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

Performance

LQD vs. LQDS.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LQD achieves a 0.46% return, which is significantly higher than LQDS.L's -0.21% return.


LQD

1D
-0.28%
1M
0.72%
YTD
0.46%
6M
-0.03%
1Y
6.08%
3Y*
4.95%
5Y*
-0.04%
10Y*
2.52%

LQDS.L

1D
-0.37%
1M
0.59%
YTD
-0.21%
6M
-0.11%
1Y
5.90%
3Y*
4.88%
5Y*
-0.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQD vs. LQDS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.46%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%
LQDS.L
iShares USD Corporate Bond UCITS ETF (Dist)
-0.21%8.15%1.08%8.49%-17.81%-1.30%10.17%18.83%-4.25%6.58%

Correlation

The correlation between LQD and LQDS.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.75

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

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2016

0.67

The correlation between LQD and LQDS.L has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

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Return for Risk

LQD vs. LQDS.L — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 3232
Overall Rank
LQD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2828
Omega Ratio Rank
LQD Calmar Ratio Rank: 3636
Calmar Ratio Rank
LQD Martin Ratio Rank: 3434
Martin Ratio Rank

LQDS.L
LQDS.L Risk / Return Rank: 2727
Overall Rank
LQDS.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LQDS.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
LQDS.L Omega Ratio Rank: 2626
Omega Ratio Rank
LQDS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
LQDS.L Martin Ratio Rank: 2525
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.

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

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


LQDLQDS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.20

1.15

+0.04

Calmar ratioReturn relative to maximum drawdown

1.83

1.57

+0.26

Martin ratioReturn relative to average drawdown

5.23

4.71

+0.52

LQD vs. LQDS.L - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 1.14, which is comparable to the LQDS.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of LQD and LQDS.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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Sharpe Ratios by Period


LQDLQDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.92

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.01

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.25

+0.28

Drawdowns

LQD vs. LQDS.L - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, roughly equal to the maximum LQDS.L drawdown of -24.96%. Use the drawdown chart below to compare losses from any high point for LQD and LQDS.L.


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Drawdown Indicators


LQDLQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-24.96%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-3.75%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

-8.03%

-0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-24.96%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-3.72%

-4.08%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.99%

-6.60%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.25%

-0.08%

Volatility

LQD vs. LQDS.L - Volatility Comparison

The current volatility for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) is 1.65%, while iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L) has a volatility of 1.96%. This indicates that LQD experiences smaller price fluctuations and is considered to be less risky than LQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDLQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.96%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

4.67%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

6.37%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

9.09%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

9.08%

-0.40%

LQD vs. LQDS.L - Expense Ratio Comparison

LQD has a 0.15% expense ratio, which is lower than LQDS.L's 0.20% 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

LQD vs. LQDS.L - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.57%, less than LQDS.L's 4.95% yield.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.57%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
LQDS.L
iShares USD Corporate Bond UCITS ETF (Dist)
4.95%4.92%4.91%4.66%3.68%2.63%2.95%3.51%3.57%3.39%1.64%0.00%

Frequently Asked Questions


LQD and LQDS.L have a correlation of 0.69, 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 LQDS.L.

LQD tracks iBoxx $ Liquid Investment Grade Index, while LQDS.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.15% for LQD and 0.20% for LQDS.L.

Portfolio Optimizer

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