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iShares 0-5 Year Investment Grade Corporate Bond E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434V1008

CUSIP

46434V100

Issuer

iShares

Inception Date

Oct 15, 2013

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Markit iBoxx USD Liquid Investment Grade 0-5 Index

Asset Class

Bond

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:
SLQD vs. IGSB SLQD vs. SPSB SLQD vs. SCHJ SLQD vs. PSEC SLQD vs. GVI SLQD vs. VFSTX SLQD vs. BND SLQD vs. VCSH SLQD vs. SHY SLQD vs. SJNK
Popular comparisons:
SLQD vs. IGSB SLQD vs. SPSB SLQD vs. SCHJ SLQD vs. PSEC SLQD vs. GVI SLQD vs. VFSTX SLQD vs. BND SLQD vs. VCSH SLQD vs. SHY SLQD vs. SJNK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares 0-5 Year Investment Grade 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.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.43%
12.14%
SLQD (iShares 0-5 Year Investment Grade Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

iShares 0-5 Year Investment Grade Corporate Bond ETF had a return of 4.38% year-to-date (YTD) and 6.57% in the last 12 months. Over the past 10 years, iShares 0-5 Year Investment Grade Corporate Bond ETF had an annualized return of 2.22%, while the S&P 500 had an annualized return of 11.16%, indicating that iShares 0-5 Year Investment Grade Corporate Bond ETF did not perform as well as the benchmark.


SLQD

YTD

4.38%

1M

-0.16%

6M

3.45%

1Y

6.57%

5Y (annualized)

2.04%

10Y (annualized)

2.22%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of SLQD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.33%-0.35%0.65%-0.39%0.88%0.49%1.40%0.98%0.96%-0.68%4.38%
20231.34%-1.03%1.45%0.48%-0.25%-0.06%0.53%0.19%-0.40%0.05%1.98%1.60%5.98%
2022-1.04%-0.50%-1.57%-1.18%0.83%-1.09%1.41%-1.35%-1.75%0.00%1.78%0.07%-4.38%
2021-0.15%-0.25%-0.14%0.37%0.25%-0.13%0.28%-0.03%-0.18%-0.44%-0.32%0.14%-0.61%
20200.80%0.48%-2.58%2.64%1.23%0.70%0.52%0.14%-0.09%0.06%0.48%0.35%4.76%
20191.17%0.27%0.89%0.25%0.60%0.91%0.04%0.97%0.05%0.39%0.03%0.36%6.09%
2018-0.46%-0.30%0.09%-0.03%0.46%-0.05%0.31%0.49%-0.09%-0.14%-0.05%0.87%1.10%
20170.29%0.38%0.08%0.38%0.29%0.05%0.55%0.19%-0.03%0.00%-0.22%0.15%2.12%
20160.11%-0.24%0.95%0.65%-0.09%0.78%0.38%-0.10%0.04%-0.18%-0.79%0.23%1.72%
20150.98%-0.25%0.36%-0.00%-0.09%-0.21%0.27%-0.24%0.09%0.27%0.12%0.01%1.31%
20140.36%0.14%-0.05%0.34%0.65%-0.03%-0.35%0.74%-0.63%0.48%-0.06%0.07%1.66%
20130.40%0.28%-0.19%0.49%

Expense Ratio

SLQD has an expense ratio of 0.06%, which is considered low compared to other funds.


Expense ratio chart for SLQD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SLQD is 93, placing it in the top 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SLQD is 9393
Combined Rank
The Sharpe Ratio Rank of SLQD is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SLQD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SLQD is 9696
Omega Ratio Rank
The Calmar Ratio Rank of SLQD is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SLQD is 9292
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 0-5 Year Investment Grade Corporate Bond ETF (SLQD) 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 SLQD, currently valued at 3.28, compared to the broader market0.002.004.003.282.54
The chart of Sortino ratio for SLQD, currently valued at 5.41, compared to the broader market-2.000.002.004.006.008.0010.005.413.40
The chart of Omega ratio for SLQD, currently valued at 1.71, compared to the broader market0.501.001.502.002.503.001.711.47
The chart of Calmar ratio for SLQD, currently valued at 3.97, compared to the broader market0.005.0010.0015.003.973.66
The chart of Martin ratio for SLQD, currently valued at 21.00, compared to the broader market0.0020.0040.0060.0080.00100.0021.0016.26
SLQD
^GSPC

The current iShares 0-5 Year Investment Grade Corporate Bond ETF Sharpe ratio is 3.28. 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 0-5 Year Investment Grade 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.28
2.54
SLQD (iShares 0-5 Year Investment Grade Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares 0-5 Year Investment Grade Corporate Bond ETF provided a 3.60% dividend yield over the last twelve months, with an annual payout of $1.79 per share. The fund has been increasing its distributions for 2 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.79$1.47$0.96$0.86$1.22$1.48$1.27$0.99$0.91$0.72$0.62$0.11

Dividend yield

3.60%2.99%2.00%1.67%2.34%2.89%2.56%1.98%1.81%1.43%1.24%0.23%

Monthly Dividends

The table displays the monthly dividend distributions for iShares 0-5 Year Investment Grade 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$0.14$0.15$0.15$0.15$0.15$0.16$0.16$0.16$0.16$0.16$1.52
2023$0.00$0.10$0.11$0.11$0.12$0.12$0.13$0.12$0.12$0.13$0.14$0.27$1.47
2022$0.00$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.10$0.10$0.10$0.22$0.96
2021$0.00$0.08$0.08$0.07$0.07$0.06$0.07$0.06$0.06$0.06$0.06$0.19$0.86
2020$0.00$0.12$0.11$0.12$0.11$0.10$0.10$0.10$0.09$0.09$0.09$0.18$1.22
2019$0.00$0.12$0.12$0.13$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.25$1.48
2018$0.00$0.09$0.10$0.10$0.10$0.11$0.10$0.11$0.10$0.11$0.11$0.24$1.27
2017$0.00$0.08$0.08$0.08$0.09$0.08$0.09$0.09$0.09$0.09$0.09$0.15$0.99
2016$0.00$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.14$0.91
2015$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.13$0.72
2014$0.00$0.05$0.06$0.05$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.10$0.62
2013$0.11$0.11

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%JuneJulyAugustSeptemberOctoberNovember
-0.68%
-0.88%
SLQD (iShares 0-5 Year Investment Grade Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares 0-5 Year Investment Grade 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 0-5 Year Investment Grade Corporate Bond ETF was 12.69%, occurring on Mar 19, 2020. Recovery took 42 trading sessions.

The current iShares 0-5 Year Investment Grade Corporate Bond ETF drawdown is 0.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.69%Mar 5, 202011Mar 19, 202042May 19, 202053
-7.63%Aug 4, 2021307Oct 20, 2022293Dec 20, 2023600
-1.52%Aug 25, 201679Dec 15, 201679Apr 11, 2017158
-1.16%Sep 11, 2017132Mar 20, 2018101Aug 13, 2018233
-1.05%Oct 28, 201580Feb 23, 201616Mar 16, 201696

Volatility

Volatility Chart

The current iShares 0-5 Year Investment Grade Corporate Bond ETF volatility is 0.49%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.49%
3.96%
SLQD (iShares 0-5 Year Investment Grade Corporate Bond ETF)
Benchmark (^GSPC)