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U03A.L vs. SDIA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

U03A.L vs. SDIA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) (U03A.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, U03A.L achieves a 1.71% return, which is significantly higher than SDIA.L's 0.95% return.


U03A.L

1D
0.00%
1M
0.28%
YTD
1.71%
6M
1.85%
1Y
3.92%
3Y*
5Y*
10Y*

SDIA.L

1D
0.00%
1M
0.31%
YTD
0.95%
6M
1.27%
1Y
4.08%
3Y*
5.33%
5Y*
2.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

U03A.L vs. SDIA.L - Yearly Performance Comparison


Correlation

The correlation between U03A.L and SDIA.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2025

0.06

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Return for Risk

U03A.L vs. SDIA.L — Risk / Return Rank

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

U03A.L
U03A.L Risk / Return Rank: 9999
Overall Rank
U03A.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
U03A.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
U03A.L Omega Ratio Rank: 9999
Omega Ratio Rank
U03A.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
U03A.L Martin Ratio Rank: 9999
Martin Ratio Rank

SDIA.L
SDIA.L Risk / Return Rank: 7676
Overall Rank
SDIA.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SDIA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
SDIA.L Omega Ratio Rank: 8181
Omega Ratio Rank
SDIA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SDIA.L Martin Ratio Rank: 8282
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.

U03A.L vs. SDIA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) (U03A.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.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.


U03A.LSDIA.LDifference
Sharpe ratioReturn per unit of total volatility

+6.65

Sortino ratioReturn per unit of downside risk

+15.17

Omega ratioGain probability vs. loss probability

4.82

1.42

+3.40

Calmar ratioReturn relative to maximum drawdown

34.17

3.70

+30.47

Martin ratioReturn relative to average drawdown

248.94

14.29

+234.65

U03A.L vs. SDIA.L - Sharpe Ratio Comparison

The current U03A.L Sharpe Ratio is 8.52, which is higher than the SDIA.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of U03A.L and SDIA.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.


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Drawdowns

U03A.L vs. SDIA.L - Drawdown Comparison

The maximum U03A.L drawdown since its inception was -0.11%, smaller than the maximum SDIA.L drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for U03A.L and SDIA.L.


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Drawdown Indicators


U03A.LSDIA.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.11%

-12.55%

+12.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-1.10%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-7.61%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.01%

-1.15%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.28%

-0.26%

Volatility

U03A.L vs. SDIA.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) (U03A.L) is 0.10%, while iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) has a volatility of 0.82%. This indicates that U03A.L experiences smaller price fluctuations and is considered to be less risky than SDIA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


U03A.LSDIA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.82%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

1.77%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

0.46%

2.16%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.49%

2.77%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.49%

3.51%

-3.02%

U03A.L vs. SDIA.L - Expense Ratio Comparison

U03A.L has a 0.07% expense ratio, which is lower than SDIA.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

U03A.L vs. SDIA.L - Dividend Comparison

Neither U03A.L nor SDIA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


U03A.L and SDIA.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U03A.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U03A.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SDIA.L.

U03A.L is categorized as Ultrashort Bond, while SDIA.L is Corporate Bonds. U03A.L tracks ICE 0-3 Month US Treasury Bill Index, while SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.07% for U03A.L and 0.20% for SDIA.L.

Portfolio Optimizer

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