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DRGG.L vs. HLQD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRGG.L vs. HLQD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc) (HLQD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRGG.L is traded in GBp, while HLQD.L is traded in USD. To make them comparable, the HLQD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRGG.L achieves a 3.07% return, which is significantly higher than HLQD.L's 2.39% return.


DRGG.L

1D
0.25%
1M
-1.39%
6M
3.02%
YTD
3.07%
1Y
5.96%
3Y*
3.65%
5Y*
2.62%
10Y*

HLQD.L

1D
0.17%
1M
-1.23%
6M
1.37%
YTD
2.39%
1Y
4.45%
3Y*
6.30%
5Y*
5.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRGG.L vs. HLQD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
3.07%-1.73%4.79%-5.00%5.94%8.52%-25.93%
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc)
2.39%-2.05%10.04%5.59%12.35%2.21%-1.34%

Correlation

The correlation between DRGG.L and HLQD.L is 0.56, 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

0.56

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

0.54

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

0.51

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.51

The correlation between DRGG.L and HLQD.L has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

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Return for Risk

DRGG.L vs. HLQD.L — Risk / Return Rank

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

DRGG.L
DRGG.L Risk / Return Rank: 3939
Overall Rank
DRGG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
DRGG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
DRGG.L Omega Ratio Rank: 3535
Omega Ratio Rank
DRGG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
DRGG.L Martin Ratio Rank: 4343
Martin Ratio Rank

HLQD.L
HLQD.L Risk / Return Rank: 6868
Overall Rank
HLQD.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HLQD.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
HLQD.L Omega Ratio Rank: 5858
Omega Ratio Rank
HLQD.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
HLQD.L Martin Ratio Rank: 7878
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.

DRGG.L vs. HLQD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc) (HLQD.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.


DRGG.LHLQD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratioReturn relative to maximum drawdown

1.74

1.04

+0.70

Martin ratioReturn relative to average drawdown

5.19

2.83

+2.36

DRGG.L vs. HLQD.L - Sharpe Ratio Comparison

The current DRGG.L Sharpe Ratio is 1.01, which is higher than the HLQD.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of DRGG.L and HLQD.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

DRGG.L vs. HLQD.L - Drawdown Comparison

The maximum DRGG.L drawdown since its inception was -27.90%, which is greater than HLQD.L's maximum drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for DRGG.L and HLQD.L.


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Drawdown Indicators


DRGG.LHLQD.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.90%

-15.87%

-12.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-4.24%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-9.04%

-9.92%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-15.77%

-11.10%

-4.67%

Current Drawdown

Current decline from peak

-14.51%

-2.62%

-11.89%

Average Drawdown

Average peak-to-trough decline

-18.79%

-4.62%

-14.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.56%

-0.42%

Volatility

DRGG.L vs. HLQD.L - Volatility Comparison

The current volatility for L&G China CNY Bond UCITS ETF USD (Dist) (DRGG.L) is 1.03%, while iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc) (HLQD.L) has a volatility of 1.98%. This indicates that DRGG.L experiences smaller price fluctuations and is considered to be less risky than HLQD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRGG.LHLQD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.98%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

5.28%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

6.99%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.33%

8.76%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

9.48%

+3.47%

DRGG.L vs. HLQD.L - Expense Ratio Comparison

DRGG.L has a 0.30% expense ratio, which is higher than HLQD.L's 0.25% expense ratio.


Dividends

DRGG.L vs. HLQD.L - Dividend Comparison

DRGG.L's dividend yield for the trailing twelve months is around 0.01%, while HLQD.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
DRGG.L
L&G China CNY Bond UCITS ETF USD (Dist)
0.01%2.04%2.27%2.48%2.61%1.40%
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DRGG.L and HLQD.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HLQD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HLQD.L is cheaper with a 0.25% expense ratio, compared with 0.30% for DRGG.L.

DRGG.L is categorized as Government Bonds, while HLQD.L is USD Corporate Bond. DRGG.L tracks J.P. Morgan China Custom Liquid ESG Capped Index, while HLQD.L tracks IBOXX US Dollar Liquid Investment Grade IR Hedged Index (USD). They also come from different issuers: L&G and iShares. Their fees differ too: 0.30% for DRGG.L and 0.25% for HLQD.L.

Portfolio Optimizer

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