PortfoliosLab logoPortfoliosLab logo
ITPG.L vs. LQDH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITPG.L vs. LQDH.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

ITPG.L is traded in GBP, while LQDH.L is traded in USD. To make them comparable, the LQDH.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITPG.L achieves a 0.91% return, which is significantly lower than LQDH.L's 2.08% return.


ITPG.L

1D
-0.05%
1M
-0.47%
6M
0.29%
YTD
0.91%
1Y
3.55%
3Y*
3.38%
5Y*
-0.14%
10Y*

LQDH.L

1D
0.00%
1M
-1.03%
6M
1.27%
YTD
2.08%
1Y
3.85%
3Y*
6.24%
5Y*
5.74%
10Y*
4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITPG.L vs. LQDH.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ITPG.L
iShares $ TIPS UCITS ETF
0.91%6.20%1.89%2.58%-13.77%6.17%10.05%6.89%-1.16%
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
2.08%-2.55%10.16%5.96%12.21%1.87%-2.19%6.54%5.89%

Correlation

The correlation between ITPG.L and LQDH.L is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

-0.17

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

-0.21

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2018

-0.16

The correlation between ITPG.L and LQDH.L shifts across timeframes, from -0.21 (5 years) to -0.09 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ITPG.L vs. LQDH.L — Risk / Return Rank

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

ITPG.L
ITPG.L Risk / Return Rank: 3232
Overall Rank
ITPG.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ITPG.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
ITPG.L Omega Ratio Rank: 2525
Omega Ratio Rank
ITPG.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
ITPG.L Martin Ratio Rank: 3737
Martin Ratio Rank

LQDH.L
LQDH.L Risk / Return Rank: 6262
Overall Rank
LQDH.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LQDH.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
LQDH.L Omega Ratio Rank: 4646
Omega Ratio Rank
LQDH.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
LQDH.L Martin Ratio Rank: 7676
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.

ITPG.L vs. LQDH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF (ITPG.L) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.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.


ITPG.LLQDH.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.15

1.10

+0.05

Calmar ratioReturn relative to maximum drawdown

1.91

0.97

+0.94

Martin ratioReturn relative to average drawdown

4.63

2.61

+2.02

ITPG.L vs. LQDH.L - Sharpe Ratio Comparison

The current ITPG.L Sharpe Ratio is 0.80, which is higher than the LQDH.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ITPG.L and LQDH.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.


Loading charts...

Drawdowns

ITPG.L vs. LQDH.L - Drawdown Comparison

The maximum ITPG.L drawdown since its inception was -16.78%, smaller than the maximum LQDH.L drawdown of -17.83%. Use the drawdown chart below to compare losses from any high point for ITPG.L and LQDH.L.


Loading charts...

Drawdown Indicators


ITPG.LLQDH.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.78%

-17.83%

+1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.85%

-4.07%

+2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

-9.62%

+4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-16.78%

-10.90%

-5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-17.83%

Current Drawdown

Current decline from peak

-3.88%

-3.01%

-0.87%

Average Drawdown

Average peak-to-trough decline

-5.44%

-4.31%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

1.52%

-0.76%

Volatility

ITPG.L vs. LQDH.L - Volatility Comparison

The current volatility for iShares $ TIPS UCITS ETF (ITPG.L) is 1.00%, while iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) has a volatility of 1.74%. This indicates that ITPG.L experiences smaller price fluctuations and is considered to be less risky than LQDH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ITPG.LLQDH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.74%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

5.35%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

6.99%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

8.95%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

9.87%

-3.51%

ITPG.L vs. LQDH.L - Expense Ratio Comparison

ITPG.L has a 0.12% expense ratio, which is lower than LQDH.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ITPG.L vs. LQDH.L - Dividend Comparison

ITPG.L's dividend yield for the trailing twelve months is around 4.66%, more than LQDH.L's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
ITPG.L
iShares $ TIPS UCITS ETF
4.66%4.56%4.62%1.50%1.24%1.09%2.03%2.79%1.92%0.00%0.00%0.00%
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.34%4.66%5.52%4.83%2.07%1.55%2.45%3.52%2.87%2.14%2.46%3.25%

Frequently Asked Questions


ITPG.L and LQDH.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITPG.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITPG.L is cheaper with a 0.12% expense ratio, compared with 0.25% for LQDH.L.

ITPG.L tracks iShares $ TIPS UCITS ETF, while LQDH.L tracks iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist). Their fees differ too: 0.12% for ITPG.L and 0.25% for LQDH.L.

Portfolio Optimizer

Find the right allocation for ITPG.L and LQDH.L

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

Open Portfolio Optimizer