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

Performance

V3GD.L vs. LQDH.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.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, V3GD.L achieves a 0.21% return, which is significantly lower than LQDH.L's 2.46% return.


V3GD.L

1D
0.11%
1M
-0.91%
6M
0.11%
YTD
0.21%
1Y
3.39%
3Y*
5.37%
5Y*
0.73%
10Y*

LQDH.L

1D
0.07%
1M
-0.21%
6M
2.01%
YTD
2.46%
1Y
4.61%
3Y*
7.42%
5Y*
5.37%
10Y*
4.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
V3GD.L
Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing
0.21%6.26%3.99%8.69%-13.43%1.71%
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
2.46%4.93%8.27%11.54%0.28%0.30%

Correlation

The correlation between V3GD.L and LQDH.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.13

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

0.15

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

0.15

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Return for Risk

V3GD.L vs. LQDH.L — Risk / Return Rank

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

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

LQDH.L
LQDH.L Risk / Return Rank: 6767
Overall Rank
LQDH.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LQDH.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
LQDH.L Omega Ratio Rank: 5252
Omega Ratio Rank
LQDH.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LQDH.L Martin Ratio Rank: 8080
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.

V3GD.L vs. LQDH.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.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.


V3GD.LLQDH.LDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratioReturn relative to maximum drawdown

1.39

3.30

-1.90

Martin ratioReturn relative to average drawdown

4.55

11.26

-6.71

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

The current V3GD.L Sharpe Ratio is 0.90, which is lower than the LQDH.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of V3GD.L and LQDH.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

V3GD.L vs. LQDH.L - Drawdown Comparison

The maximum V3GD.L drawdown since its inception was -19.12%, smaller than the maximum LQDH.L drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for V3GD.L and LQDH.L.


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Drawdown Indicators


V3GD.LLQDH.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.12%

-23.77%

+4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-1.39%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-3.60%

-2.81%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.12%

-6.42%

-12.70%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

Current Drawdown

Current decline from peak

-1.23%

-0.34%

-0.89%

Average Drawdown

Average peak-to-trough decline

-6.21%

-1.46%

-4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.41%

+0.38%

Volatility

V3GD.L vs. LQDH.L - Volatility Comparison

Vanguard ESG Global Corporate Bond UCITS ETF USD Hedged Distributing (V3GD.L) has a higher volatility of 1.03% compared to iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) at 0.84%. This indicates that V3GD.L's price experiences larger fluctuations and is considered to be riskier than LQDH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3GD.LLQDH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

0.84%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

2.19%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

3.18%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

4.87%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

6.41%

-0.77%

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

V3GD.L has a 0.15% expense ratio, which is lower than LQDH.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

V3GD.L vs. LQDH.L - Dividend Comparison

V3GD.L's dividend yield for the trailing twelve months is around 4.31%, which matches LQDH.L's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
LQDH.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.33%4.66%5.52%4.83%2.07%1.55%2.45%3.52%2.87%2.14%2.46%3.25%
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%0.00%0.00%0.00%

Frequently Asked Questions


V3GD.L and LQDH.L have a correlation of 0.17, 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 LQDH.L.

V3GD.L tracks Bloomberg Gbl Agg Corp 0901 TR Hdg USD, while LQDH.L tracks IBOXX US Dollar Liquid Investment Grade IR Hedged Index (USD). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for V3GD.L and 0.25% for LQDH.L.

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