SDIG.L vs. JPMB.L
SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) and JPMB.L (JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist)) are both Global Bonds funds - SDIG.L tracks the iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) while JPMB.L tracks the JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist). Both are passively managed. Over the past 5 years, SDIG.L returned 2.46%/yr vs 1.32%/yr for JPMB.L. At a 0.46 correlation, their price movements are largely independent. SDIG.L charges 0.20%/yr vs 0.39%/yr for JPMB.L.
Performance
SDIG.L vs. JPMB.L - Performance Comparison
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Returns By Period
In the year-to-date period, SDIG.L achieves a 1.03% return, which is significantly lower than JPMB.L's 1.73% return.
SDIG.L
- 1D
- -0.03%
- 1M
- 0.12%
- 6M
- 0.97%
- YTD
- 1.03%
- 1Y
- 4.01%
- 3Y*
- 5.23%
- 5Y*
- 2.46%
- 10Y*
- 2.51%
JPMB.L
- 1D
- 0.11%
- 1M
- -0.58%
- 6M
- 2.01%
- YTD
- 1.73%
- 1Y
- 9.61%
- 3Y*
- 7.36%
- 5Y*
- 1.32%
- 10Y*
- —
SDIG.L vs. JPMB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 1.03% | 6.12% | 4.93% | 5.83% | -4.83% | -0.48% | 4.51% | 6.18% | 1.69% |
JPMB.L JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) | 1.73% | 13.29% | 1.97% | 9.51% | -16.15% | -2.40% | 5.30% | 18.66% | -3.06% |
Correlation
The correlation between SDIG.L and JPMB.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 (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018 | 0.46 |
The correlation between SDIG.L and JPMB.L shifts across timeframes, from 0.46 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SDIG.L vs. JPMB.L — Risk / Return Rank
SDIG.L
JPMB.L
SDIG.L vs. JPMB.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 JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.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 | JPMB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.16 | +1.18 |
| Martin ratioReturn relative to average drawdown | 14.02 | 9.45 | +4.57 |
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Drawdowns
SDIG.L vs. JPMB.L - Drawdown Comparison
The maximum SDIG.L drawdown since its inception was -11.39%, smaller than the maximum JPMB.L drawdown of -26.70%. Use the drawdown chart below to compare losses from any high point for SDIG.L and JPMB.L.
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Drawdown Indicators
| SDIG.L | JPMB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.39% | -26.70% | +15.31% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -4.51% | +3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -7.27% | +6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -7.59% | -25.95% | +18.36% |
Max Drawdown (10Y)Largest decline over 10 years | -11.39% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.71% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -0.93% | -6.95% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 1.04% | -0.76% |
Volatility
SDIG.L vs. JPMB.L - Volatility Comparison
The current volatility for iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) is 0.60%, while JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) (JPMB.L) has a volatility of 1.01%. This indicates that SDIG.L experiences smaller price fluctuations and is considered to be less risky than JPMB.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 | JPMB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 1.01% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.55% | 4.55% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 5.41% | -3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.66% | 8.48% | -5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.75% | 9.61% | -5.86% |
SDIG.L vs. JPMB.L - Expense Ratio Comparison
SDIG.L has a 0.20% expense ratio, which is lower than JPMB.L's 0.39% expense ratio.
Dividends
SDIG.L vs. JPMB.L - Dividend Comparison
SDIG.L's dividend yield for the trailing twelve months is around 4.40%, less than JPMB.L's 5.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPMB.L JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist) | 5.89% | 5.98% | 5.84% | 5.31% | 5.49% | 4.13% | 4.08% | 4.41% | 4.13% | 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 JPMB.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, SDIG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDIG.L is cheaper with a 0.20% expense ratio, compared with 0.39% for JPMB.L.
SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist), while JPMB.L tracks JPMorgan ETFs (Ireland) ICAV - USD Emerging Markets Sovereign Bond UCITS ETF USD (dist). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for SDIG.L and 0.39% for JPMB.L.
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