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

Performance

LQDS.L vs. VUCP.L - 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 Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LQDS.L is traded in GBp, while VUCP.L is traded in GBP. To make them comparable, the VUCP.L 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 0.31% return, which is significantly higher than VUCP.L's 0.04% return.


LQDS.L

1D
0.29%
1M
1.35%
YTD
0.31%
6M
-0.20%
1Y
6.56%
3Y*
2.28%
5Y*
1.06%
10Y*

VUCP.L

1D
0.29%
1M
1.42%
YTD
0.04%
6M
-0.47%
1Y
5.40%
3Y*
1.87%
5Y*
1.01%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDS.L vs. VUCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQDS.L
iShares USD Corporate Bond UCITS ETF (Dist)
0.31%0.56%2.80%3.05%-7.97%-0.39%6.90%14.25%1.50%-2.69%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
0.04%-0.91%4.32%1.29%-5.38%-0.63%4.96%10.22%2.22%-3.67%

Correlation

The correlation between LQDS.L and VUCP.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2016

0.96

The correlation between LQDS.L and VUCP.L has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

LQDS.L vs. VUCP.L — 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: 2727
Overall Rank
LQDS.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LQDS.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
LQDS.L Omega Ratio Rank: 2626
Omega Ratio Rank
LQDS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
LQDS.L Martin Ratio Rank: 2525
Martin Ratio Rank

VUCP.L
VUCP.L Risk / Return Rank: 2424
Overall Rank
VUCP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VUCP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
VUCP.L Omega Ratio Rank: 2424
Omega Ratio Rank
VUCP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
VUCP.L Martin Ratio Rank: 2121
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. VUCP.L - 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 Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.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.


LQDS.LVUCP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.33

1.08

+0.26

Martin ratioReturn relative to average drawdown

3.22

2.44

+0.79

LQDS.L vs. VUCP.L - Sharpe Ratio Comparison

The current LQDS.L Sharpe Ratio is 0.99, which is comparable to the VUCP.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LQDS.L and VUCP.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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Sharpe Ratios by Period


LQDS.LVUCP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.90

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.12

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.27

-0.05

Drawdowns

LQDS.L vs. VUCP.L - Drawdown Comparison

The maximum LQDS.L drawdown since its inception was -19.03%, which is greater than VUCP.L's maximum drawdown of -16.84%. Use the drawdown chart below to compare losses from any high point for LQDS.L and VUCP.L.


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Drawdown Indicators


LQDS.LVUCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.03%

-16.84%

-2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.90%

-5.00%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-8.84%

-9.00%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-15.27%

-13.14%

-2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-16.84%

Current Drawdown

Current decline from peak

-8.43%

-7.67%

-0.76%

Average Drawdown

Average peak-to-trough decline

-8.64%

-7.67%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.21%

-0.18%

Volatility

LQDS.L vs. VUCP.L - Volatility Comparison

iShares USD Corporate Bond UCITS ETF (Dist) (LQDS.L) has a higher volatility of 1.71% compared to Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.L) at 1.62%. This indicates that LQDS.L's price experiences larger fluctuations and is considered to be riskier than VUCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDS.LVUCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.62%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.86%

4.46%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

5.99%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.43%

8.51%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.10%

9.92%

+0.18%

LQDS.L vs. VUCP.L - Expense Ratio Comparison

LQDS.L has a 0.20% expense ratio, which is higher than VUCP.L's 0.09% 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

LQDS.L vs. VUCP.L - Dividend Comparison

LQDS.L's dividend yield for the trailing twelve months is around 4.93%, more than VUCP.L's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
LQDS.L
iShares USD Corporate Bond UCITS ETF (Dist)
4.93%4.92%4.91%4.66%3.68%2.63%2.95%3.51%3.57%3.39%1.64%
VUCP.L
Vanguard USD Corporate Bond UCITS ETF Distributing
3.85%4.02%4.73%3.57%2.79%1.85%2.36%2.64%2.58%2.57%1.73%

Frequently Asked Questions


With a correlation of 0.92, LQDS.L and VUCP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUCP.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUCP.L is cheaper with a 0.09% expense ratio, compared with 0.20% for LQDS.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for LQDS.L and 0.09% for VUCP.L.

Portfolio Optimizer

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