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LQGH.L vs. V3GD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQGH.L vs. V3GD.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 Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.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 V3GD.L is traded in USD. To make them comparable, the V3GD.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 V3GD.L's 0.19% 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*

V3GD.L

1D
0.56%
1M
-2.29%
6M
-0.63%
YTD
0.19%
1Y
2.93%
3Y*
4.31%
5Y*
1.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQGH.L vs. V3GD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LQGH.L
iShares $ Corp Bond UCITS ETF GBP Hedged (Dist)
-0.88%7.39%1.02%7.48%-18.79%2.94%
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
0.19%-1.31%5.80%3.26%-3.14%6.64%

Correlation

The correlation between LQGH.L and V3GD.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.30

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

0.32

Correlation (All Time)
Calculated using the full available price history since May 20, 2021

0.32

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Return for Risk

LQGH.L vs. V3GD.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

V3GD.L
V3GD.L Risk / Return Rank: 3333
Overall Rank
V3GD.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
V3GD.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
V3GD.L Omega Ratio Rank: 3030
Omega Ratio Rank
V3GD.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
V3GD.L Martin Ratio Rank: 3838
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. V3GD.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 Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.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.LV3GD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.12

1.08

+0.03

Calmar ratioReturn relative to maximum drawdown

1.07

0.60

+0.47

Martin ratioReturn relative to average drawdown

2.84

1.44

+1.40

LQGH.L vs. V3GD.L - Sharpe Ratio Comparison

The current LQGH.L Sharpe Ratio is 0.62, which is higher than the V3GD.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of LQGH.L and V3GD.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. V3GD.L - Drawdown Comparison

The maximum LQGH.L drawdown since its inception was -25.71%, which is greater than V3GD.L's maximum drawdown of -13.75%. Use the drawdown chart below to compare losses from any high point for LQGH.L and V3GD.L.


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Drawdown Indicators


LQGH.LV3GD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.71%

-13.75%

-11.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-5.21%

+1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-7.99%

-8.71%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-13.75%

-11.86%

Current Drawdown

Current decline from peak

-7.89%

-3.38%

-4.51%

Average Drawdown

Average peak-to-trough decline

-8.50%

-5.16%

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

2.19%

-0.89%

Volatility

LQGH.L vs. V3GD.L - Volatility Comparison

The current volatility for iShares $ Corp Bond UCITS ETF GBP Hedged (Dist) (LQGH.L) is 1.39%, while Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) has a volatility of 2.20%. This indicates that LQGH.L experiences smaller price fluctuations and is considered to be less risky than V3GD.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.LV3GD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

2.20%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

5.52%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

6.84%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.68%

8.75%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.84%

8.72%

+0.12%

LQGH.L vs. V3GD.L - Expense Ratio Comparison

LQGH.L has a 0.25% expense ratio, which is higher than V3GD.L's 0.15% 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. V3GD.L - Dividend Comparison

LQGH.L's dividend yield for the trailing twelve months is around 4.97%, more than V3GD.L's 4.31% 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%
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
4.31%4.45%4.35%4.06%2.44%0.70%0.00%0.00%0.00%

Frequently Asked Questions


LQGH.L and V3GD.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3GD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3GD.L is cheaper with a 0.15% expense ratio, compared with 0.25% for LQGH.L.

LQGH.L tracks Markit iBoxx USD Liquid Investment Grade Index, while V3GD.L tracks Bloomberg Gbl Agg Corp 0901 TR Hdg USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for LQGH.L and 0.15% for V3GD.L.

Portfolio Optimizer

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