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XYLD.L vs. IGSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLD.L vs. IGSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XYLD.L is traded in USD, while IGSD.L is traded in GBP. To make them comparable, the IGSD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XYLD.L having a 0.71% return and IGSD.L slightly higher at 0.72%.


XYLD.L

1D
0.13%
1M
0.25%
YTD
0.71%
6M
1.14%
1Y
4.16%
3Y*
5.19%
5Y*
1.87%
10Y*

IGSD.L

1D
-0.16%
1M
0.19%
YTD
0.72%
6M
1.46%
1Y
4.74%
3Y*
5.93%
5Y*
2.91%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
0.71%6.19%4.89%5.76%-8.70%0.36%10.29%17.18%-1.70%
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
0.72%7.07%5.72%5.70%-4.20%-0.11%4.32%7.67%1.99%

Correlation

The correlation between XYLD.L and IGSD.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.27

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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2018

0.25

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Return for Risk

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

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

XYLD.L
XYLD.L Risk / Return Rank: 7171
Overall Rank
XYLD.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XYLD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
XYLD.L Omega Ratio Rank: 6464
Omega Ratio Rank
XYLD.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
XYLD.L Martin Ratio Rank: 7878
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.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.


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

+0.89

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.38

1.20

+0.18

Calmar ratioReturn relative to maximum drawdown

3.88

3.67

+0.21

Martin ratioReturn relative to average drawdown

15.03

13.43

+1.60

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

The current XYLD.L Sharpe Ratio is 2.07, which is higher than the IGSD.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of XYLD.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.


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Sharpe Ratios by Period


XYLD.LIGSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.18

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.57

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.55

+0.14

Drawdowns

XYLD.L vs. IGSD.L - Drawdown Comparison

The maximum XYLD.L drawdown since its inception was -18.93%, which is greater than IGSD.L's maximum drawdown of -11.83%. Use the drawdown chart below to compare losses from any high point for XYLD.L and IGSD.L.


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Drawdown Indicators


XYLD.LIGSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.93%

-11.83%

-7.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.07%

-1.32%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-1.42%

-1.32%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-12.38%

-8.23%

-4.15%

Max Drawdown (10Y)

Largest decline over 10 years

-11.83%

Current Drawdown

Current decline from peak

-0.05%

-0.31%

+0.26%

Average Drawdown

Average peak-to-trough decline

-3.12%

-1.13%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.36%

-0.08%

Volatility

XYLD.L vs. IGSD.L - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) is 0.88%, while iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) has a volatility of 1.33%. This indicates that XYLD.L experiences smaller price fluctuations and is considered to be less risky than IGSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLD.LIGSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

1.33%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

3.28%

-1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.01%

4.11%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

5.09%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.83%

5.59%

+0.24%

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

XYLD.L has a 0.16% expense ratio, which is lower than IGSD.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

XYLD.L vs. IGSD.L - Dividend Comparison

XYLD.L's dividend yield for the trailing twelve months is around 3.76%, 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%
XYLD.L
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.76%3.61%3.34%2.88%6.03%3.88%3.78%2.92%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XYLD.L and IGSD.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYLD.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYLD.L is cheaper with a 0.16% expense ratio, compared with 0.20% for IGSD.L.

XYLD.L tracks Bloomberg US Corp Bond TR USD, while IGSD.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Xtrackers and BlackRock. Their fees differ too: 0.16% for XYLD.L and 0.20% for IGSD.L.

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