LQDE.L vs. IUS7.DE
LQDE.L (iShares $ Corp Bond UCITS ETF USD Distributing) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both exchange-traded funds - LQDE.L is a Corporate Bonds fund tracking the Morningstar US Corporate Bond TR USD, while IUS7.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core. Both are passively managed. Over the past 10 years, LQDE.L returned 2.55%/yr vs 3.31%/yr for IUS7.DE. At a 0.37 correlation, their price movements are largely independent. LQDE.L charges 0.20%/yr vs 0.45%/yr for IUS7.DE.
Performance
LQDE.L vs. IUS7.DE - Performance Comparison
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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%
LQDE.L vs. IUS7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
LQDE.L
IUS7.DE
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.L | IUS7.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LQDE.L | IUS7.DE | Difference | |
|---|---|---|---|
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.L | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.85% | -0.18% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -4.89% | +0.19% |
Ulcer IndexDepth 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.L | IUS7.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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