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

Performance

HLQD.L vs. FLRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc) (HLQD.L) and Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, HLQD.L achieves a 2.24% return, which is significantly higher than FLRG.L's -2.16% return.


HLQD.L

1D
0.00%
1M
0.00%
6M
1.96%
YTD
2.24%
1Y
4.73%
3Y*
7.42%
5Y*
5.41%
10Y*

FLRG.L

1D
0.31%
1M
-1.32%
6M
-1.37%
YTD
-2.16%
1Y
-0.32%
3Y*
3.87%
5Y*
-2.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc)
2.24%5.47%8.15%11.14%0.41%1.25%0.54%4.95%
FLRG.L
Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc)
-2.16%14.10%-3.58%11.11%-23.86%-9.62%14.79%3.93%

Correlation

The correlation between HLQD.L and FLRG.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.06

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

0.11

Correlation (All Time)
Calculated using the full available price history since May 2, 2019

0.08

The correlation between HLQD.L and FLRG.L shifts across timeframes, from 0.06 (3 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

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

FLRG.L
FLRG.L Risk / Return Rank: 1818
Overall Rank
FLRG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FLRG.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
FLRG.L Omega Ratio Rank: 1616
Omega Ratio Rank
FLRG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
FLRG.L Martin Ratio Rank: 2020
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc) (HLQD.L) and Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.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.


HLQD.LFLRG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.27

0.99

+0.28

Calmar ratioReturn relative to maximum drawdown

3.40

-0.12

+3.51

Martin ratioReturn relative to average drawdown

10.85

-0.26

+11.11

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

The current HLQD.L Sharpe Ratio is 1.43, which is higher than the FLRG.L Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of HLQD.L and FLRG.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

HLQD.L vs. FLRG.L - Drawdown Comparison

The maximum HLQD.L drawdown since its inception was -21.96%, smaller than the maximum FLRG.L drawdown of -39.06%. Use the drawdown chart below to compare losses from any high point for HLQD.L and FLRG.L.


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Drawdown Indicators


HLQD.LFLRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.96%

-39.06%

+17.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-5.86%

+4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-3.08%

-9.87%

+6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-36.29%

+29.90%

Current Drawdown

Current decline from peak

-0.41%

-18.44%

+18.03%

Average Drawdown

Average peak-to-trough decline

-1.33%

-16.82%

+15.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

2.67%

-2.23%

Volatility

HLQD.L vs. FLRG.L - Volatility Comparison

The current volatility for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Acc) (HLQD.L) is 0.82%, while Franklin Sustainable Euro Green Bond UCITS ETF EUR (Acc) (FLRG.L) has a volatility of 1.69%. This indicates that HLQD.L experiences smaller price fluctuations and is considered to be less risky than FLRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLQD.LFLRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

1.69%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

5.92%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.29%

7.79%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

9.55%

-5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.08%

9.04%

-2.96%

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

Both HLQD.L and FLRG.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

HLQD.L vs. FLRG.L - Dividend Comparison

Neither HLQD.L nor FLRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HLQD.L and FLRG.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HLQD.L and FLRG.L have the same expense ratio: 0.25% per year.

HLQD.L is categorized as USD Corporate Bond, while FLRG.L is Global Bonds. HLQD.L tracks IBOXX US Dollar Liquid Investment Grade IR Hedged Index (USD), while FLRG.L tracks Bloomberg Global Aggregate EUR Green Bond Index. They also come from different issuers: iShares and Franklin.

Portfolio Optimizer

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