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VDPG.L vs. LQDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDPG.L vs. LQDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VDPG.L is traded in GBP, while LQDA.L is traded in USD. To make them comparable, the LQDA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VDPG.L achieves a 53.85% return, which is significantly higher than LQDA.L's 0.42% return.


VDPG.L

1D
-0.73%
1M
15.08%
YTD
53.85%
6M
59.61%
1Y
91.14%
3Y*
26.43%
5Y*
13.72%
10Y*

LQDA.L

1D
0.38%
1M
1.27%
YTD
0.42%
6M
-0.41%
1Y
6.56%
3Y*
2.38%
5Y*
1.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDPG.L vs. LQDA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
53.85%30.58%-3.05%4.09%-1.89%1.95%15.56%1.01%
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
0.42%0.31%3.02%3.54%-7.97%-0.73%7.31%-5.11%

Correlation

The correlation between VDPG.L and LQDA.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.17

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

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.12

The correlation between VDPG.L and LQDA.L shifts across timeframes, from 0.09 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VDPG.L vs. LQDA.L — Risk / Return Rank

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

VDPG.L
VDPG.L Risk / Return Rank: 9595
Overall Rank
VDPG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9696
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9494
Martin Ratio Rank

LQDA.L
LQDA.L Risk / Return Rank: 3030
Overall Rank
LQDA.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LQDA.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
LQDA.L Omega Ratio Rank: 2727
Omega Ratio Rank
LQDA.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
LQDA.L Martin Ratio Rank: 3232
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.

VDPG.L vs. LQDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.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.


VDPG.LLQDA.LDifference
Sharpe ratioReturn per unit of total volatility

+3.63

Sortino ratioReturn per unit of downside risk

+4.03

Omega ratioGain probability vs. loss probability

1.81

1.16

+0.65

Calmar ratioReturn relative to maximum drawdown

6.87

1.24

+5.63

Martin ratioReturn relative to average drawdown

25.62

3.02

+22.60

VDPG.L vs. LQDA.L - Sharpe Ratio Comparison

The current VDPG.L Sharpe Ratio is 4.56, which is higher than the LQDA.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VDPG.L and LQDA.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


VDPG.LLQDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.56

0.92

+3.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.11

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.16

+0.58

Drawdowns

VDPG.L vs. LQDA.L - Drawdown Comparison

The maximum VDPG.L drawdown since its inception was -30.11%, which is greater than LQDA.L's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for VDPG.L and LQDA.L.


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Drawdown Indicators


VDPG.LLQDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-18.92%

-11.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-5.28%

-8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-9.27%

-7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

-15.34%

-2.30%

Current Drawdown

Current decline from peak

-0.73%

-8.00%

+7.27%

Average Drawdown

Average peak-to-trough decline

-5.88%

-8.33%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.16%

+1.45%

Volatility

VDPG.L vs. LQDA.L - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a higher volatility of 10.34% compared to iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) at 2.24%. This indicates that VDPG.L's price experiences larger fluctuations and is considered to be riskier than LQDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDPG.LLQDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

2.24%

+8.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.86%

5.66%

+12.20%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

7.08%

+13.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

9.96%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

10.85%

+7.56%

VDPG.L vs. LQDA.L - Expense Ratio Comparison

VDPG.L has a 0.15% expense ratio, which is lower than LQDA.L's 0.20% 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

VDPG.L vs. LQDA.L - Dividend Comparison

Neither VDPG.L nor LQDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VDPG.L and LQDA.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VDPG.L is cheaper with a 0.15% expense ratio, compared with 0.20% for LQDA.L.

VDPG.L is categorized as Asia Pacific Equities, while LQDA.L is Corporate Bonds. VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD, while LQDA.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VDPG.L and 0.20% for LQDA.L.

Portfolio Optimizer

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