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IEF vs. LQD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEF vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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IEF vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-0.14%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-0.38%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Returns By Period

In the year-to-date period, IEF achieves a -0.14% return, which is significantly higher than LQD's -0.38% return. Over the past 10 years, IEF has underperformed LQD with an annualized return of 0.78%, while LQD has yielded a comparatively higher 2.61% annualized return.


IEF

1D
0.18%
1M
-2.32%
YTD
-0.14%
6M
0.79%
1Y
3.95%
3Y*
2.25%
5Y*
-0.76%
10Y*
0.78%

LQD

1D
0.63%
1M
-2.07%
YTD
-0.38%
6M
-0.04%
1Y
4.88%
3Y*
4.26%
5Y*
0.09%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEF vs. LQD - Expense Ratio Comparison

Both IEF and LQD have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IEF vs. LQD — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 4343
Overall Rank
IEF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 4242
Sortino Ratio Rank
IEF Omega Ratio Rank: 3434
Omega Ratio Rank
IEF Calmar Ratio Rank: 5757
Calmar Ratio Rank
IEF Martin Ratio Rank: 3838
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 4646
Overall Rank
LQD Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3939
Sortino Ratio Rank
LQD Omega Ratio Rank: 3737
Omega Ratio Rank
LQD Calmar Ratio Rank: 6464
Calmar Ratio Rank
LQD Martin Ratio Rank: 4747
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.

IEF vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.


IEFLQDDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.74

0.00

Sortino ratio

Return per unit of downside risk

1.09

1.04

+0.05

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

1.32

1.50

-0.18

Martin ratio

Return relative to average drawdown

3.31

4.15

-0.84

IEF vs. LQD - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.74, which is comparable to the LQD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IEF and LQD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEFLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.74

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.01

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.30

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.54

-0.03

Correlation

The correlation between IEF and LQD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEF vs. LQD - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.82%, less than LQD's 4.52% yield.


TTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.82%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.52%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Drawdowns

IEF vs. LQD - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, roughly equal to the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for IEF and LQD.


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Drawdown Indicators


IEFLQDDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-24.95%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-3.38%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-24.95%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-24.95%

+1.02%

Current Drawdown

Current decline from peak

-10.88%

-4.52%

-6.36%

Average Drawdown

Average peak-to-trough decline

-5.30%

-3.99%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.22%

+0.06%

Volatility

IEF vs. LQD - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.91%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 2.65%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

2.65%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

3.76%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

6.60%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

8.66%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

8.67%

-2.04%