LQEE.L vs. SDIG.L
LQEE.L (iShares $ Corp Bond UCITS ETF EUR Hedged (Dist)) and SDIG.L (iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)) are both Global Bonds funds from iShares - LQEE.L tracks the iShares $ Corp Bond UCITS ETF EUR Hedged (Dist) while SDIG.L tracks the iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Both are passively managed. Over the past 5 years, LQEE.L returned -2.88%/yr vs 3.05%/yr for SDIG.L. At a 0.01 correlation, their price movements are largely independent. LQEE.L charges 0.25%/yr vs 0.20%/yr for SDIG.L.
Performance
LQEE.L vs. SDIG.L - Performance Comparison
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Different Trading Currencies
LQEE.L is traded in EUR, while SDIG.L is traded in USD. To make them comparable, the SDIG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LQEE.L achieves a -1.87% return, which is significantly lower than SDIG.L's 3.48% return.
LQEE.L
- 1D
- 0.01%
- 1M
- -1.49%
- 6M
- -1.87%
- YTD
- -1.87%
- 1Y
- 2.12%
- 3Y*
- 2.35%
- 5Y*
- -2.88%
- 10Y*
- —
SDIG.L
- 1D
- 0.00%
- 1M
- 1.18%
- 6M
- 2.53%
- YTD
- 3.48%
- 1Y
- 5.21%
- 3Y*
- 4.52%
- 5Y*
- 3.05%
- 10Y*
- 2.15%
LQEE.L vs. SDIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LQEE.L iShares $ Corp Bond UCITS ETF EUR Hedged (Dist) | -1.87% | 5.71% | -0.68% | 6.15% | -20.01% | -2.75% | 8.79% | 14.39% | -6.81% | 1.25% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 3.48% | -6.47% | 11.86% | 2.66% | 1.07% | 6.97% | -4.10% | 8.58% | 5.56% | -0.96% |
Correlation
The correlation between LQEE.L and SDIG.L is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2017 | 0.01 |
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Return for Risk
LQEE.L vs. SDIG.L — Risk / Return Rank
LQEE.L
SDIG.L
LQEE.L vs. SDIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond UCITS ETF EUR Hedged (Dist) (LQEE.L) and iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.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.
| LQEE.L | SDIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.17 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.47 | -0.89 |
| Martin ratioReturn relative to average drawdown | 1.39 | 4.19 | -2.79 |
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Drawdowns
LQEE.L vs. SDIG.L - Drawdown Comparison
The maximum LQEE.L drawdown since its inception was -27.52%, which is greater than SDIG.L's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for LQEE.L and SDIG.L.
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Drawdown Indicators
| LQEE.L | SDIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.52% | -15.68% | -11.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.71% | -3.72% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -8.17% | -10.31% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.05% | -11.30% | -15.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.68% | — |
Current DrawdownCurrent decline from peak | -15.14% | -4.14% | -11.00% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -4.72% | -5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.31% | +0.21% |
Volatility
LQEE.L vs. SDIG.L - Volatility Comparison
iShares $ Corp Bond UCITS ETF EUR Hedged (Dist) (LQEE.L) has a higher volatility of 1.28% compared to iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (SDIG.L) at 1.08%. This indicates that LQEE.L's price experiences larger fluctuations and is considered to be riskier than SDIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LQEE.L | SDIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 1.08% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 4.29% | 4.38% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.83% | 5.96% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.47% | 7.22% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.89% | 7.56% | +1.33% |
LQEE.L vs. SDIG.L - Expense Ratio Comparison
LQEE.L has a 0.25% expense ratio, which is higher than SDIG.L's 0.20% 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
LQEE.L vs. SDIG.L - Dividend Comparison
LQEE.L's dividend yield for the trailing twelve months is around 5.03%, more than SDIG.L's 4.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LQEE.L iShares $ Corp Bond UCITS ETF EUR Hedged (Dist) | 5.03% | 4.75% | 5.02% | 4.58% | 3.79% | 2.69% | 2.69% | 3.45% | 3.76% | 0.65% | 0.00% | 0.00% |
SDIG.L iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) | 4.40% | 4.32% | 4.03% | 3.11% | 1.85% | 1.49% | 2.12% | 2.63% | 2.29% | 1.84% | 1.75% | 1.43% |
Frequently Asked Questions
LQEE.L and SDIG.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDIG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDIG.L is cheaper with a 0.20% expense ratio, compared with 0.25% for LQEE.L.
LQEE.L tracks iShares $ Corp Bond UCITS ETF EUR Hedged (Dist), while SDIG.L tracks iShares $ Short Duration Corp Bond UCITS ETF USD (Dist). Their fees differ too: 0.25% for LQEE.L and 0.20% for SDIG.L.
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