PortfoliosLab logoPortfoliosLab logo
FLOT vs. LQDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLOT vs. LQDI - Performance Comparison

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

Loading graphics...

FLOT vs. LQDI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLOT
iShares Floating Rate Bond ETF
0.74%4.91%6.53%6.43%1.28%0.45%0.87%3.97%0.57%
LQDI
iShares Inflation Hedged Corporate Bond ETF
-0.18%8.84%1.48%8.85%-15.33%7.53%11.82%15.83%-2.07%

Returns By Period

In the year-to-date period, FLOT achieves a 0.74% return, which is significantly higher than LQDI's -0.18% return.


FLOT

1D
-0.10%
1M
0.10%
YTD
0.74%
6M
1.86%
1Y
4.44%
3Y*
5.87%
5Y*
4.01%
10Y*
2.97%

LQDI

1D
0.36%
1M
-1.27%
YTD
-0.18%
6M
-0.60%
1Y
4.79%
3Y*
4.55%
5Y*
2.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLOT vs. LQDI - Expense Ratio Comparison

FLOT has a 0.20% expense ratio, which is higher than LQDI's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLOT vs. LQDI — Risk / Return Rank

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

FLOT
FLOT Risk / Return Rank: 9393
Overall Rank
FLOT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9090
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9898
Omega Ratio Rank
FLOT Calmar Ratio Rank: 8888
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9898
Martin Ratio Rank

LQDI
LQDI Risk / Return Rank: 3939
Overall Rank
LQDI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LQDI Sortino Ratio Rank: 3636
Sortino Ratio Rank
LQDI Omega Ratio Rank: 3434
Omega Ratio Rank
LQDI Calmar Ratio Rank: 4343
Calmar Ratio Rank
LQDI Martin Ratio Rank: 4141
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.

FLOT vs. LQDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Bond ETF (FLOT) and iShares Inflation Hedged Corporate Bond ETF (LQDI). 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.


FLOTLQDIDifference

Sharpe ratio

Return per unit of total volatility

2.10

0.80

+1.30

Sortino ratio

Return per unit of downside risk

2.64

1.11

+1.52

Omega ratio

Gain probability vs. loss probability

1.95

1.15

+0.80

Calmar ratio

Return relative to maximum drawdown

2.88

1.19

+1.69

Martin ratio

Return relative to average drawdown

22.41

3.97

+18.44

FLOT vs. LQDI - Sharpe Ratio Comparison

The current FLOT Sharpe Ratio is 2.10, which is higher than the LQDI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FLOT and LQDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLOTLQDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.80

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.27

0.27

+2.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.39

+0.26

Correlation

The correlation between FLOT and LQDI is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLOT vs. LQDI - Dividend Comparison

FLOT's dividend yield for the trailing twelve months is around 4.68%, more than LQDI's 4.55% yield.


TTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.68%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
LQDI
iShares Inflation Hedged Corporate Bond ETF
4.55%4.46%4.65%3.98%3.27%2.42%2.34%3.26%2.53%0.00%0.00%0.00%

Drawdowns

FLOT vs. LQDI - Drawdown Comparison

The maximum FLOT drawdown since its inception was -13.54%, smaller than the maximum LQDI drawdown of -28.99%. Use the drawdown chart below to compare losses from any high point for FLOT and LQDI.


Loading graphics...

Drawdown Indicators


FLOTLQDIDifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

-28.99%

+15.45%

Max Drawdown (1Y)

Largest decline over 1 year

-1.57%

-4.01%

+2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

-20.67%

+18.31%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

Current Drawdown

Current decline from peak

-0.16%

-1.52%

+1.36%

Average Drawdown

Average peak-to-trough decline

-0.21%

-5.36%

+5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

1.21%

-1.01%

Volatility

FLOT vs. LQDI - Volatility Comparison

The current volatility for iShares Floating Rate Bond ETF (FLOT) is 0.50%, while iShares Inflation Hedged Corporate Bond ETF (LQDI) has a volatility of 2.20%. This indicates that FLOT experiences smaller price fluctuations and is considered to be less risky than LQDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLOTLQDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

2.20%

-1.70%

Volatility (6M)

Calculated over the trailing 6-month period

0.61%

3.81%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.12%

6.01%

-3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

8.21%

-6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

10.94%

-6.79%