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LQDA.L vs. VDPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDA.L vs. VDPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LQDA.L achieves a 0.02% return, which is significantly lower than VDPG.L's 53.40% return.


LQDA.L

1D
0.38%
1M
0.35%
YTD
0.02%
6M
0.29%
1Y
5.53%
3Y*
5.02%
5Y*
-0.01%
10Y*

VDPG.L

1D
-1.09%
1M
14.05%
YTD
53.40%
6M
60.71%
1Y
89.22%
3Y*
29.63%
5Y*
12.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDA.L vs. VDPG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
0.02%8.01%1.25%8.99%-17.75%-1.66%10.56%2.06%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
53.40%40.43%-4.66%9.58%-12.38%1.02%19.10%8.68%

Correlation

The correlation between LQDA.L and VDPG.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.32

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.23

The correlation between LQDA.L and VDPG.L shifts across timeframes, from 0.23 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LQDA.L vs. VDPG.L — Risk / Return Rank

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

LQDA.L
LQDA.L Risk / Return Rank: 3030
Overall Rank
LQDA.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LQDA.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
LQDA.L Omega Ratio Rank: 2727
Omega Ratio Rank
LQDA.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQDA.L Martin Ratio Rank: 3232
Martin Ratio Rank

VDPG.L
VDPG.L Risk / Return Rank: 9595
Overall Rank
VDPG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9696
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9494
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.

LQDA.L vs. VDPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.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.


LQDA.LVDPG.LDifference
Sharpe ratioReturn per unit of total volatility

-3.10

Sortino ratioReturn per unit of downside risk

-3.44

Omega ratioGain probability vs. loss probability

1.18

1.70

-0.53

Calmar ratioReturn relative to maximum drawdown

1.66

6.01

-4.35

Martin ratioReturn relative to average drawdown

4.58

23.69

-19.11

LQDA.L vs. VDPG.L - Sharpe Ratio Comparison

The current LQDA.L Sharpe Ratio is 0.98, which is lower than the VDPG.L Sharpe Ratio of 4.07. The chart below compares the historical Sharpe Ratios of LQDA.L and VDPG.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


LQDA.LVDPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

4.07

-3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.66

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.73

-0.45

Drawdowns

LQDA.L vs. VDPG.L - Drawdown Comparison

The maximum LQDA.L drawdown since its inception was -25.10%, smaller than the maximum VDPG.L drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for LQDA.L and VDPG.L.


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Drawdown Indicators


LQDA.LVDPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.10%

-38.09%

+12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-15.14%

+11.82%

Max Drawdown (3Y)

Largest decline over 3 years

-7.86%

-19.89%

+12.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-32.15%

+7.05%

Current Drawdown

Current decline from peak

-3.58%

-1.09%

-2.49%

Average Drawdown

Average peak-to-trough decline

-6.81%

-10.80%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

3.85%

-2.65%

Volatility

LQDA.L vs. VDPG.L - Volatility Comparison

The current volatility for iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) is 2.23%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 11.07%. This indicates that LQDA.L experiences smaller price fluctuations and is considered to be less risky than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDA.LVDPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

11.07%

-8.84%

Volatility (6M)

Calculated over the trailing 6-month period

4.27%

19.70%

-15.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

22.33%

-16.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.47%

18.84%

-10.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.11%

20.97%

-11.86%

LQDA.L vs. VDPG.L - Expense Ratio Comparison

LQDA.L has a 0.20% expense ratio, which is higher than VDPG.L'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

LQDA.L vs. VDPG.L - Dividend Comparison

Neither LQDA.L nor VDPG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LQDA.L and VDPG.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VDPG.L is cheaper with a 0.15% expense ratio, compared with 0.20% for LQDA.L.

LQDA.L is categorized as Corporate Bonds, while VDPG.L is Asia Pacific Equities. LQDA.L tracks Bloomberg US Corp Bond TR USD, while VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for LQDA.L and 0.15% for VDPG.L.

Portfolio Optimizer

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