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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 compared to other funds.


Expense ratio chart for LQDH: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
LQDH vs. IGBH LQDH vs. IGHG LQDH vs. EMNT LQDH vs. LQD LQDH vs. VRIG LQDH vs. HYGH LQDH vs. TIP LQDH vs. SHV LQDH vs. SGOV LQDH vs. VOO
Popular comparisons:
LQDH vs. IGBH LQDH vs. IGHG LQDH vs. EMNT LQDH vs. LQD LQDH vs. VRIG LQDH vs. HYGH LQDH vs. TIP LQDH vs. SHV LQDH vs. SGOV LQDH vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Interest Rate Hedged Corporate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
38.63%
205.40%
LQDH (iShares Interest Rate Hedged Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares Interest Rate Hedged Corporate Bond ETF had a return of 7.25% year-to-date (YTD) and 7.59% in the last 12 months. Over the past 10 years, iShares Interest Rate Hedged Corporate Bond ETF had an annualized return of 3.62%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares Interest Rate Hedged Corporate Bond ETF did not perform as well as the benchmark.


LQDH

YTD

7.25%

1M

0.55%

6M

3.69%

1Y

7.59%

5Y*

4.02%

10Y*

3.62%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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
20240.90%0.08%1.42%0.52%0.96%-0.71%0.45%0.48%1.06%0.51%1.40%7.25%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, LQDH is among the top 5% 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 9595
Overall Rank
The Sharpe Ratio Rank of LQDH is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of LQDH is 9797
Sortino Ratio Rank
The Omega Ratio Rank of LQDH is 9595
Omega Ratio Rank
The Calmar Ratio Rank of LQDH is 9393
Calmar Ratio Rank
The Martin Ratio Rank of LQDH is 9595
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.


Sharpe ratio
The chart of Sharpe ratio for LQDH, currently valued at 2.76, compared to the broader market0.002.004.002.762.10
The chart of Sortino ratio for LQDH, currently valued at 4.07, compared to the broader market-2.000.002.004.006.008.0010.004.072.80
The chart of Omega ratio for LQDH, currently valued at 1.56, compared to the broader market0.501.001.502.002.503.001.561.39
The chart of Calmar ratio for LQDH, currently valued at 4.21, compared to the broader market0.005.0010.0015.004.213.09
The chart of Martin ratio for LQDH, currently valued at 20.93, compared to the broader market0.0020.0040.0060.0080.00100.0020.9313.49
LQDH
^GSPC

The current iShares Interest Rate Hedged Corporate Bond ETF Sharpe ratio is 2.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Interest Rate Hedged Corporate Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.76
2.10
LQDH (iShares Interest Rate Hedged Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Interest Rate Hedged Corporate Bond ETF provided a 7.58% dividend yield over the last twelve months, with an annual payout of $7.02 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$2.00$4.00$6.00$8.002014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$7.02$7.16$3.38$1.57$2.12$2.97$4.61$2.31$2.19$2.73$2.11

Dividend yield

7.58%7.69%3.73%1.64%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
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$7.16
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$0.12$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$0.20$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$0.25$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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.41%
-2.62%
LQDH (iShares Interest Rate Hedged Corporate Bond ETF)
Benchmark (^GSPC)

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 0.41%.


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
-4.57%Oct 2, 201864Jan 3, 201965Apr 8, 2019129
-2.93%Feb 3, 202326Mar 13, 202357Jun 2, 202383

Volatility

Volatility Chart

The current iShares Interest Rate Hedged Corporate Bond ETF volatility is 0.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.70%
3.79%
LQDH (iShares Interest Rate Hedged Corporate Bond ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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