CCRP vs. LQDH

Last updated Jun 4, 2026

CCRP (Columbia Corporate Bond ETF) and LQDH (iShares Interest Rate Hedged Corporate Bond ETF) are both Corporate Bonds funds. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. CCRP charges 0.18%/yr vs 0.25%/yr for LQDH.

Performance

CCRP vs. LQDH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Corporate Bond ETF (CCRP) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCRP achieves a 0.48% return, which is significantly lower than LQDH's 2.31% return.

CCRP

• 1D: -0.24%
• 1M: 0.67%
• YTD: 0.48%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LQDH

• 1D: -0.09%
• 1M: 1.29%
• YTD: 2.31%
• 6M: 3.11%
• 1Y: 7.62%
• 3Y*: 8.08%
• 5Y*: 5.28%
• 10Y*: 4.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRP vs. LQDH - Yearly Performance Comparison

	2026 (YTD)	2025
CCRP Columbia Corporate Bond ETF	0.48%	-0.12%
LQDH iShares Interest Rate Hedged Corporate Bond ETF	2.31%	0.43%

Correlation

The correlation between CCRP and LQDH is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 12, 2025	0.53

Return for Risk

CCRP vs. LQDH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LQDH

LQDH Risk / Return Rank: 80
LQDH Sharpe Ratio Rank: 85
LQDH Sortino Ratio Rank: 90
LQDH Omega Ratio Rank: 88
LQDH Calmar Ratio Rank: 65
LQDH Martin Ratio Rank: 73

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.

CCRP vs. LQDH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CCRP	LQDH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.20	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.58	-0.42

Drawdowns

CCRP vs. LQDH - Drawdown Comparison

The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum LQDH drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for CCRP and LQDH.

Drawdown Indicators

	CCRP	LQDH	Difference
Max Drawdown Largest peak-to-trough decline	-2.72%	-24.63%	+21.91%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.34%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-4.86%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-7.08%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-24.63%	—
Current Drawdown Current decline from peak	-1.07%	-0.09%	-0.98%
Average Drawdown Average peak-to-trough decline	-0.83%	-1.68%	+0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.55%	—

Volatility

Volatility by Period

	CCRP	LQDH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.50%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.03%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.78%	2.70%	+2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.78%	4.41%	+0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.78%	6.44%	-1.66%

CCRP vs. LQDH - Expense Ratio Comparison

CCRP has a 0.18% expense ratio, which is lower than LQDH's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CCRP vs. LQDH - Dividend Comparison

CCRP's dividend yield for the trailing twelve months is around 2.03%, less than LQDH's 5.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCRP Columbia Corporate Bond ETF	2.03%	0.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LQDH iShares Interest Rate Hedged Corporate Bond ETF	5.95%	6.06%	7.57%	7.69%	3.73%	1.65%	2.22%	3.09%	5.08%	2.37%	2.33%	2.98%

Frequently Asked Questions

Can I hold both CCRP and LQDH in my portfolio?

CCRP and LQDH have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCRP or LQDH?

On fees, CCRP is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CCRP or LQDH?

CCRP is cheaper with a 0.18% expense ratio, compared with 0.25% for LQDH.

Which ETF pays a higher dividend yield, CCRP or LQDH?

LQDH has the higher dividend yield at 5.95%, compared with 2.03% for CCRP.

What is the main difference between CCRP and LQDH?

They also come from different issuers: Columbia Threadneedle and iShares. Their fees differ too: 0.18% for CCRP and 0.25% for LQDH.