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ITB vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITB vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Home Construction ETF (ITB) 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

In the year-to-date period, ITB achieves a -3.71% return, which is significantly lower than LQD's -0.06% return. Over the past 10 years, ITB has outperformed LQD with an annualized return of 13.61%, while LQD has yielded a comparatively lower 2.41% annualized return.


ITB

1D
-0.38%
1M
-0.48%
YTD
-3.71%
6M
-7.66%
1Y
3.31%
3Y*
6.44%
5Y*
6.84%
10Y*
13.61%

LQD

1D
-0.10%
1M
-0.67%
YTD
-0.06%
6M
-0.06%
1Y
5.73%
3Y*
4.95%
5Y*
-0.28%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITB vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITB
iShares U.S. Home Construction ETF
-3.71%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-0.06%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Correlation

The correlation between ITB and LQD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.46

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

0.43

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

0.33

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.14

Over the past year, ITB and LQD have become more correlated (0.49) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

ITB vs. LQD — Risk / Return Rank

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

ITB
ITB Risk / Return Rank: 1111
Overall Rank
ITB Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1212
Sortino Ratio Rank
ITB Omega Ratio Rank: 1212
Omega Ratio Rank
ITB Calmar Ratio Rank: 1111
Calmar Ratio Rank
ITB Martin Ratio Rank: 1010
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3434
Overall Rank
LQD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQD Omega Ratio Rank: 3030
Omega Ratio Rank
LQD Calmar Ratio Rank: 3838
Calmar Ratio Rank
LQD Martin Ratio Rank: 3535
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.

ITB vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) 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.


ITBLQDDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.05

1.19

-0.14

Calmar ratioReturn relative to maximum drawdown

0.13

1.72

-1.60

Martin ratioReturn relative to average drawdown

0.25

4.88

-4.64

ITB vs. LQD - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is 0.11, which is lower than the LQD Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ITB and LQD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ITBLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.08

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.03

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.28

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.54

-0.43

Drawdowns

ITB vs. LQD - Drawdown Comparison

The maximum ITB drawdown since its inception was -86.53%, which is greater than LQD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for ITB and LQD.


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Drawdown Indicators


ITBLQDDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

-24.95%

-61.58%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-3.34%

-22.70%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-8.43%

-24.92%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-24.95%

-15.60%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

-24.95%

-27.15%

Current Drawdown

Current decline from peak

-27.00%

-4.21%

-22.79%

Average Drawdown

Average peak-to-trough decline

-37.10%

-3.99%

-33.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.28%

1.18%

+12.10%

Volatility

ITB vs. LQD - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 7.16% compared to iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) at 1.62%. This indicates that ITB's price experiences larger fluctuations and is considered to be riskier 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


ITBLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

1.62%

+5.54%

Volatility (6M)

Calculated over the trailing 6-month period

20.24%

3.94%

+16.30%

Volatility (1Y)

Calculated over the trailing 1-year period

29.41%

5.32%

+24.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.19%

8.65%

+20.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.00%

8.68%

+21.32%

ITB vs. LQD - Expense Ratio Comparison

ITB has a 0.42% expense ratio, which is higher than LQD's 0.15% expense ratio.


Dividends

ITB vs. LQD - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 1.23%, less than LQD's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
ITB
iShares U.S. Home Construction ETF
1.23%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.59%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


ITB and LQD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITB has higher volatility (7.16%) compared to LQD (1.62%). In terms of maximum drawdown, ITB dropped -86.53% vs LQD's -24.95%.

On 10-year performance, ITB leads with 13.61% vs 2.41% for LQD. On fees, LQD is cheaper at 0.15% per year. On volatility, LQD has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ITB has performed better with a 13.61% return vs 2.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQD is cheaper with a 0.15% expense ratio, compared with 0.42% for ITB.

LQD has the higher dividend yield at 4.59%, compared with 1.23% for ITB.

ITB is categorized as Building & Construction, while LQD is Corporate Bonds. ITB tracks Dow Jones U.S. Select Home Construction Index, while LQD tracks iBoxx $ Liquid Investment Grade Index. Their fees differ too: 0.42% for ITB and 0.15% for LQD.

LQD currently has the higher Sharpe Ratio (1.08 vs 0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ITB and LQD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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