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LQDB vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares BBB Rated Corporate Bond ETF (LQDB) 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, LQDB achieves a 0.77% return, which is significantly higher than IBIT's -25.48% return.


LQDB

1D
-0.18%
1M
0.58%
YTD
0.77%
6M
0.56%
1Y
5.96%
3Y*
5.59%
5Y*
0.84%
10Y*

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)

LQDB vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
LQDB
iShares BBB Rated Corporate Bond ETF
0.77%7.50%2.75%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between LQDB and IBIT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.13

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Return for Risk

LQDB vs. IBIT — Risk / Return Rank

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

LQDB
LQDB Risk / Return Rank: 4343
Overall Rank
LQDB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LQDB Sortino Ratio Rank: 4242
Sortino Ratio Rank
LQDB Omega Ratio Rank: 4040
Omega Ratio Rank
LQDB Calmar Ratio Rank: 4545
Calmar Ratio Rank
LQDB Martin Ratio Rank: 4343
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.

LQDB vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BBB Rated Corporate Bond ETF (LQDB) 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.


LQDBIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+3.38

Omega ratioGain probability vs. loss probability

1.26

0.86

+0.40

Calmar ratioReturn relative to maximum drawdown

2.24

-0.79

+3.03

Martin ratioReturn relative to average drawdown

6.94

-1.36

+8.31

LQDB vs. IBIT - Sharpe Ratio Comparison

The current LQDB Sharpe Ratio is 1.47, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of LQDB 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


LQDBIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

-0.89

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.30

-0.15

Drawdowns

LQDB vs. IBIT - Drawdown Comparison

The maximum LQDB drawdown since its inception was -21.63%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for LQDB and IBIT.


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Drawdown Indicators


LQDBIBITDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-49.36%

+27.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-49.36%

+46.69%

Max Drawdown (3Y)

Largest decline over 3 years

-5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

Current Drawdown

Current decline from peak

-0.83%

-48.10%

+47.27%

Average Drawdown

Average peak-to-trough decline

-7.93%

-16.02%

+8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

28.44%

-27.58%

Volatility

LQDB vs. IBIT - Volatility Comparison

The current volatility for iShares BBB Rated Corporate Bond ETF (LQDB) is 1.31%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that LQDB 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


LQDBIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

9.50%

-8.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

34.44%

-31.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

43.73%

-39.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.87%

50.19%

-43.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.85%

50.19%

-43.34%

LQDB vs. IBIT - Expense Ratio Comparison

LQDB 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

LQDB vs. IBIT - Dividend Comparison

LQDB's dividend yield for the trailing twelve months is around 4.70%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%
LQDB
iShares BBB Rated Corporate Bond ETF
4.70%4.65%4.46%3.90%4.14%1.32%

Frequently Asked Questions


LQDB and IBIT have a correlation of 0.20, 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 LQDB (1.31%). In terms of maximum drawdown, LQDB dropped -21.63% vs IBIT's -49.36%.

On 1-year performance, LQDB leads with 5.96% vs -38.74% for IBIT. On fees, LQDB is cheaper at 0.15% per year. On volatility, LQDB has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LQDB has performed better with a 5.96% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQDB is cheaper with a 0.15% expense ratio, compared with 0.25% for IBIT.

LQDB has the higher dividend yield at 4.70%, compared with 0.00% for IBIT.

LQDB is categorized as Corporate Bonds, while IBIT is Cryptocurrency. LQDB tracks iBoxx USD Liquid Investment Grade BBB 0+ Index , while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.15% for LQDB and 0.25% for IBIT.

LQDB currently has the higher Sharpe Ratio (1.47 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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