PortfoliosLab logoPortfoliosLab logo
LQD vs. BKLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQD vs. BKLN - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LQD achieves a -0.06% return, which is significantly lower than BKLN's -0.04% return. Over the past 10 years, LQD has underperformed BKLN with an annualized return of 2.41%, while BKLN has yielded a comparatively higher 4.25% annualized return.


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%

BKLN

1D
0.00%
1M
-0.43%
YTD
-0.04%
6M
0.55%
1Y
4.39%
3Y*
7.44%
5Y*
5.09%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQD vs. BKLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BKLN
Invesco Senior Loan ETF
-0.04%6.88%8.21%12.53%-2.51%2.32%1.32%10.03%-1.32%2.13%

Correlation

The correlation between LQD and BKLN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.26

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

0.26

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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2011

0.13

The correlation between LQD and BKLN shifts across timeframes, from 0.13 (all time) to 0.26 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LQD vs. BKLN — Risk / Return Rank

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

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

BKLN
BKLN Risk / Return Rank: 5050
Overall Rank
BKLN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BKLN Sortino Ratio Rank: 5454
Sortino Ratio Rank
BKLN Omega Ratio Rank: 7070
Omega Ratio Rank
BKLN Calmar Ratio Rank: 3232
Calmar Ratio Rank
BKLN Martin Ratio Rank: 3939
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.

LQD vs. BKLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) and Invesco Senior Loan ETF (BKLN). 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.


LQDBKLNDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.72

1.44

+0.29

Martin ratioReturn relative to average drawdown

4.88

5.65

-0.76

LQD vs. BKLN - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 1.08, which is lower than the BKLN Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of LQD and BKLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LQDBKLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.61

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

1.14

-1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.66

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.64

-0.11

Drawdowns

LQD vs. BKLN - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, roughly equal to the maximum BKLN drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for LQD and BKLN.


Loading charts...

Drawdown Indicators


LQDBKLNDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-24.17%

-0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-3.07%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

-3.55%

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-7.31%

-17.64%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

-24.17%

-0.78%

Current Drawdown

Current decline from peak

-4.21%

-0.48%

-3.73%

Average Drawdown

Average peak-to-trough decline

-3.99%

-1.09%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

0.78%

+0.40%

Volatility

LQD vs. BKLN - Volatility Comparison

iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a higher volatility of 1.62% compared to Invesco Senior Loan ETF (BKLN) at 0.44%. This indicates that LQD's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LQDBKLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

0.44%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.94%

2.52%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

2.75%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

4.48%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

6.43%

+2.25%

LQD vs. BKLN - Expense Ratio Comparison

LQD has a 0.15% expense ratio, which is lower than BKLN's 0.65% expense ratio.


Dividends

LQD vs. BKLN - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.59%, less than BKLN's 6.63% yield.


PositionTTM20252024202320222021202020192018201720162015
BKLN
Invesco Senior Loan ETF
6.63%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%
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


LQD and BKLN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQD has higher volatility (1.62%) compared to BKLN (0.44%). In terms of maximum drawdown, LQD dropped -24.95% vs BKLN's -24.17%.

On 10-year performance, BKLN leads with 4.25% vs 2.41% for LQD. On fees, LQD is cheaper at 0.15% per year. On volatility, BKLN has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BKLN has performed better with a 4.25% 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 0.65% for BKLN.

BKLN has the higher dividend yield at 6.63%, compared with 4.59% for LQD.

LQD is categorized as Corporate Bonds, while BKLN is Bank Loan. LQD tracks iBoxx $ Liquid Investment Grade Index, while BKLN tracks Morningstar LSTA US Leveraged Loan 100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for LQD and 0.65% for BKLN.

BKLN currently has the higher Sharpe Ratio (1.61 vs 1.08), 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 LQD and BKLN

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

Open Portfolio Optimizer