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IBCD.DE vs. LQD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBCD.DE vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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IBCD.DE vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBCD.DE
iShares USD Corporate Bond UCITS ETF (Dist)
1.13%-4.58%6.33%4.97%-12.66%6.14%0.35%20.25%-0.24%-6.49%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
1.96%-4.91%7.52%6.12%-12.84%5.50%1.82%20.02%0.73%-6.10%
Different Trading Currencies

IBCD.DE is traded in EUR, while LQD is traded in USD. To make them comparable, the LQD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBCD.DE achieves a 1.13% return, which is significantly lower than LQD's 1.96% return. Over the past 10 years, IBCD.DE has underperformed LQD with an annualized return of 2.03%, while LQD has yielded a comparatively higher 2.54% annualized return.


IBCD.DE

1D
0.25%
1M
-1.13%
YTD
1.13%
6M
0.63%
1Y
-2.33%
3Y*
1.58%
5Y*
0.09%
10Y*
2.03%

LQD

1D
0.88%
1M
-0.53%
YTD
1.96%
6M
1.50%
1Y
-1.62%
3Y*
2.28%
5Y*
0.61%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBCD.DE vs. LQD - Expense Ratio Comparison

IBCD.DE has a 0.20% expense ratio, which is higher than LQD's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IBCD.DE vs. LQD — Risk / Return Rank

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

IBCD.DE
IBCD.DE Risk / Return Rank: 88
Overall Rank
IBCD.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IBCD.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
IBCD.DE Omega Ratio Rank: 66
Omega Ratio Rank
IBCD.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IBCD.DE Martin Ratio Rank: 99
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3737
Overall Rank
LQD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQD Omega Ratio Rank: 3030
Omega Ratio Rank
LQD Calmar Ratio Rank: 5050
Calmar Ratio Rank
LQD Martin Ratio Rank: 3737
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.

IBCD.DE vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


IBCD.DELQDDifference

Sharpe ratio

Return per unit of total volatility

-0.25

-0.17

-0.08

Sortino ratio

Return per unit of downside risk

-0.26

-0.16

-0.10

Omega ratio

Gain probability vs. loss probability

0.96

0.98

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.10

-0.20

+0.09

Martin ratio

Return relative to average drawdown

-0.22

-0.40

+0.18

IBCD.DE vs. LQD - Sharpe Ratio Comparison

The current IBCD.DE Sharpe Ratio is -0.25, which is lower than the LQD Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of IBCD.DE and LQD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBCD.DELQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-0.17

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.06

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.26

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.44

-0.28

Correlation

The correlation between IBCD.DE and LQD is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBCD.DE vs. LQD - Dividend Comparison

IBCD.DE's dividend yield for the trailing twelve months is around 4.24%, less than LQD's 4.54% yield.


TTM20252024202320222021202020192018201720162015
IBCD.DE
iShares USD Corporate Bond UCITS ETF (Dist)
4.24%4.39%4.52%4.34%3.60%2.21%2.56%3.06%3.09%3.02%2.97%3.00%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.54%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Drawdowns

IBCD.DE vs. LQD - Drawdown Comparison

The maximum IBCD.DE drawdown since its inception was -41.86%, which is greater than LQD's maximum drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for IBCD.DE and LQD.


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Drawdown Indicators


IBCD.DELQDDifference

Max Drawdown

Largest peak-to-trough decline

-41.86%

-24.95%

-16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.01%

-3.37%

-4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-24.95%

+7.83%

Max Drawdown (10Y)

Largest decline over 10 years

-17.51%

-24.95%

+7.44%

Current Drawdown

Current decline from peak

-7.65%

-4.02%

-3.63%

Average Drawdown

Average peak-to-trough decline

-9.85%

-3.99%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

1.23%

+2.44%

Volatility

IBCD.DE vs. LQD - Volatility Comparison

The current volatility for iShares USD Corporate Bond UCITS ETF (Dist) (IBCD.DE) is 2.06%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 2.44%. This indicates that IBCD.DE experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCD.DELQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.44%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

4.97%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

9.41%

9.53%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.22%

9.58%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.10%

9.93%

-0.83%