Coccinellidae is a family of beetles, known variously as ladybirds (UK, Ireland, Australia, Sri Lanka, Pakistan, South Africa, New Zealand, India, Malta, some parts of Canada and the US), or ladybugs (North America). Scientists increasingly prefer the names ladybird beetles or lady beetles[2] as these insects are not true bugs. Lesser-used names include God's cow, ladyclock, lady cow, and lady fly.
Source: Wikipedia
So, it's actually a lady beetle, although personally, I prefer 'God's cow'