PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LQDA.L vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LQDA.LVT
YTD Return2.59%19.63%
1Y Return11.95%30.97%
3Y Return (Ann)-2.76%5.98%
5Y Return (Ann)0.43%11.56%
Sharpe Ratio1.582.76
Sortino Ratio2.373.75
Omega Ratio1.291.50
Calmar Ratio0.663.44
Martin Ratio5.9518.15
Ulcer Index2.05%1.79%
Daily Std Dev7.72%11.77%
Max Drawdown-25.10%-50.27%
Current Drawdown-9.56%-0.16%

Correlation

-0.50.00.51.00.2

The correlation between LQDA.L and VT is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

LQDA.L vs. VT - Performance Comparison

In the year-to-date period, LQDA.L achieves a 2.59% return, which is significantly lower than VT's 19.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.94%
10.21%
LQDA.L
VT

Compare stocks, funds, or ETFs

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


LQDA.L vs. VT - Expense Ratio Comparison

LQDA.L has a 0.20% expense ratio, which is higher than VT's 0.07% 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%.


LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
Expense ratio chart for LQDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

LQDA.L vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) and Vanguard Total World Stock ETF (VT). 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.L
Sharpe ratio
The chart of Sharpe ratio for LQDA.L, currently valued at 1.31, compared to the broader market-2.000.002.004.006.001.31
Sortino ratio
The chart of Sortino ratio for LQDA.L, currently valued at 1.95, compared to the broader market0.005.0010.001.95
Omega ratio
The chart of Omega ratio for LQDA.L, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for LQDA.L, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.56
Martin ratio
The chart of Martin ratio for LQDA.L, currently valued at 4.77, compared to the broader market0.0020.0040.0060.0080.00100.004.77
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 2.37, compared to the broader market-2.000.002.004.006.002.37
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 3.22, compared to the broader market0.005.0010.003.22
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.43, compared to the broader market1.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 3.36, compared to the broader market0.005.0010.0015.003.36
Martin ratio
The chart of Martin ratio for VT, currently valued at 15.24, compared to the broader market0.0020.0040.0060.0080.00100.0015.24

LQDA.L vs. VT - Sharpe Ratio Comparison

The current LQDA.L Sharpe Ratio is 1.58, which is lower than the VT Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of LQDA.L and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.31
2.37
LQDA.L
VT

Dividends

LQDA.L vs. VT - Dividend Comparison

LQDA.L has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.


TTM20232022202120202019201820172016201520142013
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.82%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

LQDA.L vs. VT - Drawdown Comparison

The maximum LQDA.L drawdown since its inception was -25.10%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for LQDA.L and VT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.56%
-0.16%
LQDA.L
VT

Volatility

LQDA.L vs. VT - Volatility Comparison

The current volatility for iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) is 2.46%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.23%. This indicates that LQDA.L experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.46%
3.23%
LQDA.L
VT