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LQDS.L vs. FCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQDS.L vs. FCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L) and Fidelity Corporate Bond ETF (FCOR). The values are adjusted to include any dividend payments, if applicable.

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LQDS.L vs. FCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQDS.L
iShares USD Corporate Bond UCITS ETF (Dist)
0.57%0.56%2.80%3.05%-7.97%-0.39%6.90%14.25%1.50%-2.69%
FCOR
Fidelity Corporate Bond ETF
1.36%0.20%4.81%3.50%-5.88%-0.71%8.12%10.50%2.71%-3.05%
Different Trading Currencies

LQDS.L is traded in GBp, while FCOR is traded in USD. To make them comparable, the FCOR values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LQDS.L achieves a 0.57% return, which is significantly lower than FCOR's 1.36% return.


LQDS.L

1D
-0.09%
1M
-0.38%
YTD
0.57%
6M
1.43%
1Y
1.82%
3Y*
2.01%
5Y*
0.91%
10Y*

FCOR

1D
-0.13%
1M
-0.41%
YTD
1.36%
6M
1.90%
1Y
2.24%
3Y*
2.67%
5Y*
1.71%
10Y*
3.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LQDS.L vs. FCOR - Expense Ratio Comparison

LQDS.L has a 0.20% expense ratio, which is lower than FCOR's 0.36% expense ratio.


Return for Risk

LQDS.L vs. FCOR — Risk / Return Rank

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

LQDS.L
LQDS.L Risk / Return Rank: 1616
Overall Rank
LQDS.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LQDS.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
LQDS.L Omega Ratio Rank: 1515
Omega Ratio Rank
LQDS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
LQDS.L Martin Ratio Rank: 1717
Martin Ratio Rank

FCOR
FCOR Risk / Return Rank: 4949
Overall Rank
FCOR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 4545
Sortino Ratio Rank
FCOR Omega Ratio Rank: 4242
Omega Ratio Rank
FCOR Calmar Ratio Rank: 6060
Calmar Ratio Rank
FCOR Martin Ratio Rank: 5050
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.

LQDS.L vs. FCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L) and Fidelity Corporate Bond ETF (FCOR). 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.


LQDS.LFCORDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.29

-0.07

Sortino ratio

Return per unit of downside risk

0.35

0.45

-0.10

Omega ratio

Gain probability vs. loss probability

1.05

1.06

-0.01

Calmar ratio

Return relative to maximum drawdown

0.34

0.39

-0.05

Martin ratio

Return relative to average drawdown

0.72

0.80

-0.08

LQDS.L vs. FCOR - Sharpe Ratio Comparison

The current LQDS.L Sharpe Ratio is 0.22, which is comparable to the FCOR Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of LQDS.L and FCOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LQDS.LFCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.29

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.19

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.45

-0.22

Correlation

The correlation between LQDS.L and FCOR is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LQDS.L vs. FCOR - Dividend Comparison

LQDS.L's dividend yield for the trailing twelve months is around 4.92%, more than FCOR's 4.51% yield.


TTM20252024202320222021202020192018201720162015
LQDS.L
iShares USD Corporate Bond UCITS ETF (Dist)
4.92%4.92%4.91%4.66%3.68%2.63%2.95%3.51%3.57%3.39%1.64%0.00%
FCOR
Fidelity Corporate Bond ETF
4.51%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%

Drawdowns

LQDS.L vs. FCOR - Drawdown Comparison

The maximum LQDS.L drawdown since its inception was -19.03%, which is greater than FCOR's maximum drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for LQDS.L and FCOR.


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Drawdown Indicators


LQDS.LFCORDifference

Max Drawdown

Largest peak-to-trough decline

-19.03%

-22.60%

+3.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-3.13%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-15.27%

-22.60%

+7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-22.60%

Current Drawdown

Current decline from peak

-8.19%

-1.93%

-6.26%

Average Drawdown

Average peak-to-trough decline

-8.63%

-4.78%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

1.00%

+2.00%

Volatility

LQDS.L vs. FCOR - Volatility Comparison

The current volatility for iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L) is 2.24%, while Fidelity Corporate Bond ETF (FCOR) has a volatility of 2.50%. This indicates that LQDS.L experiences smaller price fluctuations and is considered to be less risky than FCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDS.LFCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

2.50%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

4.94%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.18%

7.75%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.51%

9.14%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.16%

10.56%

-0.40%