PortfoliosLab logo
iShares Interest Rate Hedged Corporate Bond ETF (L...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46431W7056

CUSIP

46431W705

Issuer

iShares

Inception Date

May 27, 2014

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

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


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

iShares Interest Rate Hedged Corporate Bond ETF (LQDH) returned 1.32% year-to-date (YTD) and 4.88% over the past 12 months. Over the past 10 years, LQDH returned 3.75% annually, underperforming the S&P 500 benchmark at 10.84%.


LQDH

YTD

1.32%

1M

1.55%

6M

1.75%

1Y

4.88%

3Y*

6.90%

5Y*

5.69%

10Y*

3.75%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of LQDH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.88%-0.13%-0.33%-1.10%2.02%1.32%
20240.90%0.08%1.42%0.52%0.96%-0.71%0.45%0.48%1.06%0.51%1.40%0.14%7.43%
20232.91%-0.86%0.34%0.59%-0.08%2.34%1.34%0.21%-0.03%0.06%3.07%0.81%11.15%
2022-1.42%-1.67%1.06%-2.10%1.35%-2.25%1.71%-0.81%-1.67%1.15%3.01%-0.08%-1.88%
2021-0.37%0.48%1.23%-0.44%0.13%0.52%-0.08%-0.14%0.07%0.61%-0.79%0.63%1.84%
2020-1.32%-2.53%-9.90%4.73%2.69%1.44%1.94%0.50%-0.35%1.02%3.05%1.18%1.68%
20193.02%0.32%0.29%1.13%-1.62%1.96%0.11%-1.15%0.73%1.00%1.22%2.19%9.50%
20181.24%-0.87%-0.58%0.13%-0.44%-0.12%1.96%-0.67%1.24%-1.07%-1.93%-1.05%-2.20%
20170.24%0.78%0.07%-0.07%0.31%1.18%0.64%-0.71%1.37%0.80%0.13%1.13%6.00%
2016-3.65%-0.66%3.76%1.81%-0.41%-0.34%1.60%0.27%-0.27%0.82%0.34%1.88%5.08%
2015-0.35%0.90%-0.32%-0.25%-0.05%-0.67%-1.09%-0.20%-0.76%0.68%-0.34%0.22%-2.23%
20140.01%-0.28%0.07%-0.73%-0.45%-0.38%-0.11%-1.86%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 84, LQDH is among the top 16% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LQDH is 8484
Overall Rank
The Sharpe Ratio Rank of LQDH is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of LQDH is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LQDH is 8787
Omega Ratio Rank
The Calmar Ratio Rank of LQDH is 7979
Calmar Ratio Rank
The Martin Ratio Rank of LQDH is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares Interest Rate Hedged Corporate Bond ETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.20
  • 5-Year: 1.20
  • 10-Year: 0.58
  • All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares Interest Rate Hedged Corporate Bond ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

iShares Interest Rate Hedged Corporate Bond ETF provided a 6.95% dividend yield over the last twelve months, with an annual payout of $6.40 per share.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$2.00$4.00$6.00$8.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$6.40$7.02$7.15$3.38$1.57$2.12$2.97$4.61$2.31$2.19$2.73$2.11

Dividend yield

6.95%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%2.19%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Interest Rate Hedged Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.42$0.45$0.48$0.52$1.87
2024$0.00$0.67$0.61$0.57$0.64$0.61$0.54$0.60$0.58$0.56$0.55$1.10$7.02
2023$0.00$0.52$0.49$0.41$0.44$0.43$0.47$0.59$0.74$0.75$0.77$1.56$7.15
2022$0.00$0.10$0.12$0.13$0.15$0.18$0.22$0.27$0.33$0.37$0.37$1.15$3.38
2021$0.00$0.14$0.15$0.14$0.14$0.14$0.13$0.11$0.10$0.11$0.12$0.30$1.57
2020$0.00$0.19$0.20$0.21$0.21$0.21$0.19$0.18$0.14$0.13$0.15$0.32$2.12
2019$0.00$0.27$0.26$0.26$0.25$0.27$0.26$0.25$0.25$0.22$0.22$0.48$2.97
2018$0.00$0.20$0.21$0.26$0.24$0.27$0.26$0.26$0.26$0.25$0.27$2.13$4.61
2017$0.00$0.17$0.19$0.20$0.19$0.19$0.18$0.19$0.18$0.20$0.21$0.40$2.31
2016$0.00$0.10$0.16$0.16$0.11$0.20$0.13$0.18$0.17$0.32$0.07$0.60$2.19
2015$0.00$0.23$0.24$0.24$0.24$0.25$0.25$0.25$0.24$0.20$0.14$0.43$2.73
2014$0.53$0.27$0.27$0.26$0.26$0.53$2.11

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Interest Rate Hedged Corporate Bond 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 Interest Rate Hedged Corporate Bond ETF was 24.63%, occurring on Mar 20, 2020. Recovery took 170 trading sessions.

The current iShares Interest Rate Hedged Corporate Bond ETF drawdown is 0.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.63%Jan 2, 202055Mar 20, 2020170Nov 19, 2020225
-9.64%Jul 28, 2014312Feb 12, 2016200Dec 13, 2016512
-7.08%Nov 8, 2021224Sep 28, 202282Jan 26, 2023306
-4.86%Feb 21, 202533Apr 8, 2025
-4.57%Oct 2, 201864Jan 3, 201965Apr 8, 2019129
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...