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EUIG vs. LQDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUIG vs. LQDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Euro Investment Grade Corporate Bond USD Hedged ETF (EUIG) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EUIG having a 1.33% return and LQDW slightly lower at 1.30%.


EUIG

1D
-0.08%
1M
-0.37%
6M
0.82%
YTD
1.33%
1Y
3Y*
5Y*
10Y*

LQDW

1D
0.00%
1M
-0.48%
6M
0.95%
YTD
1.30%
1Y
5.09%
3Y*
3.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUIG vs. LQDW - Yearly Performance Comparison


Correlation

The correlation between EUIG and LQDW is 0.62, 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 Nov 6, 2025

0.62

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Return for Risk

EUIG vs. LQDW — Risk / Return Rank

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

EUIG

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


LQDW
LQDW Risk / Return Rank: 5151
Overall Rank
LQDW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LQDW Sortino Ratio Rank: 4848
Sortino Ratio Rank
LQDW Omega Ratio Rank: 5555
Omega Ratio Rank
LQDW Calmar Ratio Rank: 4848
Calmar Ratio Rank
LQDW Martin Ratio Rank: 5353
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.

EUIG vs. LQDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Investment Grade Corporate Bond USD Hedged ETF (EUIG) 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.


EUIGLQDWDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.97

Martin ratioReturn relative to average drawdown

7.04

EUIG vs. LQDW - Sharpe Ratio Comparison


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Drawdowns

EUIG vs. LQDW - Drawdown Comparison

The maximum EUIG drawdown since its inception was -2.32%, smaller than the maximum LQDW drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for EUIG and LQDW.


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Drawdown Indicators


EUIGLQDWDifference

Max Drawdown

Largest peak-to-trough decline

-2.32%

-9.20%

+6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-6.74%

Current Drawdown

Current decline from peak

-0.92%

-1.02%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.53%

-2.29%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

Volatility

EUIG vs. LQDW - Volatility Comparison


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Volatility by Period


EUIGLQDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.10%

3.70%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.10%

5.44%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.10%

5.44%

-2.34%

EUIG vs. LQDW - Expense Ratio Comparison

EUIG has a 0.18% expense ratio, which is lower than LQDW's 0.34% expense ratio.


Dividends

EUIG vs. LQDW - Dividend Comparison

EUIG's dividend yield for the trailing twelve months is around 1.86%, less than LQDW's 12.23% yield.


PositionTTM2025202420232022
EUIG
iShares Euro Investment Grade Corporate Bond USD Hedged ETF
1.86%0.43%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


EUIG and LQDW have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EUIG 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 1.86% for EUIG.

EUIG is categorized as European Corporate Bonds, while LQDW is Corporate Bonds. EUIG tracks BBG Euro Corporate Index, 100% USD Hedged, while LQDW tracks CBOE LQD BuyWrite Index. Their fees differ too: 0.18% for EUIG and 0.34% for LQDW.

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