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Issuer
iShares
Inception Date
Aug 19, 2020
Category
Global Bonds
Leveraged
1x (No leverage)
Index Tracked
iShares $ Corp Bond Interest Rate Hedged UCITS ETF
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

HLQD.L Performance Chart

iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) is up 2.3% since the beginning of the year. HLQD.L is currently trading at $7 per share. Investors who bought $1,000 worth of HLQD.L shares 5 years ago would now be looking at an investment worth $1,302.


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S&P 500 Index

Returns By Period

iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) has returned 2.31% so far this year and 5.11% over the past 12 months.


iShares $ Corp Bond Interest Rate Hedged UCITS ETF

1D
0.21%
1M
-0.07%
6M
2.17%
YTD
2.31%
1Y
5.11%
3Y*
7.50%
5Y*
5.42%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLQD.L Monthly Returns History

Based on dividend-adjusted daily data since Jun 29, 2018, HLQD.L's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +3.8%, while the worst month was Mar 2020 at -8.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HLQD.L closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +5.2%, while the worst single day was Mar 9, 2020 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.42%-0.56%-0.14%1.54%0.97%-0.14%0.21%2.31%
20250.30%-0.59%-0.00%-0.44%2.08%0.87%1.01%0.29%0.71%-0.00%0.42%0.71%5.47%
20240.80%0.16%0.95%0.78%0.62%-0.31%0.62%0.46%0.92%0.91%1.20%0.74%8.15%
20231.46%-0.36%0.31%0.45%0.12%2.18%1.53%0.50%0.67%0.17%2.98%0.64%11.14%
2022-1.59%-1.19%1.08%-2.03%1.64%-2.87%1.88%-0.12%-1.31%1.91%2.43%0.74%0.41%
2021-0.07%0.79%0.45%-0.02%0.18%0.67%-0.71%0.04%0.30%0.02%-0.75%0.37%1.25%

Benchmark Metrics

iShares $ Corp Bond Interest Rate Hedged UCITS ETF has an annualized alpha of 2.57%, beta of 0.15, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since June 29, 2018.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (19.54%) than losses (18.35%) - typical of diversified or defensive assets.
  • Beta of 0.15 may look defensive, but with R2 of 0.22 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.22 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.57%
Beta
0.15
0.22
Upside Capture
19.54%
Downside Capture
18.35%

Expense Ratio

HLQD.L has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

HLQD.L ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HLQD.L Risk / Return Rank: 6666
Overall Rank
HLQD.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HLQD.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HLQD.L Omega Ratio Rank: 5555
Omega Ratio Rank
HLQD.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
HLQD.L Martin Ratio Rank: 7777
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) and compare them to S&P 500 Index.

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.


HLQD.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

3.55

2.35

+1.21

Martin ratioReturn relative to average drawdown

11.38

10.19

+1.19

Dividends

Dividend History


iShares $ Corp Bond Interest Rate Hedged UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares $ Corp Bond Interest Rate Hedged UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares $ Corp Bond Interest Rate Hedged UCITS ETF was 21.96%, occurring on Mar 20, 2020. Recovery took 177 trading sessions.

The current iShares $ Corp Bond Interest Rate Hedged UCITS ETF drawdown is 0.34%.


Drawdown

Fall

Recovery

Underwater

Related event

-21.96%Mar 2020
1mo 27d8mo 16d
10mo 13dJan 2020 - Dec 2020
COVID crash2020
-6.39%Mar 2022
5mo 11d10mo 7d
1y 3moSep 2021 - Jan 2023
Bear market2022
-4.23%Jan 2019
3mo1mo 27d
4mo 27dOct 2018 - Mar 2019
-3.56%Mar 2023
1mo 10d2mo 12d
3mo 22dFeb 2023 - May 2023
-3.08%Apr 2025
1mo 13d1mo 3d
2mo 16dFeb 2025 - May 2025
2025 selloff2025

Drawdown Indicators


HLQD.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.96%

-56.78%

+34.82%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-9.10%

+7.71%

Max Drawdown (3Y)

Largest decline over 3 years

-3.08%

-18.90%

+15.82%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-25.43%

+19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.34%

-0.49%

+0.15%

Average Drawdown

Average peak-to-trough decline

-1.33%

-10.70%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

2.09%

-1.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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