PortfoliosLab logoPortfoliosLab logo
SLXX.L vs. IGSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLXX.L vs. IGSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core £ Corp Bond UCITS ETF (SLXX.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SLXX.L achieves a -0.09% return, which is significantly lower than IGSD.L's 1.02% return. Over the past 10 years, SLXX.L has underperformed IGSD.L with an annualized return of 1.80%, while IGSD.L has yielded a comparatively higher 3.88% annualized return.


SLXX.L

1D
0.21%
1M
1.02%
YTD
-0.09%
6M
0.31%
1Y
4.74%
3Y*
5.83%
5Y*
-0.77%
10Y*
1.80%

IGSD.L

1D
0.21%
1M
1.20%
YTD
1.02%
6M
0.71%
1Y
6.16%
3Y*
3.32%
5Y*
4.01%
10Y*
3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLXX.L vs. IGSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLXX.L
iShares Core £ Corp Bond UCITS ETF
-0.09%6.50%1.60%8.54%-18.36%-4.01%9.03%11.30%-2.77%4.24%
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
1.02%-0.44%7.51%0.40%7.27%0.80%1.22%3.52%7.44%-6.51%

Correlation

The correlation between SLXX.L and IGSD.L is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2013

0.11

The correlation between SLXX.L and IGSD.L shifts across timeframes, from -0.24 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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

SLXX.L vs. IGSD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SLXX.L
SLXX.L Risk / Return Rank: 2424
Overall Rank
SLXX.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SLXX.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
SLXX.L Omega Ratio Rank: 2424
Omega Ratio Rank
SLXX.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
SLXX.L Martin Ratio Rank: 2626
Martin Ratio Rank

IGSD.L
IGSD.L Risk / Return Rank: 2727
Overall Rank
IGSD.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGSD.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGSD.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGSD.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGSD.L Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SLXX.L vs. IGSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core £ Corp Bond UCITS ETF (SLXX.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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.


SLXX.LIGSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.11

1.35

-0.24

Martin ratioReturn relative to average drawdown

3.47

3.70

-0.23

SLXX.L vs. IGSD.L - Sharpe Ratio Comparison

The current SLXX.L Sharpe Ratio is 0.85, which is comparable to the IGSD.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SLXX.L and IGSD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SLXX.LIGSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.95

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.51

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.42

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.50

-0.06

Drawdowns

SLXX.L vs. IGSD.L - Drawdown Comparison

The maximum SLXX.L drawdown since its inception was -30.27%, which is greater than IGSD.L's maximum drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for SLXX.L and IGSD.L.


Loading charts...

Drawdown Indicators


SLXX.LIGSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.27%

-14.83%

-15.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-4.15%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-8.18%

+3.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

-14.83%

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-30.27%

-14.83%

-15.44%

Current Drawdown

Current decline from peak

-8.12%

-2.28%

-5.84%

Average Drawdown

Average peak-to-trough decline

-5.61%

-5.17%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.52%

-0.15%

Volatility

SLXX.L vs. IGSD.L - Volatility Comparison

iShares Core £ Corp Bond UCITS ETF (SLXX.L) has a higher volatility of 2.11% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) at 1.60%. This indicates that SLXX.L's price experiences larger fluctuations and is considered to be riskier than IGSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SLXX.LIGSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

1.60%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

4.81%

4.32%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

5.91%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

7.82%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.08%

9.13%

-1.05%

SLXX.L vs. IGSD.L - Expense Ratio Comparison

Both SLXX.L and IGSD.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

SLXX.L vs. IGSD.L - Dividend Comparison

SLXX.L's dividend yield for the trailing twelve months is around 4.93%, less than IGSD.L's 5.06% yield.


PositionTTM20252024202320222021202020192018201720162015
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
5.06%5.08%4.67%3.69%2.12%1.71%2.51%3.32%2.94%2.50%2.16%2.11%
SLXX.L
iShares Core £ Corp Bond UCITS ETF
4.93%4.82%4.68%4.06%2.75%2.06%2.12%2.44%2.71%2.73%2.99%3.39%

Frequently Asked Questions


SLXX.L and IGSD.L have a correlation of -0.24, 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.

SLXX.L and IGSD.L have the same expense ratio: 0.20% per year.

SLXX.L tracks Markit iBoxx GBP Liquid Corporates Large Cap Index, while IGSD.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: iShares and BlackRock.

Portfolio Optimizer

Find the right allocation for SLXX.L and IGSD.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