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LQDE.L vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDE.L vs. IUS7.DE - 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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LQDE.L is traded in USD, while IUS7.DE is traded in EUR. To make them comparable, the IUS7.DE 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 0.16% return, which is significantly lower than IUS7.DE's 1.78% return. Over the past 10 years, LQDE.L has underperformed IUS7.DE with an annualized return of 2.55%, while IUS7.DE has yielded a comparatively higher 3.31% annualized return.


LQDE.L

1D
0.48%
1M
0.19%
YTD
0.16%
6M
0.75%
1Y
5.80%
3Y*
5.02%
5Y*
0.00%
10Y*
2.55%

IUS7.DE

1D
0.26%
1M
0.91%
YTD
1.78%
6M
2.44%
1Y
11.19%
3Y*
9.66%
5Y*
1.91%
10Y*
3.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDE.L vs. IUS7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQDE.L
iShares $ Corp Bond UCITS ETF USD Distributing
0.16%8.09%1.06%9.14%-17.80%-2.04%10.98%17.87%-3.94%6.81%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
1.77%14.18%5.35%10.14%-17.94%-2.59%5.35%16.28%-5.81%10.28%

Correlation

The correlation between LQDE.L and IUS7.DE is 0.59, 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

0.59

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

0.68

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

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2009

0.37

Over the past year, LQDE.L and IUS7.DE have become more correlated (0.59) than their long-term average of 0.37, meaning their price movements have been converging.

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Return for Risk

LQDE.L vs. IUS7.DE — 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: 3030
Overall Rank
LQDE.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LQDE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
LQDE.L Omega Ratio Rank: 2626
Omega Ratio Rank
LQDE.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
LQDE.L Martin Ratio Rank: 3333
Martin Ratio Rank

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
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. IUS7.DE - 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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). 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.LIUS7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratioReturn relative to maximum drawdown

1.73

2.42

-0.69

Martin ratioReturn relative to average drawdown

4.78

10.23

-5.45

LQDE.L vs. IUS7.DE - Sharpe Ratio Comparison

The current LQDE.L Sharpe Ratio is 0.97, which is lower than the IUS7.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of LQDE.L and IUS7.DE, 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


LQDE.LIUS7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.86

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.20

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.29

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.57

-0.16

Drawdowns

LQDE.L vs. IUS7.DE - Drawdown Comparison

The maximum LQDE.L drawdown since its inception was -32.12%, which is greater than IUS7.DE's maximum drawdown of -28.54%. Use the drawdown chart below to compare losses from any high point for LQDE.L and IUS7.DE.


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Drawdown Indicators


LQDE.LIUS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.12%

-28.54%

-3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-4.61%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-7.93%

-7.49%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-28.54%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-25.38%

-28.54%

+3.16%

Current Drawdown

Current decline from peak

-3.85%

-0.18%

-3.67%

Average Drawdown

Average peak-to-trough decline

-4.70%

-4.89%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.09%

+0.07%

Volatility

LQDE.L vs. IUS7.DE - Volatility Comparison

iShares $ Corp Bond UCITS ETF USD Distributing (LQDE.L) has a higher volatility of 2.09% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) at 1.80%. This indicates that LQDE.L's price experiences larger fluctuations and is considered to be riskier than IUS7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDE.LIUS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.80%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

4.36%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

6.01%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

9.24%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

11.31%

-2.64%

LQDE.L vs. IUS7.DE - Expense Ratio Comparison

LQDE.L has a 0.20% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.


Dividends

LQDE.L vs. IUS7.DE - Dividend Comparison

LQDE.L's dividend yield for the trailing twelve months is around 4.95%, less than IUS7.DE's 5.80% yield.


PositionTTM20252024202320222021202020192018201720162015
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%
LQDE.L
iShares $ Corp Bond UCITS ETF USD Distributing
4.95%4.89%5.02%4.58%3.74%2.68%2.77%3.42%3.69%3.25%3.40%3.36%

Frequently Asked Questions


LQDE.L and IUS7.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQDE.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQDE.L is cheaper with a 0.20% expense ratio, compared with 0.45% for IUS7.DE.

LQDE.L is categorized as Corporate Bonds, while IUS7.DE is Emerging Markets Bonds. LQDE.L tracks Morningstar US Corporate Bond TR USD, while IUS7.DE tracks JP Morgan EMBI Global Core. Their fees differ too: 0.20% for LQDE.L and 0.45% for IUS7.DE.

Portfolio Optimizer

Find the right allocation for LQDE.L and IUS7.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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