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

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

LQDH.L Performance Chart

iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) is up 2.3% since the beginning of the year. LQDH.L is currently trading at $105 per share. Investors who bought $1,000 worth of LQDH.L shares 5 years ago would now be looking at an investment worth $1,296.


Loading charts...

S&P 500 Index

Returns By Period

iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (LQDH.L) has returned 2.29% so far this year and 4.74% over the past 12 months. Over the last ten years, LQDH.L has returned 4.37% per year, falling short of the S&P 500 Index benchmark, which averaged 13.36% annually.


iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)

1D
-0.21%
1M
-0.37%
6M
1.67%
YTD
2.29%
1Y
4.74%
3Y*
7.38%
5Y*
5.33%
10Y*
4.37%

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)

LQDH.L Monthly Returns History

Based on dividend-adjusted daily data since Sep 19, 2013, LQDH.L's average daily return is +0.02%, while the average monthly return is +0.31%. At this rate, an investment would double in approximately 18.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +3.7%, while the worst month was Mar 2020 at -8.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 7 months.

On a daily basis, LQDH.L closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +5.3%, while the worst single day was Mar 18, 2020 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.83%-0.68%0.28%0.97%1.10%-0.09%-0.12%2.29%
20250.10%-0.56%-0.46%-0.00%1.99%0.88%0.99%0.20%0.84%-0.04%0.49%0.41%4.93%
20240.26%0.58%0.96%0.72%0.74%-0.20%0.07%0.72%1.30%0.86%1.10%0.87%8.27%
20231.62%-0.38%0.42%0.48%0.08%2.24%1.66%0.26%0.72%0.15%3.34%0.44%11.54%
2022-1.32%-1.51%1.44%-2.12%1.69%-2.80%2.03%-0.49%-1.32%1.85%2.36%0.64%0.28%
2021-0.36%0.53%0.84%-0.07%0.30%0.48%-0.72%0.21%0.22%0.20%-1.18%0.47%0.92%

Benchmark Metrics

iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) has an annualized alpha of 1.83%, beta of 0.14, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since September 19, 2013.

  • This ETF participated in 20.21% of S&P 500 Index downside but only 19.69% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R2 of 0.17 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 0.17 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
1.83%
Beta
0.14
0.17
Upside Capture
19.69%
Downside Capture
20.21%

Expense Ratio

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


Return for Risk

Risk / Return Rank

LQDH.L ranks 62 for risk / return — better than 62% 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.


LQDH.L Risk / Return Rank: 6262
Overall Rank
LQDH.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LQDH.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
LQDH.L Omega Ratio Rank: 4646
Omega Ratio Rank
LQDH.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
LQDH.L Martin Ratio Rank: 7676
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 USD (Dist) (LQDH.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.


LQDH.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

3.29

2.35

+0.94

Martin ratioReturn relative to average drawdown

11.24

10.19

+1.05

Dividends

Dividend History

iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) provided a 4.34% dividend yield over the last twelve months, with an annual payout of $4.54 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.54$4.86$5.75$4.92$1.99$1.52$2.41$3.52$2.69$2.12$2.38$3.05

Dividend yield

4.34%4.66%5.52%4.83%2.07%1.55%2.45%3.52%2.87%2.14%2.46%3.25%

Monthly Dividends

The table displays the monthly dividend distributions for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$1.10$0.00$0.00$1.01$0.00$2.11
2025$0.00$0.00$1.22$0.00$0.00$1.21$0.00$0.00$1.22$0.00$0.00$1.21$4.86
2024$0.00$0.00$1.48$0.00$0.00$1.41$0.00$0.00$1.46$0.00$0.00$1.39$5.75
2023$0.00$0.00$1.08$0.00$0.00$1.11$0.00$0.00$1.35$0.00$0.00$1.38$4.92
2022$0.00$0.00$0.35$0.00$0.00$0.34$0.00$0.00$0.48$0.00$0.00$0.82$1.99
2021$0.00$0.00$0.48$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.37$1.52

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist). 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 USD (Dist) was 23.77%, occurring on Mar 20, 2020. Recovery took 177 trading sessions.

The current iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) drawdown is 0.51%.


Drawdown

Fall

Recovery

Underwater

Related event

-23.77%Mar 2020
2mo8mo 16d
10mo 16dJan 2020 - Dec 2020
COVID crash2020
-8.61%Feb 2016
1y 7mo7mo 29d
2y 3moJun 2014 - Oct 2016
-6.42%Mar 2022
5mo 14d10mo 4d
1y 3moSep 2021 - Jan 2023
Bear market2022
-4.28%Jan 2019
11mo 2d1mo 27d
1y 24dFeb 2018 - Mar 2019
-3.28%Mar 2023
8d1mo 4d
1mo 12dMar 2023 - Apr 2023

Drawdown Indicators


LQDH.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.77%

-56.78%

+33.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-9.10%

+7.71%

Max Drawdown (3Y)

Largest decline over 3 years

-2.81%

-18.90%

+16.09%

Max Drawdown (5Y)

Largest decline over 5 years

-6.42%

-25.43%

+19.01%

Max Drawdown (10Y)

Largest decline over 10 years

-23.77%

-33.92%

+10.15%

Current Drawdown

Current decline from peak

-0.51%

-0.49%

-0.02%

Average Drawdown

Average peak-to-trough decline

-1.46%

-10.70%

+9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

2.09%

-1.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with LQDH.L

Add iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with LQDH.L