Downloaded podcast episodes not syncing from iPad to iPhone

I have recently downloaded some podcasts onto my iPad i.e I have downloaded the episodes and are now to be found in Library>Downloads. They are not subscribed podcast simply free ones I have found and downloaded for playback. These episodes only appear in my iPad and have not synced across to Library>Downloads on my iPhone which I would like to do. I have researched this on the web, but nothing quite answers my question. For background both devices have Sync On. My question is should they sync across devices and, if yes, what do I need to do?