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IBDQ vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDQ vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBDQ

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

LQD

1D
-0.01%
1M
0.67%
YTD
0.74%
6M
0.47%
1Y
6.42%
3Y*
5.05%
5Y*
0.15%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDQ vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
0.00%4.13%5.12%5.23%-5.91%-1.49%8.27%13.59%-2.39%6.28%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.74%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Correlation

The correlation between IBDQ and LQD is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2015

0.58

Over the past year, the correlation between IBDQ and LQD has dropped to 0.03 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

IBDQ vs. LQD — Risk / Return Rank

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

IBDQ

LQD
LQD Risk / Return Rank: 3333
Overall Rank
LQD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3333
Sortino Ratio Rank
LQD Omega Ratio Rank: 3131
Omega Ratio Rank
LQD Calmar Ratio Rank: 3737
Calmar Ratio Rank
LQD Martin Ratio Rank: 3333
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.

IBDQ vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.

IBDQ vs. LQD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBDQLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

Drawdowns

IBDQ vs. LQD - Drawdown Comparison


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Drawdown Indicators


IBDQLQDDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-3.45%

Average Drawdown

Average peak-to-trough decline

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

Volatility

IBDQ vs. LQD - Volatility Comparison


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Volatility by Period


IBDQLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

IBDQ vs. LQD - Expense Ratio Comparison

IBDQ has a 0.10% expense ratio, which is lower than LQD's 0.15% 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

IBDQ vs. LQD - Dividend Comparison

IBDQ's dividend yield for the trailing twelve months is around 2.08%, less than LQD's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
2.08%3.77%3.81%3.27%2.23%2.07%2.51%3.21%3.52%3.28%3.39%2.64%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.56%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


IBDQ and LQD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBDQ is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDQ is cheaper with a 0.10% expense ratio, compared with 0.15% for LQD.

LQD has the higher dividend yield at 4.56%, compared with 2.08% for IBDQ.

IBDQ tracks Bloomberg December 2025 Maturity Corporate, while LQD tracks iBoxx $ Liquid Investment Grade Index. Their fees differ too: 0.10% for IBDQ and 0.15% for LQD.

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