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

Performance

PUIP.L vs. LQEE.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, PUIP.L achieves a -0.60% return, which is significantly higher than LQEE.L's -4.05% return.


PUIP.L

1D
0.01%
1M
-0.99%
6M
-0.46%
YTD
-0.60%
1Y
3.58%
3Y*
4.25%
5Y*
-0.67%
10Y*

LQEE.L

1D
0.40%
1M
-2.72%
6M
-3.27%
YTD
-4.05%
1Y
0.44%
3Y*
1.82%
5Y*
-2.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%
LQEE.L
iShares $ Corp Bond UCITS ETF EUR Hedged (Dist)
-4.05%11.37%-5.20%4.03%-15.88%-8.51%14.94%-0.64%

Correlation

The correlation between PUIP.L and LQEE.L is 0.79, 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

0.79

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

0.82

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

0.79

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

0.74

The correlation between PUIP.L and LQEE.L has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

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Return for Risk

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

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

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

LQEE.L
LQEE.L Risk / Return Rank: 1717
Overall Rank
LQEE.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LQEE.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
LQEE.L Omega Ratio Rank: 1515
Omega Ratio Rank
LQEE.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
LQEE.L Martin Ratio Rank: 1919
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.

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

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


PUIP.LLQEE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.14

1.02

+0.13

Calmar ratioReturn relative to maximum drawdown

1.27

0.07

+1.20

Martin ratioReturn relative to average drawdown

3.81

0.17

+3.64

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

The current PUIP.L Sharpe Ratio is 0.82, which is higher than the LQEE.L Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of PUIP.L and LQEE.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

PUIP.L vs. LQEE.L - Drawdown Comparison

The maximum PUIP.L drawdown since its inception was -22.48%, smaller than the maximum LQEE.L drawdown of -30.35%. Use the drawdown chart below to compare losses from any high point for PUIP.L and LQEE.L.


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Drawdown Indicators


PUIP.LLQEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-30.35%

+7.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.98%

-6.34%

+3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-5.86%

-8.18%

+2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.43%

-25.78%

+3.35%

Current Drawdown

Current decline from peak

-4.38%

-20.34%

+15.96%

Average Drawdown

Average peak-to-trough decline

-8.30%

-14.04%

+5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.62%

-1.62%

Volatility

PUIP.L vs. LQEE.L - Volatility Comparison

The current volatility for Invesco USD IG Corporate Bond ESG Climate Transition UCITS ETF GBP Hedged (Dist) (PUIP.L) is 1.09%, while iShares $ Corp Bond UCITS ETF EUR Hedged (Dist) (LQEE.L) has a volatility of 1.88%. This indicates that PUIP.L experiences smaller price fluctuations and is considered to be less risky than LQEE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUIP.LLQEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.88%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

3.58%

5.09%

-1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.63%

7.12%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

9.67%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.99%

10.25%

-2.26%

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

PUIP.L has a 0.12% expense ratio, which is lower than LQEE.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PUIP.L vs. LQEE.L - Dividend Comparison

PUIP.L's dividend yield for the trailing twelve months is around 4.99%, which matches LQEE.L's 5.02% yield.


PositionTTM202520242023202220212020201920182017
LQEE.L
iShares $ Corp Bond UCITS ETF EUR Hedged (Dist)
5.02%4.75%5.02%4.58%3.79%2.69%2.69%3.45%3.76%0.65%
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%0.00%

Frequently Asked Questions


PUIP.L and LQEE.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 LQEE.L.

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

Portfolio Optimizer

Find the right allocation for PUIP.L and LQEE.L

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