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LQDE.L vs. ERNU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQDE.L vs. ERNU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Corp Bond UCITS ETF USD Distributing (LQDE.L) and iShares USD Ultrashort Bond UCITS ETF (ERNU.L). The values are adjusted to include any dividend payments, if applicable.

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LQDE.L vs. ERNU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQDE.L
iShares $ Corp Bond UCITS ETF USD Distributing
-0.93%8.09%1.06%9.14%-17.80%-2.04%10.98%17.87%-3.94%6.81%
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
0.76%4.91%5.60%4.92%1.32%0.60%0.83%3.85%1.88%1.18%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, LQDE.L achieves a -0.93% return, which is significantly lower than ERNU.L's 0.76% return. Both investments have delivered pretty close results over the past 10 years, with LQDE.L having a 2.60% annualized return and ERNU.L not far ahead at 2.64%.


LQDE.L

1D
0.55%
1M
-1.27%
YTD
-0.93%
6M
-0.15%
1Y
4.47%
3Y*
4.38%
5Y*
0.09%
10Y*
2.60%

ERNU.L

1D
-0.16%
1M
-0.19%
YTD
0.76%
6M
1.76%
1Y
4.20%
3Y*
5.29%
5Y*
3.58%
10Y*
2.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LQDE.L vs. ERNU.L - Expense Ratio Comparison

LQDE.L has a 0.20% expense ratio, which is higher than ERNU.L's 0.09% 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%.


Return for Risk

LQDE.L vs. ERNU.L — Risk / Return Rank

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

LQDE.L
LQDE.L Risk / Return Rank: 3131
Overall Rank
LQDE.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQDE.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
LQDE.L Omega Ratio Rank: 2828
Omega Ratio Rank
LQDE.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
LQDE.L Martin Ratio Rank: 3434
Martin Ratio Rank

ERNU.L
ERNU.L Risk / Return Rank: 1515
Overall Rank
ERNU.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ERNU.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
ERNU.L Omega Ratio Rank: 1313
Omega Ratio Rank
ERNU.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
ERNU.L Martin Ratio Rank: 1515
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.

LQDE.L vs. ERNU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond UCITS ETF USD Distributing (LQDE.L) and iShares USD Ultrashort Bond UCITS ETF (ERNU.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.


LQDE.LERNU.LDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.02

-0.38

Sortino ratio

Return per unit of downside risk

0.90

1.57

-0.68

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.97

4.10

-3.13

Martin ratio

Return relative to average drawdown

3.65

13.71

-10.06

LQDE.L vs. ERNU.L - Sharpe Ratio Comparison

The current LQDE.L Sharpe Ratio is 0.64, which is lower than the ERNU.L Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of LQDE.L and ERNU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LQDE.LERNU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.02

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.76

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.52

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.45

-0.05

Correlation

The correlation between LQDE.L and ERNU.L is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LQDE.L vs. ERNU.L - Dividend Comparison

LQDE.L's dividend yield for the trailing twelve months is around 5.00%, less than ERNU.L's 5.69% yield.


TTM20252024202320222021202020192018201720162015
LQDE.L
iShares $ Corp Bond UCITS ETF USD Distributing
5.00%4.89%5.02%4.58%3.74%2.68%2.77%3.42%3.69%3.25%3.40%3.36%
ERNU.L
iShares USD Ultrashort Bond UCITS ETF
5.69%4.68%5.45%5.00%1.55%0.48%1.65%2.77%2.17%1.43%0.93%0.70%

Drawdowns

LQDE.L vs. ERNU.L - Drawdown Comparison

The maximum LQDE.L drawdown since its inception was -32.12%, which is greater than ERNU.L's maximum drawdown of -8.13%. Use the drawdown chart below to compare losses from any high point for LQDE.L and ERNU.L.


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Drawdown Indicators


LQDE.LERNU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.12%

-14.92%

-17.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.72%

-6.01%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-14.92%

-10.19%

Max Drawdown (10Y)

Largest decline over 10 years

-25.38%

-14.92%

-10.46%

Current Drawdown

Current decline from peak

-4.89%

-3.97%

-0.92%

Average Drawdown

Average peak-to-trough decline

-4.70%

-5.82%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

3.18%

-1.93%

Volatility

LQDE.L vs. ERNU.L - Volatility Comparison

iShares $ Corp Bond UCITS ETF USD Distributing (LQDE.L) has a higher volatility of 2.31% compared to iShares USD Ultrashort Bond UCITS ETF (ERNU.L) at 1.66%. This indicates that LQDE.L's price experiences larger fluctuations and is considered to be riskier than ERNU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDE.LERNU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

1.66%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

3.80%

3.02%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.98%

4.09%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.40%

4.71%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.64%

5.08%

+3.56%