LWDB.L vs. IUKD.L
LWDB.L (Law Debenture Corp) is a stock, while IUKD.L (iShares UK Dividend UCITS ETF) is Dividend fund tracking the FTSE UK Dividend+ Index. Over the past 10 years, LWDB.L returned 13.98%/yr vs 7.03%/yr for IUKD.L. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
LWDB.L vs. IUKD.L - Performance Comparison
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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%
LWDB.L vs. IUKD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
LWDB.L
IUKD.L
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.L | IUKD.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LWDB.L | IUKD.L | Difference | |
|---|---|---|---|
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.L | IUKD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.40% | -3.39% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -14.97% | +4.38% |
Ulcer IndexDepth 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.L | IUKD.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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