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IXG vs. LQDH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXG vs. LQDH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Financials ETF (IXG) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH). The values are adjusted to include any dividend payments, if applicable.

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IXG vs. LQDH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXG
iShares Global Financials ETF
-5.62%28.54%25.69%14.97%-8.97%25.07%-2.99%24.60%-16.33%23.78%
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
-0.16%7.00%7.43%11.14%-1.88%1.84%1.68%9.50%-2.20%6.00%

Returns By Period

In the year-to-date period, IXG achieves a -5.62% return, which is significantly lower than LQDH's -0.16% return. Over the past 10 years, IXG has outperformed LQDH with an annualized return of 11.63%, while LQDH has yielded a comparatively lower 4.52% annualized return.


IXG

1D
2.87%
1M
-4.83%
YTD
-5.62%
6M
-1.42%
1Y
13.11%
3Y*
21.31%
5Y*
11.87%
10Y*
11.63%

LQDH

1D
0.56%
1M
0.29%
YTD
-0.16%
6M
1.60%
1Y
6.38%
3Y*
7.61%
5Y*
4.67%
10Y*
4.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXG vs. LQDH - Expense Ratio Comparison

IXG has a 0.46% expense ratio, which is higher than LQDH's 0.25% expense ratio.


Return for Risk

IXG vs. LQDH — Risk / Return Rank

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

IXG
IXG Risk / Return Rank: 4343
Overall Rank
IXG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 4040
Sortino Ratio Rank
IXG Omega Ratio Rank: 4343
Omega Ratio Rank
IXG Calmar Ratio Rank: 4444
Calmar Ratio Rank
IXG Martin Ratio Rank: 4444
Martin Ratio Rank

LQDH
LQDH Risk / Return Rank: 8080
Overall Rank
LQDH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 8686
Sortino Ratio Rank
LQDH Omega Ratio Rank: 8787
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6767
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7979
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.

IXG vs. LQDH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Financials ETF (IXG) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH). 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.


IXGLQDHDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.56

-0.84

Sortino ratio

Return per unit of downside risk

1.09

2.27

-1.19

Omega ratio

Gain probability vs. loss probability

1.16

1.34

-0.18

Calmar ratio

Return relative to maximum drawdown

1.07

1.63

-0.56

Martin ratio

Return relative to average drawdown

3.96

8.22

-4.26

IXG vs. LQDH - Sharpe Ratio Comparison

The current IXG Sharpe Ratio is 0.73, which is lower than the LQDH Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of IXG and LQDH, 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


IXGLQDHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.56

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.06

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.70

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.55

-0.32

Correlation

The correlation between IXG and LQDH is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IXG vs. LQDH - Dividend Comparison

IXG's dividend yield for the trailing twelve months is around 2.16%, less than LQDH's 6.13% yield.


TTM20252024202320222021202020192018201720162015
IXG
iShares Global Financials ETF
2.16%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
6.13%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%

Drawdowns

IXG vs. LQDH - Drawdown Comparison

The maximum IXG drawdown since its inception was -78.42%, which is greater than LQDH's maximum drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for IXG and LQDH.


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Drawdown Indicators


IXGLQDHDifference

Max Drawdown

Largest peak-to-trough decline

-78.42%

-24.63%

-53.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-3.85%

-8.94%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-7.08%

-20.12%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

-24.63%

-18.84%

Current Drawdown

Current decline from peak

-8.13%

-1.10%

-7.03%

Average Drawdown

Average peak-to-trough decline

-19.88%

-1.70%

-18.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

0.76%

+2.68%

Volatility

IXG vs. LQDH - Volatility Comparison

iShares Global Financials ETF (IXG) has a higher volatility of 5.96% compared to iShares Interest Rate Hedged Corporate Bond ETF (LQDH) at 1.51%. This indicates that IXG's price experiences larger fluctuations and is considered to be riskier than LQDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXGLQDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

1.51%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

2.22%

+8.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

4.10%

+14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

4.43%

+12.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

6.45%

+13.70%