USIC.L vs. SDIA.L
USIC.L (Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc) and SDIA.L (iShares USD Short Duration Corporate Bond UCITS ETF (Acc)) are both Corporate Bonds funds - USIC.L tracks the Bloomberg US Corp Bond TR USD while SDIA.L tracks the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 3 years, USIC.L returned 5.15%/yr vs 5.39%/yr for SDIA.L. A 0.65 correlation means they provide meaningful diversification when combined. USIC.L charges 0.14%/yr vs 0.20%/yr for SDIA.L.
Performance
USIC.L vs. SDIA.L - Performance Comparison
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Returns By Period
In the year-to-date period, USIC.L achieves a 0.79% return, which is significantly lower than SDIA.L's 0.95% return.
USIC.L
- 1D
- 0.49%
- 1M
- 1.39%
- YTD
- 0.79%
- 6M
- 1.19%
- 1Y
- 5.03%
- 3Y*
- 5.15%
- 5Y*
- —
- 10Y*
- —
SDIA.L
- 1D
- 0.16%
- 1M
- 0.47%
- YTD
- 0.95%
- 6M
- 1.27%
- 1Y
- 4.08%
- 3Y*
- 5.39%
- 5Y*
- 2.48%
- 10Y*
- —
USIC.L vs. SDIA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USIC.L Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc | 0.79% | 7.41% | 2.38% | 8.08% | -15.02% | -0.30% |
SDIA.L iShares USD Short Duration Corporate Bond UCITS ETF (Acc) | 0.95% | 6.22% | 4.94% | 5.68% | -4.49% | -0.67% |
Correlation
The correlation between USIC.L and SDIA.L is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2021 | 0.65 |
The correlation between USIC.L and SDIA.L has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.
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Return for Risk
USIC.L vs. SDIA.L — Risk / Return Rank
USIC.L
SDIA.L
USIC.L vs. SDIA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc (USIC.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.
| USIC.L | SDIA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 3.70 | -1.92 |
| Martin ratioReturn relative to average drawdown | 5.42 | 14.29 | -8.86 |
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Drawdowns
USIC.L vs. SDIA.L - Drawdown Comparison
The maximum USIC.L drawdown since its inception was -21.41%, which is greater than SDIA.L's maximum drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for USIC.L and SDIA.L.
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Drawdown Indicators
| USIC.L | SDIA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.41% | -12.55% | -8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -1.10% | -1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -5.87% | -1.32% | -4.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -7.61% | — |
Current DrawdownCurrent decline from peak | -0.29% | 0.00% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -1.15% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.28% | +0.65% |
Volatility
USIC.L vs. SDIA.L - Volatility Comparison
Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc (USIC.L) has a higher volatility of 1.39% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) at 0.82%. This indicates that USIC.L's price experiences larger fluctuations and is considered to be riskier 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
| USIC.L | SDIA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.39% | 0.82% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 1.77% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.64% | 2.16% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.62% | 2.77% | +5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.62% | 3.51% | +5.11% |
USIC.L vs. SDIA.L - Expense Ratio Comparison
USIC.L has a 0.14% 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
USIC.L vs. SDIA.L - Dividend Comparison
Neither USIC.L nor SDIA.L has paid dividends to shareholders.
Frequently Asked Questions
USIC.L and SDIA.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USIC.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USIC.L is cheaper with a 0.14% expense ratio, compared with 0.20% for SDIA.L.
USIC.L tracks Bloomberg US Corp Bond TR USD, while SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for USIC.L and 0.20% for SDIA.L.
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