IXG vs. LQDH
Compare and contrast key facts about iShares Global Financials ETF (IXG) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH).
IXG and LQDH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXG is a passively managed fund by iShares that tracks the performance of the S&P Global Financials Sector Index. It was launched on Nov 12, 2001. LQDH is an actively managed fund by iShares. It was launched on May 27, 2014.
Performance
IXG vs. LQDH - Performance Comparison
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IXG vs. LQDH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
IXG
LQDH
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.
| IXG | LQDH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 1.56 | -0.84 |
Sortino ratioReturn per unit of downside risk | 1.09 | 2.27 | -1.19 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.34 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.63 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.96 | 8.22 | -4.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IXG | LQDH | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IXG | LQDH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.13% | -1.10% | -7.03% |
Average DrawdownAverage peak-to-trough decline | -19.88% | -1.70% | -18.18% |
Ulcer IndexDepth 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
| IXG | LQDH | Difference | |
|---|---|---|---|
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% |