LQDS.L vs. FCOR
Compare and contrast key facts about iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L) and Fidelity Corporate Bond ETF (FCOR).
LQDS.L and FCOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LQDS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Mar 15, 2003. FCOR is an actively managed fund by Fidelity. It was launched on Oct 6, 2014.
Performance
LQDS.L vs. FCOR - Performance Comparison
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LQDS.L vs. FCOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
LQDS.L
FCOR
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.L | FCOR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.29 | -0.07 |
Sortino ratioReturn per unit of downside risk | 0.35 | 0.45 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.06 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 0.39 | -0.05 |
Martin ratioReturn relative to average drawdown | 0.72 | 0.80 | -0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LQDS.L | FCOR | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.L | FCOR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.19% | -1.93% | -6.26% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -4.78% | -3.85% |
Ulcer IndexDepth 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.L | FCOR | Difference | |
|---|---|---|---|
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% |