SDIG.L vs. XUT3.L
SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) and XUT3.L (Xtrackers II US Treasuries 1-3 UCITS ETF 1D) are both exchange-traded funds - SDIG.L is a Short-Term Bond fund tracking the Markit iBoxx USD Liquid Investment Grade 0-5 Index, while XUT3.L is a Government Bonds fund tracking the iBoxx USD Treasuries 1-3 Index. Both are passively managed. Over the past 10 years, SDIG.L returned 2.50%/yr vs 1.73%/yr for XUT3.L. A 0.61 correlation means they provide meaningful diversification when combined. SDIG.L charges 0.20%/yr vs 0.06%/yr for XUT3.L.
Performance
SDIG.L vs. XUT3.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 higher than XUT3.L's 0.68% return. Over the past 10 years, SDIG.L has outperformed XUT3.L with an annualized return of 2.50%, while XUT3.L has yielded a comparatively lower 1.73% annualized 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%
XUT3.L
- 1D
- 0.09%
- 1M
- 0.02%
- 6M
- 0.74%
- YTD
- 0.68%
- 1Y
- 3.07%
- 3Y*
- 4.20%
- 5Y*
- 1.91%
- 10Y*
- 1.73%
SDIG.L vs. XUT3.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) | 0.98% | 6.12% | 4.93% | 5.83% | -4.83% | -0.48% | 4.51% | 6.18% | 0.83% | 2.13% |
XUT3.L Xtrackers II US Treasuries 1-3 UCITS ETF 1D | 0.68% | 5.06% | 4.13% | 4.10% | -3.60% | -0.62% | 2.95% | 3.56% | 1.44% | 0.27% |
Correlation
The correlation between SDIG.L and XUT3.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 | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2013 | 0.61 |
The correlation between SDIG.L and XUT3.L shifts across timeframes, from 0.61 (10 years) to 0.72 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SDIG.L vs. XUT3.L — Risk / Return Rank
SDIG.L
XUT3.L
SDIG.L vs. XUT3.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 Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.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 | XUT3.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.59 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 4.65 | -1.40 |
| Martin ratioReturn relative to average drawdown | 13.59 | 17.93 | -4.33 |
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Drawdowns
SDIG.L vs. XUT3.L - Drawdown Comparison
The maximum SDIG.L drawdown since its inception was -11.39%, which is greater than XUT3.L's maximum drawdown of -5.45%. Use the drawdown chart below to compare losses from any high point for SDIG.L and XUT3.L.
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Drawdown Indicators
| SDIG.L | XUT3.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.39% | -5.45% | -5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -0.67% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -1.18% | -0.91% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -7.59% | -5.45% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -11.39% | -5.45% | -5.94% |
Current DrawdownCurrent decline from peak | -0.17% | -0.04% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -0.93% | -0.55% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 0.17% | +0.11% |
Volatility
SDIG.L vs. XUT3.L - Volatility Comparison
iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) has a higher volatility of 0.61% compared to Xtrackers II US Treasuries 1-3 UCITS ETF 1D (XUT3.L) at 0.36%. This indicates that SDIG.L's price experiences larger fluctuations and is considered to be riskier than XUT3.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 | XUT3.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.36% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 1.55% | 0.86% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 1.13% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.66% | 1.89% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.75% | 1.49% | +2.26% |
SDIG.L vs. XUT3.L - Expense Ratio Comparison
SDIG.L has a 0.20% expense ratio, which is higher than XUT3.L's 0.06% 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. XUT3.L - Dividend Comparison
SDIG.L's dividend yield for the trailing twelve months is around 4.40%, more than XUT3.L's 2.83% yield.
| 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% |
XUT3.L Xtrackers II US Treasuries 1-3 UCITS ETF 1D | 2.83% | 2.70% | 2.35% | 1.80% | 1.00% | 2.89% | 2.43% | 1.16% | 1.00% | 0.69% | 0.00% | 0.00% |
Frequently Asked Questions
SDIG.L and XUT3.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, XUT3.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUT3.L is cheaper with a 0.06% expense ratio, compared with 0.20% for SDIG.L.
SDIG.L is categorized as Short-Term Bond, while XUT3.L is Government Bonds. SDIG.L tracks Markit iBoxx USD Liquid Investment Grade 0-5 Index, while XUT3.L tracks iBoxx USD Treasuries 1-3 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for SDIG.L and 0.06% for XUT3.L.
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