CCRP vs. LQDW
CCRP (Columbia Corporate Bond ETF) and LQDW (iShares Investment Grade Corporate Bond Buywrite Strategy ETF) are both Corporate Bonds funds. CCRP is actively managed, while LQDW is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. CCRP charges 0.18%/yr vs 0.34%/yr for LQDW.
Performance
CCRP vs. LQDW - Performance Comparison
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Returns By Period
In the year-to-date period, CCRP achieves a 0.06% return, which is significantly lower than LQDW's 1.30% return.
CCRP
- 1D
- -0.08%
- 1M
- -0.86%
- 6M
- -0.24%
- YTD
- 0.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LQDW
- 1D
- -0.04%
- 1M
- -0.51%
- 6M
- 0.81%
- YTD
- 1.30%
- 1Y
- 5.30%
- 3Y*
- 3.24%
- 5Y*
- —
- 10Y*
- —
CCRP vs. LQDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCRP Columbia Corporate Bond ETF | 0.06% | -0.30% |
LQDW iShares Investment Grade Corporate Bond Buywrite Strategy ETF | 1.30% | 0.53% |
Correlation
The correlation between CCRP and LQDW is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.86 |
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Return for Risk
CCRP vs. LQDW — Risk / Return Rank
CCRP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LQDW
CCRP vs. LQDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). 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.
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.
| CCRP | LQDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.05 | — |
| Martin ratioReturn relative to average drawdown | — | 7.37 | — |
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Drawdowns
CCRP vs. LQDW - Drawdown Comparison
The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum LQDW drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for CCRP and LQDW.
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Drawdown Indicators
| CCRP | LQDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.72% | -9.20% | +6.48% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.59% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.74% | — |
Current DrawdownCurrent decline from peak | -1.48% | -1.02% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -0.87% | -2.29% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.72% | — |
Volatility
CCRP vs. LQDW - Volatility Comparison
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Volatility by Period
| CCRP | LQDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.01% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.24% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 3.70% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.72% | 5.45% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.72% | 5.45% | -0.73% |
CCRP vs. LQDW - Expense Ratio Comparison
CCRP has a 0.18% expense ratio, which is lower than LQDW's 0.34% expense ratio.
Dividends
CCRP vs. LQDW - Dividend Comparison
CCRP's dividend yield for the trailing twelve months is around 2.43%, less than LQDW's 12.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CCRP Columbia Corporate Bond ETF | 2.43% | 0.25% | 0.00% | 0.00% | 0.00% |
LQDW iShares Investment Grade Corporate Bond Buywrite Strategy ETF | 12.23% | 16.02% | 15.74% | 19.28% | 8.85% |
Frequently Asked Questions
CCRP and LQDW have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
CCRP is cheaper with a 0.18% expense ratio, compared with 0.34% for LQDW.
LQDW has the higher dividend yield at 12.23%, compared with 2.43% for CCRP.
They also come from different issuers: Columbia Threadneedle and iShares. Their fees differ too: 0.18% for CCRP and 0.34% for LQDW.
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