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

Performance

HLQD.L vs. IRCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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 IRCP.L is traded in EUR. To make them comparable, the IRCP.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 2.31% return, which is significantly higher than IRCP.L's -0.94% return.


HLQD.L

1D
0.21%
1M
-0.07%
6M
2.17%
YTD
2.31%
1Y
5.11%
3Y*
7.50%
5Y*
5.42%
10Y*

IRCP.L

1D
0.00%
1M
-1.00%
6M
-0.08%
YTD
-0.94%
1Y
1.81%
3Y*
5.92%
5Y*
2.15%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF
2.31%5.47%8.15%11.14%0.41%1.25%0.54%10.77%-0.71%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
-0.94%18.21%-0.11%8.46%-8.58%-7.04%9.77%1.98%-2.38%

Correlation

The correlation between HLQD.L and IRCP.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.16

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.27

The correlation between HLQD.L and IRCP.L shifts across timeframes, from 0.16 (3 years) to 0.27 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HLQD.L vs. IRCP.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: 6666
Overall Rank
HLQD.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HLQD.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HLQD.L Omega Ratio Rank: 5555
Omega Ratio Rank
HLQD.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
HLQD.L Martin Ratio Rank: 7777
Martin Ratio Rank

IRCP.L
IRCP.L Risk / Return Rank: 5656
Overall Rank
IRCP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8181
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. IRCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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.LIRCP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.28

1.04

+0.24

Calmar ratioReturn relative to maximum drawdown

3.55

0.28

+3.27

Martin ratioReturn relative to average drawdown

11.38

0.65

+10.74

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

The current HLQD.L Sharpe Ratio is 1.50, which is higher than the IRCP.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of HLQD.L and IRCP.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. IRCP.L - Drawdown Comparison

The maximum HLQD.L drawdown since its inception was -21.96%, smaller than the maximum IRCP.L drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for HLQD.L and IRCP.L.


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Drawdown Indicators


HLQD.LIRCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.96%

-33.94%

+11.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-5.66%

+4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-3.08%

-6.44%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-24.27%

+17.88%

Max Drawdown (10Y)

Largest decline over 10 years

-27.61%

Current Drawdown

Current decline from peak

-0.34%

-3.68%

+3.34%

Average Drawdown

Average peak-to-trough decline

-1.33%

-15.21%

+13.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

2.47%

-2.04%

Volatility

HLQD.L vs. IRCP.L - Volatility Comparison

The current volatility for iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) is 0.83%, while iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) has a volatility of 1.62%. This indicates that HLQD.L experiences smaller price fluctuations and is considered to be less risky than IRCP.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.LIRCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.62%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

5.35%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

7.00%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

8.79%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

8.45%

-2.36%

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

Both HLQD.L and IRCP.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. IRCP.L - Dividend Comparison

HLQD.L has not paid dividends to shareholders, while IRCP.L's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%

Frequently Asked Questions


HLQD.L and IRCP.L have a correlation of 0.19, 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 IRCP.L have the same expense ratio: 0.25% per year.

HLQD.L tracks iShares $ Corp Bond Interest Rate Hedged UCITS ETF, while IRCP.L tracks iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist).

Portfolio Optimizer

Find the right allocation for HLQD.L and IRCP.L

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