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IUVF.L vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUVF.L vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUVF.L is traded in GBp, while LQD is traded in USD. To make them comparable, the LQD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUVF.L achieves a 41.36% return, which is significantly higher than LQD's 1.43% return.


IUVF.L

1D
0.24%
1M
8.67%
YTD
41.36%
6M
41.69%
1Y
79.59%
3Y*
27.51%
5Y*
16.22%
10Y*

LQD

1D
0.64%
1M
1.89%
YTD
1.43%
6M
0.58%
1Y
7.00%
3Y*
2.80%
5Y*
0.84%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUVF.L vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUVF.L
iShares Edge MSCI USA Value Factor UCITS
41.36%23.92%8.23%8.28%-4.63%31.29%-4.75%22.11%-7.17%10.45%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
1.43%0.21%2.62%3.94%-8.16%-0.91%7.71%12.90%1.92%-2.20%

Correlation

The correlation between IUVF.L and LQD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.20

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2016

0.15

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Return for Risk

IUVF.L vs. LQD — Risk / Return Rank

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

IUVF.L
IUVF.L Risk / Return Rank: 9898
Overall Rank
IUVF.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IUVF.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IUVF.L Omega Ratio Rank: 9797
Omega Ratio Rank
IUVF.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
IUVF.L Martin Ratio Rank: 9898
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3737
Overall Rank
LQD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3636
Sortino Ratio Rank
LQD Omega Ratio Rank: 3333
Omega Ratio Rank
LQD Calmar Ratio Rank: 4343
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.

IUVF.L vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS (IUVF.L) 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.

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.


IUVF.LLQDDifference
Sharpe ratioReturn per unit of total volatility

+4.01

Sortino ratioReturn per unit of downside risk

+5.01

Omega ratioGain probability vs. loss probability

1.89

1.19

+0.69

Calmar ratioReturn relative to maximum drawdown

13.86

1.37

+12.50

Martin ratioReturn relative to average drawdown

50.37

3.38

+46.99

IUVF.L vs. LQD - Sharpe Ratio Comparison

The current IUVF.L Sharpe Ratio is 5.07, which is higher than the LQD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IUVF.L and LQD, 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

IUVF.L vs. LQD - Drawdown Comparison

The maximum IUVF.L drawdown since its inception was -31.83%, which is greater than LQD's maximum drawdown of -21.91%. Use the drawdown chart below to compare losses from any high point for IUVF.L and LQD.


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Drawdown Indicators


IUVF.LLQDDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-21.91%

-9.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.71%

-5.14%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-20.13%

-9.15%

-10.98%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-15.41%

-4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-18.79%

Current Drawdown

Current decline from peak

-4.52%

-7.55%

+3.03%

Average Drawdown

Average peak-to-trough decline

-5.52%

-6.51%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

2.08%

-0.50%

Volatility

IUVF.L vs. LQD - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS (IUVF.L) has a higher volatility of 7.07% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.68%. This indicates that IUVF.L's price experiences larger fluctuations and is considered to be riskier 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


IUVF.LLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

1.68%

+5.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

5.13%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

6.62%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

9.75%

+6.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

11.33%

+6.61%

IUVF.L vs. LQD - Expense Ratio Comparison

IUVF.L 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%.


Dividends

IUVF.L vs. LQD - Dividend Comparison

IUVF.L has not paid dividends to shareholders, while LQD's dividend yield for the trailing twelve months is around 4.55%.


PositionTTM20252024202320222021202020192018201720162015
IUVF.L
iShares Edge MSCI USA Value Factor UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.55%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


IUVF.L and LQD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQD is cheaper with a 0.15% expense ratio, compared with 0.20% for IUVF.L.

IUVF.L is categorized as Large Cap Value Equities, while LQD is Corporate Bonds. IUVF.L tracks Russell 1000 Value TR USD, while LQD tracks iBoxx $ Liquid Investment Grade Index. Their fees differ too: 0.20% for IUVF.L and 0.15% for LQD.

Portfolio Optimizer

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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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