SDIG.L vs. BBIL.L
SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) and BBIL.L (JPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD Acc) are both Short-Term Bond funds - SDIG.L tracks the Markit iBoxx USD Liquid Investment Grade 0-5 Index while BBIL.L tracks the ICE BofA 0-1Y US Treasury TR USD. Both are passively managed. Over the past 5 years, SDIG.L returned 2.45%/yr vs 3.44%/yr for BBIL.L. At a 0.09 correlation, their price movements are largely independent. SDIG.L charges 0.20%/yr vs 0.10%/yr for BBIL.L.
Performance
SDIG.L vs. BBIL.L - Performance Comparison
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Returns By Period
In the year-to-date period, SDIG.L achieves a 0.98% return, which is significantly lower than BBIL.L's 1.84% return.
SDIG.L
- 1D
- -0.03%
- 1M
- 0.16%
- 6M
- 1.03%
- YTD
- 0.98%
- 1Y
- 3.82%
- 3Y*
- 5.14%
- 5Y*
- 2.45%
- 10Y*
- 2.50%
BBIL.L
- 1D
- -0.02%
- 1M
- 0.25%
- 6M
- 1.70%
- YTD
- 1.84%
- 1Y
- 3.81%
- 3Y*
- 4.61%
- 5Y*
- 3.44%
- 10Y*
- —
SDIG.L vs. BBIL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 0.98% | 6.12% | 4.93% | 5.83% | -4.83% | -0.48% | 4.51% | 1.99% |
BBIL.L JPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD Acc | 1.84% | 4.30% | 5.16% | 4.90% | 1.07% | -0.02% | 0.75% | 0.98% |
Correlation
The correlation between SDIG.L and BBIL.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2019 | 0.09 |
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Return for Risk
SDIG.L vs. BBIL.L — Risk / Return Rank
SDIG.L
BBIL.L
SDIG.L vs. BBIL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) and JPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD Acc (BBIL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SDIG.L | BBIL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.81 | ||
| Sortino ratioReturn per unit of downside risk | -16.00 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 4.08 | -2.70 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 56.21 | -52.96 |
| Martin ratioReturn relative to average drawdown | 13.59 | 259.88 | -246.29 |
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Drawdowns
SDIG.L vs. BBIL.L - Drawdown Comparison
The maximum SDIG.L drawdown since its inception was -11.39%, which is greater than BBIL.L's maximum drawdown of -0.29%. Use the drawdown chart below to compare losses from any high point for SDIG.L and BBIL.L.
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Drawdown Indicators
| SDIG.L | BBIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.39% | -0.29% | -11.10% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -0.07% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -0.10% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -7.59% | -0.23% | -7.36% |
Max Drawdown (10Y)Largest decline over 10 years | -11.39% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -0.02% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -0.93% | -0.03% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 0.01% | +0.27% |
Volatility
SDIG.L vs. BBIL.L - Volatility Comparison
iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) has a higher volatility of 0.61% compared to JPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD Acc (BBIL.L) at 0.09%. This indicates that SDIG.L's price experiences larger fluctuations and is considered to be riskier than BBIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDIG.L | BBIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.09% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 1.55% | 0.31% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 0.43% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.66% | 0.39% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.75% | 0.37% | +3.38% |
SDIG.L vs. BBIL.L - Expense Ratio Comparison
SDIG.L has a 0.20% expense ratio, which is higher than BBIL.L's 0.10% 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
SDIG.L vs. BBIL.L - Dividend Comparison
SDIG.L's dividend yield for the trailing twelve months is around 4.40%, while BBIL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBIL.L JPM BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD 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% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 4.40% | 4.32% | 4.03% | 3.11% | 1.85% | 1.49% | 2.12% | 2.63% | 2.29% | 1.84% | 1.75% | 1.43% |
Frequently Asked Questions
SDIG.L and BBIL.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BBIL.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BBIL.L is cheaper with a 0.10% expense ratio, compared with 0.20% for SDIG.L.
SDIG.L tracks Markit iBoxx USD Liquid Investment Grade 0-5 Index, while BBIL.L tracks ICE BofA 0-1Y US Treasury TR USD. They also come from different issuers: iShares and J.P. Morgan. Their fees differ too: 0.20% for SDIG.L and 0.10% for BBIL.L.
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