XDWD.DE vs. LQDH
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and LQDH (iShares Interest Rate Hedged Corporate Bond ETF) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while LQDH is a Corporate Bonds fund actively managed by iShares. XDWD.DE is passively managed, while LQDH is actively managed. Over the past 10 years, XDWD.DE returned 12.76%/yr vs 4.37%/yr for LQDH. At a 0.36 correlation, their price movements are largely independent. XDWD.DE charges 0.19%/yr vs 0.25%/yr for LQDH.
Performance
XDWD.DE vs. LQDH - Performance Comparison
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Different Trading Currencies
XDWD.DE is traded in EUR, while LQDH is traded in USD. To make them comparable, the LQDH values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWD.DE achieves a 9.74% return, which is significantly higher than LQDH's 4.05% return. Over the past 10 years, XDWD.DE has outperformed LQDH with an annualized return of 12.76%, while LQDH has yielded a comparatively lower 4.37% annualized return.
XDWD.DE
- 1D
- -0.06%
- 1M
- 2.58%
- YTD
- 9.74%
- 6M
- 10.29%
- 1Y
- 22.07%
- 3Y*
- 17.17%
- 5Y*
- 12.57%
- 10Y*
- 12.76%
LQDH
- 1D
- -0.14%
- 1M
- 2.78%
- YTD
- 4.05%
- 6M
- 3.56%
- 1Y
- 5.96%
- 3Y*
- 5.58%
- 5Y*
- 6.40%
- 10Y*
- 4.37%
XDWD.DE vs. LQDH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 9.74% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.84% |
LQDH iShares Interest Rate Hedged Corporate Bond ETF | 4.05% | -5.70% | 14.53% | 7.81% | 4.20% | 9.46% | -6.70% | 11.98% | 2.39% | -7.02% |
Correlation
The correlation between XDWD.DE and LQDH is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.36 |
The correlation between XDWD.DE and LQDH shifts across timeframes, from 0.23 (5 years) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWD.DE vs. LQDH — Risk / Return Rank
XDWD.DE
LQDH
XDWD.DE vs. LQDH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH). 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.
| XDWD.DE | LQDH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.17 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.74 | +1.73 |
| Martin ratioReturn relative to average drawdown | 13.96 | 4.50 | +9.47 |
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
| XDWD.DE | LQDH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.93 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.80 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.48 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.52 | +0.24 |
Drawdowns
XDWD.DE vs. LQDH - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than LQDH's maximum drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and LQDH.
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Drawdown Indicators
| XDWD.DE | LQDH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -23.50% | -10.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -3.43% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -12.59% | -9.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -12.59% | -9.05% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -23.50% | -10.05% |
Current DrawdownCurrent decline from peak | -1.38% | -3.40% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -4.79% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.34% | +0.24% |
Volatility
XDWD.DE vs. LQDH - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a higher volatility of 2.75% compared to iShares Interest Rate Hedged Corporate Bond ETF (LQDH) at 1.15%. This indicates that XDWD.DE's price experiences larger fluctuations and is considered to be riskier than LQDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWD.DE | LQDH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 1.15% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 4.34% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 6.42% | +4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 8.07% | +6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 9.17% | +5.97% |
XDWD.DE vs. LQDH - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than LQDH'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
XDWD.DE vs. LQDH - Dividend Comparison
XDWD.DE has not paid dividends to shareholders, while LQDH's dividend yield for the trailing twelve months is around 5.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LQDH iShares Interest Rate Hedged Corporate Bond ETF | 5.96% | 6.06% | 7.57% | 7.69% | 3.73% | 1.65% | 2.22% | 3.09% | 5.08% | 2.37% | 2.33% | 2.98% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDWD.DE and LQDH have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for LQDH.
XDWD.DE is categorized as Global Equities, while LQDH is Corporate Bonds. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XDWD.DE and 0.25% for LQDH.
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