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

Performance

LQDH.L vs. CYGB.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 China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LQDH.L is traded in USD, while CYGB.L is traded in GBP. To make them comparable, the CYGB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LQDH.L achieves a 2.29% return, which is significantly lower than CYGB.L's 4.04% return.


LQDH.L

1D
-0.21%
1M
-0.37%
6M
1.67%
YTD
2.29%
1Y
4.74%
3Y*
7.38%
5Y*
5.33%
10Y*
4.37%

CYGB.L

1D
0.00%
1M
1.54%
6M
3.81%
YTD
4.04%
1Y
4.68%
3Y*
7.94%
5Y*
5.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
2.29%4.93%8.27%11.54%0.28%1.07%
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
4.04%9.91%9.53%12.79%-8.81%-1.56%

Correlation

The correlation between LQDH.L and CYGB.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.04

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

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.14

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Return for Risk

LQDH.L vs. CYGB.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: 6262
Overall Rank
LQDH.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LQDH.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
LQDH.L Omega Ratio Rank: 4646
Omega Ratio Rank
LQDH.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
LQDH.L Martin Ratio Rank: 7676
Martin Ratio Rank

CYGB.L
CYGB.L Risk / Return Rank: 6464
Overall Rank
CYGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CYGB.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
CYGB.L Omega Ratio Rank: 5555
Omega Ratio Rank
CYGB.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CYGB.L Martin Ratio Rank: 7979
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. CYGB.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 China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.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.LCYGB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.25

1.11

+0.14

Calmar ratioReturn relative to maximum drawdown

3.29

1.08

+2.21

Martin ratioReturn relative to average drawdown

11.24

2.45

+8.79

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

The current LQDH.L Sharpe Ratio is 1.44, which is higher than the CYGB.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of LQDH.L and CYGB.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. CYGB.L - Drawdown Comparison

The maximum LQDH.L drawdown since its inception was -23.77%, which is greater than CYGB.L's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for LQDH.L and CYGB.L.


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Drawdown Indicators


LQDH.LCYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-22.10%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-4.04%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-2.81%

-6.72%

+3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

-21.63%

+15.21%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

Current Drawdown

Current decline from peak

-0.51%

0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-1.46%

-4.36%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

1.78%

-1.37%

Volatility

LQDH.L vs. CYGB.L - Volatility Comparison

The current volatility for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) is 0.93%, while iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) has a volatility of 1.98%. This indicates that LQDH.L experiences smaller price fluctuations and is considered to be less risky than CYGB.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.LCYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

1.98%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.21%

5.70%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

7.38%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

8.87%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.41%

8.74%

-2.33%

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

LQDH.L has a 0.25% expense ratio, which is lower than CYGB.L's 0.40% expense ratio.


Dividends

LQDH.L vs. CYGB.L - Dividend Comparison

LQDH.L's dividend yield for the trailing twelve months is around 4.34%, more than CYGB.L's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
1.70%1.84%2.13%2.38%2.68%2.21%0.00%0.00%0.00%0.00%0.00%0.00%
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.34%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 CYGB.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQDH.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQDH.L is cheaper with a 0.25% expense ratio, compared with 0.40% for CYGB.L.

LQDH.L is categorized as Global Bonds, while CYGB.L is Emerging Markets Bonds. LQDH.L tracks iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist), while CYGB.L tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.25% for LQDH.L and 0.40% for CYGB.L.

Portfolio Optimizer

Find the right allocation for LQDH.L and CYGB.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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