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LQD vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQD vs. IBIT - 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 Bitcoin Trust ETF (IBIT). 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 0.46% return, which is significantly higher than IBIT's -25.48% return.


LQD

1D
-0.28%
1M
0.72%
YTD
0.46%
6M
-0.03%
1Y
6.08%
3Y*
4.95%
5Y*
-0.04%
10Y*
2.52%

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQD vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.46%7.90%1.28%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between LQD and IBIT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.11

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Return for Risk

LQD vs. IBIT — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 3232
Overall Rank
LQD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2828
Omega Ratio Rank
LQD Calmar Ratio Rank: 3636
Calmar Ratio Rank
LQD Martin Ratio Rank: 3434
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - 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 Bitcoin Trust ETF (IBIT). 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.


LQDIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.20

0.86

+0.33

Calmar ratioReturn relative to maximum drawdown

1.83

-0.79

+2.62

Martin ratioReturn relative to average drawdown

5.23

-1.36

+6.59

LQD vs. IBIT - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 1.14, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of LQD and IBIT, 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


LQDIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

-0.89

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.30

+0.24

Drawdowns

LQD vs. IBIT - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for LQD and IBIT.


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Drawdown Indicators


LQDIBITDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-49.36%

+24.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-49.36%

+46.02%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-3.72%

-48.10%

+44.38%

Average Drawdown

Average peak-to-trough decline

-3.99%

-16.02%

+12.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

28.44%

-27.27%

Volatility

LQD vs. IBIT - Volatility Comparison

The current volatility for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) is 1.65%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that LQD experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

9.50%

-7.85%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

34.44%

-30.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

43.73%

-38.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

50.19%

-41.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

50.19%

-41.51%

LQD vs. IBIT - Expense Ratio Comparison

LQD has a 0.15% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LQD vs. IBIT - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.57%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.57%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 IBIT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to LQD (1.65%). In terms of maximum drawdown, LQD dropped -24.95% vs IBIT's -49.36%.

On 1-year performance, LQD leads with 6.08% vs -38.74% for IBIT. On fees, LQD is cheaper at 0.15% per year. On volatility, LQD has been the lower-risk option at 1.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LQD has performed better with a 6.08% return vs -38.74%. 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 0.25% for IBIT.

LQD has the higher dividend yield at 4.57%, compared with 0.00% for IBIT.

LQD is categorized as Corporate Bonds, while IBIT is Cryptocurrency. LQD tracks iBoxx $ Liquid Investment Grade Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.15% for LQD and 0.25% for IBIT.

LQD currently has the higher Sharpe Ratio (1.14 vs -0.89), 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

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