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

Performance

LQDE.L vs. USDC.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 L&G USD Corporate Bond Screened UCITS ETF USD Distributing (USDC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LQDE.L achieves a -0.98% return, which is significantly higher than USDC.L's -2.18% return.


LQDE.L

1D
-0.17%
1M
-1.24%
6M
-1.08%
YTD
-0.98%
1Y
4.36%
3Y*
4.45%
5Y*
-0.71%
10Y*
2.12%

USDC.L

1D
-0.04%
1M
-0.61%
6M
0.19%
YTD
-2.18%
1Y
2.22%
3Y*
4.39%
5Y*
0.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
LQDE.L
iShares $ Corp Bond UCITS ETF USD Distributing
-0.98%8.09%1.06%9.14%-17.81%-0.53%
USDC.L
L&G USD Corporate Bond Screened UCITS ETF USD Distributing
-2.18%7.42%3.13%8.35%-13.91%-0.43%

Correlation

The correlation between LQDE.L and USDC.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

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

0.87

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2021

0.90

The correlation between LQDE.L and USDC.L has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

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Return for Risk

LQDE.L vs. USDC.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: 2727
Overall Rank
LQDE.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LQDE.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
LQDE.L Omega Ratio Rank: 2323
Omega Ratio Rank
LQDE.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
LQDE.L Martin Ratio Rank: 3131
Martin Ratio Rank

USDC.L
USDC.L Risk / Return Rank: 1515
Overall Rank
USDC.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
USDC.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
USDC.L Omega Ratio Rank: 1616
Omega Ratio Rank
USDC.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
USDC.L Martin Ratio Rank: 1616
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. USDC.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 L&G USD Corporate Bond Screened UCITS ETF USD Distributing (USDC.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.LUSDC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.13

1.08

+0.05

Calmar ratioReturn relative to maximum drawdown

1.35

0.45

+0.90

Martin ratioReturn relative to average drawdown

3.50

1.05

+2.45

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

The current LQDE.L Sharpe Ratio is 0.75, which is higher than the USDC.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of LQDE.L and USDC.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. USDC.L - Drawdown Comparison

The maximum LQDE.L drawdown since its inception was -29.86%, which is greater than USDC.L's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for LQDE.L and USDC.L.


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Drawdown Indicators


LQDE.LUSDC.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.86%

-20.07%

-9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-4.92%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-7.93%

-4.92%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-25.11%

-20.07%

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-25.38%

Current Drawdown

Current decline from peak

-4.94%

-2.94%

-2.00%

Average Drawdown

Average peak-to-trough decline

-4.78%

-6.75%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

2.12%

-0.88%

Volatility

LQDE.L vs. USDC.L - Volatility Comparison

iShares $ Corp Bond UCITS ETF USD Distributing (LQDE.L) has a higher volatility of 1.47% compared to L&G USD Corporate Bond Screened UCITS ETF USD Distributing (USDC.L) at 1.13%. This indicates that LQDE.L's price experiences larger fluctuations and is considered to be riskier than USDC.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.LUSDC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.13%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

3.80%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

5.76%

5.88%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.46%

6.28%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.67%

6.12%

+2.55%

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

LQDE.L has a 0.20% expense ratio, which is higher than USDC.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%.


Dividends

LQDE.L vs. USDC.L - Dividend Comparison

LQDE.L's dividend yield for the trailing twelve months is around 5.06%, more than USDC.L's 4.82% yield.


PositionTTM20252024202320222021202020192018201720162015
LQDE.L
iShares $ Corp Bond UCITS ETF USD Distributing
5.06%4.89%5.02%4.58%3.74%2.68%2.77%3.42%3.69%3.25%3.40%3.36%
USDC.L
L&G USD Corporate Bond Screened UCITS ETF USD Distributing
4.82%4.47%4.08%3.24%2.36%0.78%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LQDE.L and USDC.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USDC.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USDC.L is cheaper with a 0.09% expense ratio, compared with 0.20% for LQDE.L.

LQDE.L tracks Morningstar US Corporate Bond TR USD, while USDC.L tracks L&G USD Corporate Bond Screened UCITS ETF USD Distributing. They also come from different issuers: iShares and L&G. Their fees differ too: 0.20% for LQDE.L and 0.09% for USDC.L.

Portfolio Optimizer

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