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iShares Interest Rate Hedged Corporate Bond ETF (LQDH)

ETF · Currency in USD · Last updated Aug 11, 2022

LQDH is an actively managed ETF by iShares. LQDH launched on May 27, 2014 and has a 0.25% expense ratio.

ETF Info

ISINUS46431W7056
CUSIP46431W705
IssueriShares
Inception DateMay 27, 2014
RegionNorth America (U.S.)
CategoryCorporate Bonds, Actively Managed
Expense Ratio0.25%
Index TrackedNo Index (Active)
ETF Home Pagewww.ishares.com
Asset ClassBond

Trading Data

Previous Close$91.65
Year Range$89.32 - $95.21
EMA (50)$90.78
EMA (200)$91.99
Average Volume$262.66K

LQDHShare Price Chart


Chart placeholderClick Calculate to get results

LQDHPerformance

The chart shows the growth of $10,000 invested in iShares Interest Rate Hedged Corporate Bond ETF in Jun 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,495 for a total return of roughly 14.95%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-1.00%
-4.72%
LQDH (iShares Interest Rate Hedged Corporate Bond ETF)
Benchmark (^GSPC)

LQDHReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.10%7.97%
6M-1.26%-6.88%
YTD-3.01%-11.66%
1Y-2.17%-5.01%
5Y2.24%11.56%
10Y1.83%10.96%

LQDHMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.42%-1.67%1.06%-2.10%1.35%-2.25%1.71%0.37%
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%
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%
20193.02%0.32%0.29%1.13%-1.62%1.96%0.11%-1.15%0.73%1.00%1.22%2.19%
20181.24%-0.87%-0.58%0.13%-0.44%-0.12%1.96%-0.67%1.24%-1.07%-1.92%-1.05%
20170.24%0.78%0.07%-0.08%0.31%1.18%0.64%-0.71%1.37%0.80%0.13%1.13%
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%
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%
20140.01%-0.28%0.07%-0.73%-0.45%-0.38%-0.11%

LQDHSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Interest Rate Hedged Corporate Bond ETF Sharpe ratio is -0.33. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.33
-0.25
LQDH (iShares Interest Rate Hedged Corporate Bond ETF)
Benchmark (^GSPC)

LQDHDividend History

iShares Interest Rate Hedged Corporate Bond ETF granted a 1.95% dividend yield in the last twelve months. The annual payout for that period amounted to $1.79 per share.


PeriodTTM20212020201920182017201620152014
Dividend$1.79$1.57$2.12$2.97$4.61$2.31$2.19$2.73$2.11

Dividend yield

1.95%1.67%2.29%3.25%5.53%2.71%2.73%3.57%2.70%

LQDHDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-3.74%
-12.22%
LQDH (iShares Interest Rate Hedged Corporate Bond ETF)
Benchmark (^GSPC)

LQDHWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Interest Rate Hedged Corporate Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Interest Rate Hedged Corporate Bond ETF is 24.63%, recorded on Mar 20, 2020. It took 170 trading sessions for the portfolio to recover.


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
-6.19%Nov 8, 202187Mar 14, 2022
-4.57%Oct 2, 201864Jan 3, 201965Apr 8, 2019129
-2.55%Jul 25, 201916Aug 15, 201945Oct 18, 201961
-2.44%Feb 2, 201899Jun 25, 201828Aug 3, 2018127
-2.2%Apr 29, 201925Jun 3, 201920Jul 1, 201945
-1.96%Feb 19, 202113Mar 9, 202116Mar 31, 202129
-1.22%Jul 24, 201734Sep 8, 20179Sep 21, 201743
-1.17%Dec 28, 201610Jan 11, 201727Feb 21, 201737

LQDHVolatility Chart

Current iShares Interest Rate Hedged Corporate Bond ETF volatility is 8.66%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%MarchAprilMayJuneJulyAugust
8.66%
16.23%
LQDH (iShares Interest Rate Hedged Corporate Bond ETF)
Benchmark (^GSPC)