PortfoliosLab logoPortfoliosLab logo
LQDH vs. XGDU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDH vs. XGDU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and Xtrackers IE Physical Gold ETC Securities (XGDU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LQDH is traded in USD, while XGDU.DE is traded in EUR. To make them comparable, the XGDU.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LQDH achieves a 2.56% return, which is significantly higher than XGDU.DE's -4.16% return.


LQDH

1D
0.25%
1M
0.90%
YTD
2.56%
6M
3.25%
1Y
7.38%
3Y*
8.10%
5Y*
5.27%
10Y*
4.70%

XGDU.DE

1D
2.83%
1M
-10.19%
YTD
-4.16%
6M
-1.55%
1Y
24.26%
3Y*
29.29%
5Y*
17.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDH vs. XGDU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
2.56%7.00%7.43%11.14%-1.88%1.84%11.78%
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
-4.16%68.32%26.54%12.88%1.10%-4.39%1.50%

Correlation

The correlation between LQDH and XGDU.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.12

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

0.10

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2020

0.11

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LQDH vs. XGDU.DE — Risk / Return Rank

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

LQDH
LQDH Risk / Return Rank: 8585
Overall Rank
LQDH Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9393
Sortino Ratio Rank
LQDH Omega Ratio Rank: 9292
Omega Ratio Rank
LQDH Calmar Ratio Rank: 7272
Calmar Ratio Rank
LQDH Martin Ratio Rank: 8080
Martin Ratio Rank

XGDU.DE
XGDU.DE Risk / Return Rank: 2626
Overall Rank
XGDU.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XGDU.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
XGDU.DE Omega Ratio Rank: 3434
Omega Ratio Rank
XGDU.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XGDU.DE Martin Ratio Rank: 2424
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 vs. XGDU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and Xtrackers IE Physical Gold ETC Securities (XGDU.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.

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.


LQDHXGDU.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.54

1.19

+0.35

Calmar ratioReturn relative to maximum drawdown

3.16

1.07

+2.09

Martin ratioReturn relative to average drawdown

13.46

2.68

+10.78

LQDH vs. XGDU.DE - Sharpe Ratio Comparison

The current LQDH Sharpe Ratio is 2.73, which is higher than the XGDU.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of LQDH and XGDU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LQDH vs. XGDU.DE - Drawdown Comparison

The maximum LQDH drawdown since its inception was -24.63%, which is greater than XGDU.DE's maximum drawdown of -22.54%. Use the drawdown chart below to compare losses from any high point for LQDH and XGDU.DE.


Loading charts...

Drawdown Indicators


LQDHXGDU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-22.54%

-2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-22.54%

+20.20%

Max Drawdown (3Y)

Largest decline over 3 years

-4.86%

-22.54%

+17.68%

Max Drawdown (5Y)

Largest decline over 5 years

-7.08%

-22.54%

+15.46%

Max Drawdown (10Y)

Largest decline over 10 years

-24.63%

Current Drawdown

Current decline from peak

0.00%

-20.35%

+20.35%

Average Drawdown

Average peak-to-trough decline

-1.67%

-7.78%

+6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

9.02%

-8.47%

Volatility

LQDH vs. XGDU.DE - Volatility Comparison

The current volatility for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) is 0.46%, while Xtrackers IE Physical Gold ETC Securities (XGDU.DE) has a volatility of 7.54%. This indicates that LQDH experiences smaller price fluctuations and is considered to be less risky than XGDU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LQDHXGDU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

7.54%

-7.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

21.73%

-19.69%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

33.18%

-30.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

19.99%

-15.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

19.89%

-13.45%

LQDH vs. XGDU.DE - Expense Ratio Comparison

LQDH has a 0.25% expense ratio, which is higher than XGDU.DE's 0.12% 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

LQDH vs. XGDU.DE - Dividend Comparison

LQDH's dividend yield for the trailing twelve months is around 5.93%, while XGDU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.93%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%
XGDU.DE
Xtrackers IE Physical Gold ETC Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LQDH and XGDU.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGDU.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGDU.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for LQDH.

LQDH is categorized as Corporate Bonds, while XGDU.DE is Precious Metals. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for LQDH and 0.12% for XGDU.DE.

Portfolio Optimizer

Find the right allocation for LQDH and XGDU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer