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LQD vs. HEFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQD vs. HEFA - Performance Comparison

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

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Returns By Period

In the year-to-date period, LQD achieves a -1.41% return, which is significantly lower than HEFA's 13.57% return. Over the past 10 years, LQD has underperformed HEFA with an annualized return of 2.06%, while HEFA has yielded a comparatively higher 12.70% annualized return.


LQD

1D
-0.03%
1M
-2.65%
6M
-1.99%
YTD
-1.41%
1Y
1.95%
3Y*
4.07%
5Y*
-1.00%
10Y*
2.06%
ALL TIME*
4.35%

HEFA

1D
0.51%
1M
0.73%
6M
10.08%
YTD
13.57%
1Y
26.09%
3Y*
18.91%
5Y*
13.96%
10Y*
12.70%
ALL TIME*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$39.23M$30.73M$26.09M
$3.09B$3.13B$2.99B

LQD vs. HEFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-1.41%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%
HEFA
iShares Currency Hedged MSCI EAFE ETF
13.57%24.58%13.71%20.33%-4.86%19.59%2.09%27.63%-9.33%16.67%

Correlation

The correlation between LQD and HEFA is 0.37, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.37

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2014

0.07

Over the past year, LQD and HEFA have become more correlated (0.37) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

LQD vs. HEFA — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 2222
Overall Rank
LQD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 2020
Sortino Ratio Rank
LQD Omega Ratio Rank: 1919
Omega Ratio Rank
LQD Calmar Ratio Rank: 2424
Calmar Ratio Rank
LQD Martin Ratio Rank: 2424
Martin Ratio Rank

HEFA
HEFA Risk / Return Rank: 8383
Overall Rank
HEFA Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
HEFA Sortino Ratio Rank: 8686
Sortino Ratio Rank
HEFA Omega Ratio Rank: 8686
Omega Ratio Rank
HEFA Calmar Ratio Rank: 7676
Calmar Ratio Rank
HEFA Martin Ratio Rank: 8383
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. HEFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) and iShares Currency Hedged MSCI EAFE ETF (HEFA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LQDHEFADifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.08

1.37

-0.30

Calmar ratioReturn relative to maximum drawdown

0.68

2.77

-2.09

Martin ratioReturn relative to average drawdown

1.76

11.52

-9.77

LQD vs. HEFA - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 0.43, which is lower than the HEFA Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of LQD and HEFA, 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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Drawdowns

LQD vs. HEFA - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, smaller than the maximum HEFA drawdown of -32.39%. Use the drawdown chart below to compare losses from any high point for LQD and HEFA.


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Drawdown Indicators


LQDHEFADifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-32.39%

+7.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-9.52%

+6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-7.87%

-14.28%

+6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-14.79%

-10.16%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

-32.39%

+7.44%

Current Drawdown

Current decline from peak

-5.51%

-1.12%

-4.39%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.13%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

2.29%

-0.99%

Volatility

LQD vs. HEFA - Volatility Comparison

The current volatility for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) is 1.28%, while iShares Currency Hedged MSCI EAFE ETF (HEFA) has a volatility of 3.21%. This indicates that LQD experiences smaller price fluctuations and is considered to be less risky than HEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDHEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

3.21%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

10.72%

-6.70%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

13.05%

-7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.64%

13.82%

-5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.69%

15.66%

-6.97%

LQD vs. HEFA - Expense Ratio Comparison

LQD has a 0.15% expense ratio, which is lower than HEFA's 0.35% expense ratio.


Dividends

LQD vs. HEFA - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.65%, more than HEFA's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
HEFA
iShares Currency Hedged MSCI EAFE ETF
4.04%4.40%3.09%3.02%25.14%3.06%2.10%7.56%4.58%2.55%3.17%3.54%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.65%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 HEFA have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HEFA has higher volatility (3.21%) compared to LQD (1.28%). In terms of maximum drawdown, LQD dropped -24.95% vs HEFA's -32.39%.

On 10-year performance, HEFA leads with 12.70% vs 2.06% for LQD. On fees, LQD is cheaper at 0.15% per year. On volatility, LQD has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HEFA has performed better with a 12.70% return vs 2.06%. 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 0.35% for HEFA.

LQD has the higher dividend yield at 4.65%, compared with 4.04% for HEFA.

LQD is categorized as Corporate Bonds, while HEFA is Foreign Large Cap Equities. LQD tracks iBoxx $ Liquid Investment Grade Index, while HEFA tracks MSCI EAFE 100% Hedged to USD Index. Their fees differ too: 0.15% for LQD and 0.35% for HEFA.

HEFA currently has the higher Sharpe Ratio (2.03 vs 0.43), 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 HEFA

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