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LDCU.L vs. FLOT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDCU.L vs. FLOT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and iShares $ Floating Rate Bond UCITS ETF USD (Dist) (FLOT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDCU.L achieves a 0.77% return, which is significantly lower than FLOT.L's 2.38% return.


LDCU.L

1D
-0.01%
1M
0.10%
6M
0.68%
YTD
0.77%
1Y
3.84%
3Y*
5.36%
5Y*
2.35%
10Y*
2.84%

FLOT.L

1D
0.00%
1M
0.40%
6M
2.18%
YTD
2.38%
1Y
4.77%
3Y*
5.63%
5Y*
4.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDCU.L vs. FLOT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LDCU.L
PIMCO US Low Duration Corporate Bond UCITS ETF Dist
0.77%6.55%5.24%6.22%-5.40%-0.40%4.56%7.02%1.00%0.78%
FLOT.L
iShares $ Floating Rate Bond UCITS ETF USD (Dist)
2.38%5.19%6.39%6.04%1.87%0.60%0.60%4.19%1.39%0.87%

Correlation

The correlation between LDCU.L and FLOT.L is -0.04, 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

-0.04

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

-0.00

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

0.01

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Return for Risk

LDCU.L vs. FLOT.L — Risk / Return Rank

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

LDCU.L
LDCU.L Risk / Return Rank: 5151
Overall Rank
LDCU.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LDCU.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
LDCU.L Omega Ratio Rank: 4949
Omega Ratio Rank
LDCU.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
LDCU.L Martin Ratio Rank: 4949
Martin Ratio Rank

FLOT.L
FLOT.L Risk / Return Rank: 9696
Overall Rank
FLOT.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLOT.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLOT.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLOT.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLOT.L Martin Ratio Rank: 9898
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.

LDCU.L vs. FLOT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) and iShares $ Floating Rate Bond UCITS ETF USD (Dist) (FLOT.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.


LDCU.LFLOT.LDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.25

1.64

-0.39

Calmar ratioReturn relative to maximum drawdown

1.81

23.83

-22.02

Martin ratioReturn relative to average drawdown

6.39

44.39

-38.00

LDCU.L vs. FLOT.L - Sharpe Ratio Comparison

The current LDCU.L Sharpe Ratio is 1.37, which is lower than the FLOT.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of LDCU.L and FLOT.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

LDCU.L vs. FLOT.L - Drawdown Comparison

The maximum LDCU.L drawdown since its inception was -9.42%, smaller than the maximum FLOT.L drawdown of -14.03%. Use the drawdown chart below to compare losses from any high point for LDCU.L and FLOT.L.


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Drawdown Indicators


LDCU.LFLOT.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.42%

-14.03%

+4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.10%

-0.20%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-2.10%

-2.53%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-9.42%

-2.53%

-6.89%

Max Drawdown (10Y)

Largest decline over 10 years

-9.42%

Current Drawdown

Current decline from peak

-0.33%

0.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.26%

-0.22%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.11%

+0.49%

Volatility

LDCU.L vs. FLOT.L - Volatility Comparison

The current volatility for PIMCO US Low Duration Corporate Bond UCITS ETF Dist (LDCU.L) is 0.47%, while iShares $ Floating Rate Bond UCITS ETF USD (Dist) (FLOT.L) has a volatility of 0.61%. This indicates that LDCU.L experiences smaller price fluctuations and is considered to be less risky than FLOT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDCU.LFLOT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

0.61%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

1.46%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

1.94%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.11%

2.90%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.69%

3.92%

-1.23%

LDCU.L vs. FLOT.L - Expense Ratio Comparison

LDCU.L has a 0.49% expense ratio, which is higher than FLOT.L's 0.10% expense ratio.


Dividends

LDCU.L vs. FLOT.L - Dividend Comparison

LDCU.L's dividend yield for the trailing twelve months is around 4.55%, less than FLOT.L's 4.68% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT.L
iShares $ Floating Rate Bond UCITS ETF USD (Dist)
4.68%5.02%6.05%5.50%1.45%0.60%1.59%2.91%2.21%0.46%0.00%0.00%
LDCU.L
PIMCO US Low Duration Corporate Bond UCITS ETF Dist
4.55%4.42%4.40%3.45%1.93%1.77%2.17%2.96%2.75%2.26%2.37%2.13%

Frequently Asked Questions


LDCU.L and FLOT.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLOT.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLOT.L is cheaper with a 0.10% expense ratio, compared with 0.49% for LDCU.L.

LDCU.L is categorized as Corporate Bonds, while FLOT.L is Ultra Short-Term Bonds. LDCU.L tracks Bloomberg US Corp 1-3 Yr TR USD, while FLOT.L tracks Bloomberg US Floating Rate Note <5 Years Index. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.49% for LDCU.L and 0.10% for FLOT.L.

Portfolio Optimizer

Find the right allocation for LDCU.L and FLOT.L

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