1.74% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 11.65% | 22.54% | 17.61% | 21.74% | -18.20% | 18.91% | 15.71% | 8.28% |
Correlation
The correlation between SDIA.L and VWRP.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.19 |
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Return for Risk
SDIA.L vs. VWRP.L — Risk / Return Rank
SDIA.L
VWRP.L
SDIA.L vs. VWRP.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 FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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 | VWRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 3.15 | +1.02 |
| Martin ratioReturn relative to average drawdown | 16.33 | 13.73 | +2.61 |
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 | VWRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.43 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.75 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.80 | -0.01 |
Drawdowns
SDIA.L vs. VWRP.L - Drawdown Comparison
The maximum SDIA.L drawdown since its inception was -12.55%, smaller than the maximum VWRP.L drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for SDIA.L and VWRP.L.
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Drawdown Indicators
| SDIA.L | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.55% | -33.23% | +20.68% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -9.07% | +8.05% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -16.33% | +15.01% |
Max Drawdown (5Y)Largest decline over 5 years | -7.61% | -26.82% | +19.21% |
Current DrawdownCurrent decline from peak | -0.03% | -0.78% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -1.17% | -5.40% | +4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.26% | 2.08% | -1.82% |
Volatility
SDIA.L vs. VWRP.L - Volatility Comparison
The current volatility for iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) is 0.83%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 3.45%. This indicates that SDIA.L experiences smaller price fluctuations and is considered to be less risky than VWRP.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 | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 3.45% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 1.51% | 9.10% | -7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.84% | 11.76% | -9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.62% | 15.04% | -12.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.44% | 16.94% | -13.50% |
SDIA.L vs. VWRP.L - Expense Ratio Comparison
SDIA.L has a 0.20% expense ratio, which is lower than VWRP.L's 0.22% expense ratio. Despite the difference, 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. VWRP.L - Dividend Comparison
Neither SDIA.L nor VWRP.L has paid dividends to shareholders.
Frequently Asked Questions
SDIA.L and VWRP.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDIA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDIA.L is cheaper with a 0.20% expense ratio, compared with 0.22% for VWRP.L.
SDIA.L is categorized as Corporate Bonds, while VWRP.L is Global Equities. SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD, while VWRP.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for SDIA.L and 0.22% for VWRP.L.
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