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ISIN
US46431W7056
CUSIP
46431W705
Issuer
iShares
Inception Date
May 27, 2014
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$517M

Share Price Chart


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Performance

LQDH Performance Chart

iShares Interest Rate Hedged Corporate Bond ETF (LQDH) is up 2.4% since the beginning of the year. LQDH is currently trading at $93 per share. Investors who bought $1,000 worth of LQDH shares 5 years ago would now be looking at an investment worth $1,292.


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S&P 500 Index

Returns By Period

iShares Interest Rate Hedged Corporate Bond ETF (LQDH) has returned 2.41% so far this year and 7.38% over the past 12 months. Over the last ten years, LQDH has returned 4.66% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares Interest Rate Hedged Corporate Bond ETF

1D
0.06%
1M
0.30%
YTD
2.41%
6M
2.78%
1Y
7.38%
3Y*
7.84%
5Y*
5.25%
10Y*
4.66%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDH Monthly Returns History

Based on dividend-adjusted daily data since Jun 17, 2014, LQDH's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +4.7%, while the worst month was Mar 2020 at -9.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.

On a daily basis, LQDH closed higher 52% of trading days. The best single day was Mar 23, 2020 with a return of +5.5%, while the worst single day was Mar 18, 2020 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.60%-1.04%0.29%0.95%1.53%0.08%2.41%
20250.88%-0.13%-0.33%-1.10%2.03%0.87%1.23%0.21%1.41%0.31%0.68%0.77%7.00%
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%11.14%
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%

Benchmark Metrics

iShares Interest Rate Hedged Corporate Bond ETF has an annualized alpha of 1.41%, beta of 0.18, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since June 17, 2014.

  • This ETF participated in 25.46% of S&P 500 Index downside but only 22.06% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.18 may look defensive, but with R2 of 0.26 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 0.26 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
1.41%
Beta
0.18
0.26
Upside Capture
22.06%
Downside Capture
25.46%

Expense Ratio

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


Return for Risk

Risk / Return Rank

LQDH ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LQDH Risk / Return Rank: 8282
Overall Rank
LQDH Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9292
Sortino Ratio Rank
LQDH Omega Ratio Rank: 9090
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6666
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7474
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 Interest Rate Hedged Corporate Bond ETF (LQDH) 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.


LQDHBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.56

1.37

+0.19

Calmar ratioReturn relative to maximum drawdown

3.16

2.78

+0.38

Martin ratioReturn relative to average drawdown

13.45

12.44

+1.01

Dividends

Dividend History

iShares Interest Rate Hedged Corporate Bond ETF provided a 5.94% dividend yield over the last twelve months, with an annual payout of $5.55 per share.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$5.55$5.66$7.02$7.15$3.38$1.57$2.12$2.97$4.61$2.31$2.19$2.73

Dividend yield

5.94%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%

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
2026$0.00$0.43$0.43$0.49$0.46$0.43$2.24
2025$0.00$0.42$0.45$0.48$0.52$0.49$0.48$0.52$0.47$0.49$0.46$0.88$5.66
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

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 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 0.15%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-24.63%Mar 2020
2mo 18d8mo 4d
10mo 22dJan 2020 - Nov 2020
2016 pullback2016
-9.64%Feb 2016
1y 6mo10mo 5d
2y 4moJul 2014 - Dec 2016
Bear market2022
-7.08%Sep 2022
10mo 24d4mo
1y 2moNov 2021 - Jan 2023
2025 selloff2025
-4.86%Apr 2025
1mo 16d1mo 27d
3mo 13dFeb 2025 - Jun 2025
2019 pullback2019
-4.57%Jan 2019
3mo 3d3mo 5d
6mo 8dOct 2018 - Apr 2019

Drawdown Indicators


LQDHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-56.78%

+32.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-9.10%

+6.76%

Max Drawdown (3Y)

Largest decline over 3 years

-4.86%

-18.90%

+14.04%

Max Drawdown (5Y)

Largest decline over 5 years

-7.08%

-25.43%

+18.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.63%

-33.92%

+9.29%

Current Drawdown

Current decline from peak

-0.15%

-1.80%

+1.65%

Average Drawdown

Average peak-to-trough decline

-1.67%

-10.71%

+9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

2.03%

-1.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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