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LQGH.L vs. PUIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQGH.L vs. PUIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Corp Bond UCITS ETF GBP Hedged (Dist) (LQGH.L) and Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist) (PUIP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LQGH.L is traded in GBP, while PUIP.L is traded in GBp. To make them comparable, the PUIP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, LQGH.L achieves a -0.88% return, which is significantly lower than PUIP.L's -0.60% return.


LQGH.L

1D
0.24%
1M
-1.16%
6M
-0.41%
YTD
-0.88%
1Y
3.71%
3Y*
3.84%
5Y*
-1.35%
10Y*

PUIP.L

1D
0.01%
1M
-0.99%
6M
-0.46%
YTD
-0.60%
1Y
3.58%
3Y*
4.25%
5Y*
-0.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQGH.L vs. PUIP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LQGH.L
iShares $ Corp Bond UCITS ETF GBP Hedged (Dist)
-0.88%7.39%1.02%7.48%-18.79%-1.87%8.22%1.16%
PUIP.L
Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist)
-0.60%7.40%1.97%6.75%-16.40%-1.56%7.62%0.89%

Correlation

The correlation between LQGH.L and PUIP.L is 0.91, 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

0.91

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.93

The correlation between LQGH.L and PUIP.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

LQGH.L vs. PUIP.L — Risk / Return Rank

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

LQGH.L
LQGH.L Risk / Return Rank: 2525
Overall Rank
LQGH.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LQGH.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
LQGH.L Omega Ratio Rank: 2222
Omega Ratio Rank
LQGH.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
LQGH.L Martin Ratio Rank: 2828
Martin Ratio Rank

PUIP.L
PUIP.L Risk / Return Rank: 3030
Overall Rank
PUIP.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PUIP.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
PUIP.L Omega Ratio Rank: 2727
Omega Ratio Rank
PUIP.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
PUIP.L Martin Ratio Rank: 3434
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.

LQGH.L vs. PUIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond UCITS ETF GBP Hedged (Dist) (LQGH.L) and Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist) (PUIP.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.


LQGH.LPUIP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.03

Calmar ratioReturn relative to maximum drawdown

1.07

1.27

-0.20

Martin ratioReturn relative to average drawdown

2.84

3.81

-0.97

LQGH.L vs. PUIP.L - Sharpe Ratio Comparison

The current LQGH.L Sharpe Ratio is 0.62, which is comparable to the PUIP.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of LQGH.L and PUIP.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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Drawdowns

LQGH.L vs. PUIP.L - Drawdown Comparison

The maximum LQGH.L drawdown since its inception was -25.71%, which is greater than PUIP.L's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for LQGH.L and PUIP.L.


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Drawdown Indicators


LQGH.LPUIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-22.48%

-3.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-2.98%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-7.99%

-5.86%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-22.43%

-3.18%

Current Drawdown

Current decline from peak

-7.89%

-4.38%

-3.51%

Average Drawdown

Average peak-to-trough decline

-8.50%

-8.30%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.00%

+0.30%

Volatility

LQGH.L vs. PUIP.L - Volatility Comparison

iShares $ Corp Bond UCITS ETF GBP Hedged (Dist) (LQGH.L) has a higher volatility of 1.39% compared to Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist) (PUIP.L) at 1.09%. This indicates that LQGH.L's price experiences larger fluctuations and is considered to be riskier than PUIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQGH.LPUIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

1.09%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

3.58%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

4.63%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.68%

7.08%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.84%

7.99%

+0.85%

LQGH.L vs. PUIP.L - Expense Ratio Comparison

LQGH.L has a 0.25% expense ratio, which is higher than PUIP.L'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

LQGH.L vs. PUIP.L - Dividend Comparison

LQGH.L's dividend yield for the trailing twelve months is around 4.97%, which matches PUIP.L's 4.99% yield.


PositionTTM20252024202320222021202020192018
LQGH.L
iShares $ Corp Bond UCITS ETF GBP Hedged (Dist)
4.97%4.72%4.91%4.53%3.77%2.65%2.74%3.40%2.64%
PUIP.L
Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist)
4.99%4.72%4.73%4.00%2.99%2.31%2.85%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, LQGH.L and PUIP.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, PUIP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PUIP.L is cheaper with a 0.12% expense ratio, compared with 0.25% for LQGH.L.

LQGH.L is categorized as Global Corporate Bonds, while PUIP.L is Sustainable Bonds. LQGH.L tracks Markit iBoxx USD Liquid Investment Grade Index, while PUIP.L tracks Bloomberg MSCI USD Liquid Corporate Climate Transition ESG Bond Index (CTB) (USD). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for LQGH.L and 0.12% for PUIP.L.

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