SDIG.L vs. SWDA.L
SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SDIG.L is a Global Bonds fund tracking the iShares $ Short Duration Corp Bond UCITS ETF USD (Dist), while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, SDIG.L returned 2.51%/yr vs 13.08%/yr for SWDA.L. At a 0.05 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SDIG.L vs. SWDA.L - Performance Comparison
Loading charts...
Different Trading Currencies
SDIG.L is traded in USD, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SDIG.L achieves a 1.03% return, which is significantly lower than SWDA.L's 10.59% return. Over the past 10 years, SDIG.L has underperformed SWDA.L with an annualized return of 2.51%, while SWDA.L has yielded a comparatively higher 13.08% annualized 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%
SWDA.L
- 1D
- 0.59%
- 1M
- 0.70%
- 6M
- 9.50%
- YTD
- 10.59%
- 1Y
- 22.47%
- 3Y*
- 19.10%
- 5Y*
- 11.75%
- 10Y*
- 13.08%
SDIG.L vs. SWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.83% | 2.13% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 10.59% | 21.14% | 19.09% | 23.79% | -18.13% | 22.52% | 15.68% | 27.97% | -9.23% | 22.42% |
Correlation
The correlation between SDIG.L and SWDA.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2013 | 0.05 |
Over the past year, SDIG.L and SWDA.L have become more correlated (0.26) than their long-term average of 0.05, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SDIG.L vs. SWDA.L — Risk / Return Rank
SDIG.L
SWDA.L
SDIG.L vs. SWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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 | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.60 | +0.74 |
| Martin ratioReturn relative to average drawdown | 14.02 | 11.09 | +2.93 |
Loading charts...
Drawdowns
SDIG.L vs. SWDA.L - Drawdown Comparison
The maximum SDIG.L drawdown since its inception was -11.39%, smaller than the maximum SWDA.L drawdown of -45.69%. Use the drawdown chart below to compare losses from any high point for SDIG.L and SWDA.L.
Loading charts...
Drawdown Indicators
| SDIG.L | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.39% | -45.69% | +34.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -8.59% | +7.42% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -17.07% | +15.89% |
Max Drawdown (5Y)Largest decline over 5 years | -7.59% | -26.50% | +18.91% |
Max Drawdown (10Y)Largest decline over 10 years | -11.39% | -33.61% | +22.22% |
Current DrawdownCurrent decline from peak | -0.12% | 0.00% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -0.93% | -11.15% | +10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 2.02% | -1.74% |
Volatility
SDIG.L vs. SWDA.L - Volatility Comparison
The current volatility for iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) is 0.60%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 2.88%. This indicates that SDIG.L experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SDIG.L | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 2.88% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 1.55% | 9.14% | -7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 11.74% | -9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.66% | 15.34% | -12.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.75% | 15.69% | -11.94% |
SDIG.L vs. SWDA.L - Expense Ratio Comparison
Both SDIG.L and SWDA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SDIG.L vs. SWDA.L - Dividend Comparison
SDIG.L's dividend yield for the trailing twelve months is around 4.40%, while SWDA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SWDA.L iShares Core MSCI World 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% |
Frequently Asked Questions
SDIG.L and SWDA.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SDIG.L and SWDA.L have the same expense ratio: 0.20% per year.
SDIG.L is categorized as Global Bonds, while SWDA.L is Global Equities. SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist), while SWDA.L tracks MSCI World Index.
Find the right allocation for SDIG.L and SWDA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer