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WQDV.L vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WQDV.L vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WQDV.L achieves a 13.76% return, which is significantly higher than LQD's 0.87% return.


WQDV.L

1D
0.00%
1M
1.40%
YTD
13.76%
6M
14.45%
1Y
31.16%
3Y*
18.65%
5Y*
12.29%
10Y*

LQD

1D
0.28%
1M
1.03%
YTD
0.87%
6M
0.93%
1Y
5.51%
3Y*
4.97%
5Y*
-0.30%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WQDV.L vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)
13.76%24.16%9.75%17.23%-6.95%16.00%-0.07%22.73%-7.80%8.45%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.87%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%3.10%

Correlation

The correlation between WQDV.L and LQD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.25

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.15

The correlation between WQDV.L and LQD shifts across timeframes, from 0.15 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WQDV.L vs. LQD — Risk / Return Rank

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

WQDV.L
WQDV.L Risk / Return Rank: 8484
Overall Rank
WQDV.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
WQDV.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
WQDV.L Omega Ratio Rank: 8383
Omega Ratio Rank
WQDV.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
WQDV.L Martin Ratio Rank: 8080
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3131
Overall Rank
LQD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2727
Omega Ratio Rank
LQD Calmar Ratio Rank: 3535
Calmar Ratio Rank
LQD Martin Ratio Rank: 3333
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.

WQDV.L vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


WQDV.LLQDDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.47

1.18

+0.29

Calmar ratioReturn relative to maximum drawdown

4.05

1.68

+2.37

Martin ratioReturn relative to average drawdown

14.99

4.72

+10.27

WQDV.L vs. LQD - Sharpe Ratio Comparison

The current WQDV.L Sharpe Ratio is 2.63, which is higher than the LQD Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of WQDV.L and LQD, 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

WQDV.L vs. LQD - Drawdown Comparison

The maximum WQDV.L drawdown since its inception was -33.16%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for WQDV.L and LQD.


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Drawdown Indicators


WQDV.LLQDDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-24.95%

-8.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-3.34%

-4.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-8.43%

-5.60%

Max Drawdown (5Y)

Largest decline over 5 years

-21.24%

-24.95%

+3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-1.05%

-3.32%

+2.27%

Average Drawdown

Average peak-to-trough decline

-4.27%

-3.99%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.19%

+0.92%

Volatility

WQDV.L vs. LQD - Volatility Comparison

iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a higher volatility of 3.61% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.56%. This indicates that WQDV.L's price experiences larger fluctuations and is considered to be riskier than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WQDV.LLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

1.56%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

3.99%

+5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

5.31%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

8.65%

+5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.66%

8.69%

+5.97%

WQDV.L vs. LQD - Expense Ratio Comparison

WQDV.L has a 0.38% expense ratio, which is higher than LQD's 0.15% expense ratio.


Dividends

WQDV.L vs. LQD - Dividend Comparison

WQDV.L's dividend yield for the trailing twelve months is around 1.81%, less than LQD's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.55%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
WQDV.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)
1.81%2.31%2.58%2.78%2.95%2.75%2.81%3.01%3.28%0.77%0.00%0.00%

Frequently Asked Questions


WQDV.L and LQD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LQD is cheaper with a 0.15% expense ratio, compared with 0.38% for WQDV.L.

WQDV.L is categorized as Global Equities, while LQD is Corporate Bonds. WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index, while LQD tracks iBoxx $ Liquid Investment Grade Index. Their fees differ too: 0.38% for WQDV.L and 0.15% for LQD.

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