LQDW's Sortino Ratio of 1.27 indicates that for each unit of downside volatility, it generates 1.27 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
LQDW Sortino Ratio Rank
LQDW ranks above 33.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
LQDW Sortino Ratio Market Positioning
The chart shows LQDW's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.46
- Green zone (top 25%): 2.46 or higher
- Top 1%: 14.23+
- Median: 1.82 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Investment Grade Corporate Bond Buywrite Strategy ETF's Sortino Ratio with other ETFs in the Corporate Bonds, Investment Grade Bonds category across multiple time periods, showing how LQDW's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BILS | State Street SPDR Bloomberg 3-12 Month T-Bill ETF | 85.49 | |||
| VRIG | Invesco Variable Rate Investment Grade ETF | 23.25 | |||
| BSCQ | Invesco BulletShares 2026 Corporate Bond ETF | 16.50 | |||
| MYCF | State Street My2026 Corporate Bond ETF | 15.38 | |||
| IBDR | iShares iBonds Dec 2026 Term Corporate ETF | 15.02 | |||
| FLTR | VanEck IG Floating Rate ETF | 11.91 | |||
| FLRN | State Street SPDR Bloomberg Investment Grade Floating Rate ETF | 11.75 | |||
| FLOT | iShares Floating Rate Bond ETF | 11.10 | |||
| CVSB | Calvert Ultra-Short Investment Grade ETF | 9.44 | |||
| MYCG | State Street My2027 Corporate Bond ETF | 8.81 | |||
| LQDW | iShares Investment Grade Corporate Bond Buywrite Strategy ETF | 1.27 |
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Historical Sortino Ratio
The chart shows LQDW's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when LQDW consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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