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

Performance

LQDE.L vs. JIBG.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L). 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 JIBG.L is traded in GBP. To make them comparable, the JIBG.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 0.60% return, which is significantly lower than JIBG.L's 1.12% return.


LQDE.L

1D
-0.15%
1M
1.05%
YTD
0.60%
6M
1.11%
1Y
5.34%
3Y*
4.98%
5Y*
-0.12%
10Y*
2.44%

JIBG.L

1D
0.50%
1M
1.02%
YTD
1.12%
6M
1.50%
1Y
5.51%
3Y*
5.37%
5Y*
0.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
LQDE.L
iShares $ Corp Bond UCITS ETF USD Distributing
0.60%8.09%1.06%9.14%-17.81%-2.04%3.50%
JIBG.L
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
1.12%8.07%2.23%7.70%-15.78%-1.55%-20.78%

Correlation

The correlation between LQDE.L and JIBG.L is 0.62, 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

0.62

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

0.75

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

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2020

0.75

The correlation between LQDE.L and JIBG.L shifts across timeframes, from 0.62 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LQDE.L vs. JIBG.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: 2929
Overall Rank
LQDE.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LQDE.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
LQDE.L Omega Ratio Rank: 2525
Omega Ratio Rank
LQDE.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
LQDE.L Martin Ratio Rank: 3232
Martin Ratio Rank

JIBG.L
JIBG.L Risk / Return Rank: 4646
Overall Rank
JIBG.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JIBG.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
JIBG.L Omega Ratio Rank: 4848
Omega Ratio Rank
JIBG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
JIBG.L Martin Ratio Rank: 3535
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. JIBG.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 JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LQDE.LJIBG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.17

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.66

1.73

-0.07

Martin ratioReturn relative to average drawdown

4.45

5.27

-0.82

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

The current LQDE.L Sharpe Ratio is 0.93, which is comparable to the JIBG.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of LQDE.L and JIBG.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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Drawdowns

LQDE.L vs. JIBG.L - Drawdown Comparison

The maximum LQDE.L drawdown since its inception was -29.86%, smaller than the maximum JIBG.L drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for LQDE.L and JIBG.L.


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Drawdown Indicators


LQDE.LJIBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.86%

-38.50%

+8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-3.28%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-7.93%

-6.49%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-22.12%

-2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-25.38%

Current Drawdown

Current decline from peak

-3.42%

-20.98%

+17.56%

Average Drawdown

Average peak-to-trough decline

-4.77%

-27.26%

+22.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.08%

+0.12%

Volatility

LQDE.L vs. JIBG.L - Volatility Comparison

The current volatility for iShares $ Corp Bond UCITS ETF USD Distributing (LQDE.L) is 1.60%, while JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF (JIBG.L) has a volatility of 1.80%. This indicates that LQDE.L experiences smaller price fluctuations and is considered to be less risky than JIBG.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.LJIBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.80%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

4.25%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

5.47%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.45%

8.41%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

12.32%

-3.65%

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

LQDE.L has a 0.20% expense ratio, which is higher than JIBG.L's 0.19% 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

LQDE.L vs. JIBG.L - Dividend Comparison

LQDE.L's dividend yield for the trailing twelve months is around 4.98%, less than JIBG.L's 5.13% yield.


PositionTTM20252024202320222021202020192018201720162015
JIBG.L
JPMorgan USD Corporate Bond Research Enhanced Index (ESG) UCITS ETF
5.13%4.93%5.37%4.10%3.94%6.87%0.10%0.00%0.00%0.00%0.00%0.00%
LQDE.L
iShares $ Corp Bond UCITS ETF USD Distributing
4.98%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 JIBG.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JIBG.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JIBG.L is cheaper with a 0.19% expense ratio, compared with 0.20% for LQDE.L.

LQDE.L tracks Morningstar US Corporate Bond TR USD, while JIBG.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for LQDE.L and 0.19% for JIBG.L.

Portfolio Optimizer

Find the right allocation for LQDE.L and JIBG.L

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