SEAG.L vs. SDIG.L
SEAG.L (iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)) and SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) are both Global Bonds funds from iShares - SEAG.L tracks the iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) while SDIG.L tracks the iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Both are passively managed. Over the past 10 years, SEAG.L returned -0.32%/yr vs 2.30%/yr for SDIG.L. At a 0.41 correlation, their price movements are largely independent. SEAG.L charges 0.16%/yr vs 0.20%/yr for SDIG.L.
Performance
SEAG.L vs. SDIG.L - Performance Comparison
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Different Trading Currencies
SEAG.L is traded in GBP, while SDIG.L is traded in USD. To make them comparable, the SDIG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SEAG.L achieves a -4.08% return, which is significantly lower than SDIG.L's 0.64% return. Over the past 10 years, SEAG.L has underperformed SDIG.L with an annualized return of -0.32%, while SDIG.L has yielded a comparatively higher 2.30% annualized return.
SEAG.L
- 1D
- -0.78%
- 1M
- -2.48%
- 6M
- -3.84%
- YTD
- -4.08%
- 1Y
- -2.58%
- 3Y*
- 2.05%
- 5Y*
- -2.46%
- 10Y*
- -0.32%
SDIG.L
- 1D
- 0.00%
- 1M
- -0.73%
- 6M
- 0.38%
- YTD
- 0.64%
- 1Y
- 2.94%
- 3Y*
- 4.05%
- 5Y*
- 2.82%
- 10Y*
- 2.30%
SEAG.L vs. SDIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEAG.L iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) | -4.08% | 6.32% | -2.34% | 4.78% | -12.37% | -9.36% | 9.60% | 0.66% | 1.09% | 3.78% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 0.64% | -1.44% | 6.77% | 0.54% | 6.49% | 0.47% | 1.44% | 2.14% | 6.81% | -6.71% |
Correlation
The correlation between SEAG.L and SDIG.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2013 | 0.41 |
Over the past year, the correlation between SEAG.L and SDIG.L has dropped to 0.18 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
SEAG.L vs. SDIG.L — Risk / Return Rank
SEAG.L
SDIG.L
SEAG.L vs. SDIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.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.
| SEAG.L | SDIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.09 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.62 | -0.77 |
| Martin ratioReturn relative to average drawdown | -0.22 | 1.71 | -1.93 |
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Drawdowns
SEAG.L vs. SDIG.L - Drawdown Comparison
The maximum SEAG.L drawdown since its inception was -24.92%, which is greater than SDIG.L's maximum drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for SEAG.L and SDIG.L.
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Drawdown Indicators
| SEAG.L | SDIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.92% | -15.38% | -9.54% |
Max Drawdown (1Y)Largest decline over 1 year | -16.63% | -5.04% | -11.59% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -8.73% | -7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -15.38% | -3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -24.92% | -15.38% | -9.54% |
Current DrawdownCurrent decline from peak | -18.96% | -4.49% | -14.47% |
Average DrawdownAverage peak-to-trough decline | -11.78% | -5.71% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.93% | 1.82% | +10.11% |
Volatility
SEAG.L vs. SDIG.L - Volatility Comparison
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (SEAG.L) and iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) have volatilities of 1.45% and 1.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEAG.L | SDIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 1.52% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 4.24% | 5.01% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 6.45% | +13.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 8.07% | +2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.65% | 8.90% | +0.75% |
SEAG.L vs. SDIG.L - Expense Ratio Comparison
SEAG.L has a 0.16% expense ratio, which is lower than SDIG.L's 0.20% 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
SEAG.L vs. SDIG.L - Dividend Comparison
SEAG.L's dividend yield for the trailing twelve months is around 1.22%, less than SDIG.L's 4.40% 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% |
SEAG.L iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) | 1.22% | 2.28% | 1.97% | 1.15% | 0.59% | 0.49% | 0.61% | 0.93% | 1.04% | 1.13% | 1.22% | 0.72% |
Frequently Asked Questions
SEAG.L and SDIG.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SEAG.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SEAG.L is cheaper with a 0.16% expense ratio, compared with 0.20% for SDIG.L.
SEAG.L tracks iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist), while SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Their fees differ too: 0.16% for SEAG.L and 0.20% for SDIG.L.
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