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LWDB.L vs. IUKD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LWDB.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Law Debenture Corp (LWDB.L) and iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LWDB.L achieves a 16.15% return, which is significantly higher than IUKD.L's 7.22% return. Over the past 10 years, LWDB.L has outperformed IUKD.L with an annualized return of 13.98%, while IUKD.L has yielded a comparatively lower 7.03% annualized return.


LWDB.L

1D
-0.59%
1M
2.43%
YTD
16.15%
6M
19.11%
1Y
29.56%
3Y*
18.68%
5Y*
13.39%
10Y*
13.98%

IUKD.L

1D
0.49%
1M
0.08%
YTD
7.22%
6M
10.48%
1Y
24.39%
3Y*
18.89%
5Y*
11.88%
10Y*
7.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LWDB.L vs. IUKD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LWDB.L
Law Debenture Corp
16.15%22.22%15.92%8.07%0.40%20.31%13.89%24.59%-11.55%22.22%
IUKD.L
iShares UK Dividend UCITS ETF
7.22%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%

Correlation

The correlation between LWDB.L and IUKD.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.68

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2005

0.61

The correlation between LWDB.L and IUKD.L shifts across timeframes, from 0.61 (all time) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LWDB.L vs. IUKD.L — Risk / Return Rank

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

LWDB.L
LWDB.L Risk / Return Rank: 8383
Overall Rank
LWDB.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LWDB.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
LWDB.L Omega Ratio Rank: 8383
Omega Ratio Rank
LWDB.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
LWDB.L Martin Ratio Rank: 8585
Martin Ratio Rank

IUKD.L
IUKD.L Risk / Return Rank: 6161
Overall Rank
IUKD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 5353
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.

LWDB.L vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Law Debenture Corp (LWDB.L) and iShares UK Dividend UCITS ETF (IUKD.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.


LWDB.LIUKD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.33

1.41

-0.08

Calmar ratioReturn relative to maximum drawdown

2.23

2.48

-0.25

Martin ratioReturn relative to average drawdown

8.55

8.97

-0.42

LWDB.L vs. IUKD.L - Sharpe Ratio Comparison

The current LWDB.L Sharpe Ratio is 1.84, which is comparable to the IUKD.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of LWDB.L and IUKD.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


LWDB.LIUKD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.19

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.86

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.41

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.28

+0.01

Drawdowns

LWDB.L vs. IUKD.L - Drawdown Comparison

The maximum LWDB.L drawdown since its inception was -74.53%, which is greater than IUKD.L's maximum drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for LWDB.L and IUKD.L.


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Drawdown Indicators


LWDB.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.53%

-61.95%

-12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-9.92%

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-13.07%

-10.52%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-19.54%

-19.93%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-40.78%

-44.34%

+3.56%

Current Drawdown

Current decline from peak

-1.40%

-3.39%

+1.99%

Average Drawdown

Average peak-to-trough decline

-10.59%

-14.97%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.74%

+0.62%

Volatility

LWDB.L vs. IUKD.L - Volatility Comparison

Law Debenture Corp (LWDB.L) has a higher volatility of 4.06% compared to iShares UK Dividend UCITS ETF (IUKD.L) at 3.72%. This indicates that LWDB.L's price experiences larger fluctuations and is considered to be riskier than IUKD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LWDB.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

3.72%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

9.33%

+3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

11.21%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

13.84%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

17.22%

+4.51%

Dividends

LWDB.L vs. IUKD.L - Dividend Comparison

LWDB.L's dividend yield for the trailing twelve months is around 3.69%, less than IUKD.L's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
IUKD.L
iShares UK Dividend UCITS ETF
4.53%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%
LWDB.L
Law Debenture Corp
2.99%3.29%3.71%3.95%3.91%3.58%5.64%3.00%3.30%2.70%3.06%3.25%

Frequently Asked Questions


LWDB.L and IUKD.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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