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

Performance

IEAH.L vs. HLQD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist) (IEAH.L) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEAH.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, IEAH.L achieves a -0.36% return, which is significantly lower than HLQD.L's 1.68% return.


IEAH.L

1D
-0.17%
1M
-0.36%
6M
-0.75%
YTD
-0.36%
1Y
1.69%
3Y*
5.52%
5Y*
0.94%
10Y*

HLQD.L

1D
0.00%
1M
-1.15%
6M
1.34%
YTD
1.68%
1Y
3.78%
3Y*
6.21%
5Y*
5.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IEAH.L
iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist)
-0.36%5.19%5.53%8.98%-12.43%-0.56%2.89%7.56%0.11%
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF
1.68%-2.05%10.04%5.59%12.35%2.21%-2.41%6.56%2.78%

Correlation

The correlation between IEAH.L and HLQD.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.11

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

-0.11

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

-0.02

The correlation between IEAH.L and HLQD.L shifts across timeframes, from -0.16 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IEAH.L
IEAH.L Risk / Return Rank: 1616
Overall Rank
IEAH.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IEAH.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
IEAH.L Omega Ratio Rank: 1717
Omega Ratio Rank
IEAH.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
IEAH.L Martin Ratio Rank: 1818
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist) (IEAH.L) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF (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.


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

-0.15

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.09

1.10

0.00

Calmar ratioReturn relative to maximum drawdown

0.48

0.91

-0.43

Martin ratioReturn relative to average drawdown

1.50

2.48

-0.98

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

The current IEAH.L Sharpe Ratio is 0.41, which is comparable to the HLQD.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IEAH.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

IEAH.L vs. HLQD.L - Drawdown Comparison

The maximum IEAH.L drawdown since its inception was -16.50%, roughly equal to the maximum HLQD.L drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for IEAH.L and HLQD.L.


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Drawdown Indicators


IEAH.LHLQD.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-15.87%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-4.24%

+1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-3.10%

-9.92%

+6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-16.50%

-11.10%

-5.40%

Current Drawdown

Current decline from peak

-0.75%

-3.28%

+2.53%

Average Drawdown

Average peak-to-trough decline

-3.60%

-4.62%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.56%

-0.56%

Volatility

IEAH.L vs. HLQD.L - Volatility Comparison

The current volatility for iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist) (IEAH.L) is 0.73%, while iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) has a volatility of 1.93%. This indicates that IEAH.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


IEAH.LHLQD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

1.93%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

5.24%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

6.96%

-3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.69%

8.75%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.02%

9.48%

-4.46%

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

Both IEAH.L and HLQD.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

IEAH.L vs. HLQD.L - Dividend Comparison

IEAH.L's dividend yield for the trailing twelve months is around 3.27%, while HLQD.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
IEAH.L
iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist)
3.27%3.23%3.27%2.42%0.77%0.75%0.78%1.04%0.31%

Frequently Asked Questions


IEAH.L and HLQD.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.

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

IEAH.L tracks iShares Core € Corp Bond UCITS ETF GBP Hedged (Dist), while HLQD.L tracks iShares $ Corp Bond Interest Rate Hedged UCITS ETF.

Portfolio Optimizer

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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