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LQDH.L vs. CRPU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDH.L vs. CRPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) and iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.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, LQDH.L achieves a 2.46% return, which is significantly higher than CRPU.L's 0.48% return.


LQDH.L

1D
0.07%
1M
-0.21%
6M
2.01%
YTD
2.46%
1Y
4.61%
3Y*
7.42%
5Y*
5.37%
10Y*
4.41%

CRPU.L

1D
0.00%
1M
-0.48%
6M
0.32%
YTD
0.48%
1Y
4.17%
3Y*
5.25%
5Y*
0.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDH.L vs. CRPU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
2.46%4.93%8.27%11.54%0.28%0.92%0.77%10.76%-2.64%2.32%
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.48%6.51%3.91%8.70%-14.11%-1.15%7.74%12.74%-1.42%1.56%

Correlation

The correlation between LQDH.L and CRPU.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.12

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

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2017

0.15

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Return for Risk

LQDH.L vs. CRPU.L — Risk / Return Rank

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

LQDH.L
LQDH.L Risk / Return Rank: 6767
Overall Rank
LQDH.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LQDH.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
LQDH.L Omega Ratio Rank: 5252
Omega Ratio Rank
LQDH.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LQDH.L Martin Ratio Rank: 8080
Martin Ratio Rank

CRPU.L
CRPU.L Risk / Return Rank: 3535
Overall Rank
CRPU.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CRPU.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
CRPU.L Omega Ratio Rank: 3333
Omega Ratio Rank
CRPU.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
CRPU.L Martin Ratio Rank: 3838
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.

LQDH.L vs. CRPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) and iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.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.


LQDH.LCRPU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.25

1.18

+0.06

Calmar ratioReturn relative to maximum drawdown

3.30

1.45

+1.84

Martin ratioReturn relative to average drawdown

11.26

4.68

+6.58

LQDH.L vs. CRPU.L - Sharpe Ratio Comparison

The current LQDH.L Sharpe Ratio is 1.44, which is higher than the CRPU.L Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of LQDH.L and CRPU.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

LQDH.L vs. CRPU.L - Drawdown Comparison

The maximum LQDH.L drawdown since its inception was -23.77%, which is greater than CRPU.L's maximum drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for LQDH.L and CRPU.L.


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Drawdown Indicators


LQDH.LCRPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-19.78%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-2.85%

+1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-2.81%

-4.29%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

-19.78%

+13.36%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

Current Drawdown

Current decline from peak

-0.34%

-0.95%

+0.61%

Average Drawdown

Average peak-to-trough decline

-1.46%

-4.46%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.89%

-0.48%

Volatility

LQDH.L vs. CRPU.L - Volatility Comparison

The current volatility for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) is 0.84%, while iShares Global Corporate Bond USD Hedged UCITS ETF (CRPU.L) has a volatility of 1.21%. This indicates that LQDH.L experiences smaller price fluctuations and is considered to be less risky than CRPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDH.LCRPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.21%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

3.26%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

4.09%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

5.98%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.41%

5.62%

+0.79%

LQDH.L vs. CRPU.L - Expense Ratio Comparison

Both LQDH.L and CRPU.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LQDH.L vs. CRPU.L - Dividend Comparison

LQDH.L's dividend yield for the trailing twelve months is around 4.33%, while CRPU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRPU.L
iShares Global Corporate Bond USD Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.33%4.66%5.52%4.83%2.07%1.55%2.45%3.52%2.87%2.14%2.46%3.25%

Frequently Asked Questions


LQDH.L and CRPU.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LQDH.L and CRPU.L have the same expense ratio: 0.25% per year.

LQDH.L tracks IBOXX US Dollar Liquid Investment Grade IR Hedged Index (USD), while CRPU.L tracks Bloomberg Gbl Agg Corp 0901 TR Hdg USD.

Portfolio Optimizer

Find the right allocation for LQDH.L and CRPU.L

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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