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LQDB vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDB vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares BBB Rated Corporate Bond ETF (LQDB) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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 LQD's 0.46% return.


LQDB

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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDB vs. LQD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LQDB
iShares BBB Rated Corporate Bond ETF
0.77%7.50%2.37%9.60%-15.51%2.35%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.46%7.90%0.86%9.40%-17.92%2.58%

Correlation

The correlation between LQDB and LQD is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since May 21, 2021

0.98

The correlation between LQDB and LQD has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

LQDB vs. LQD — 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

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
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. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares BBB Rated Corporate Bond ETF (LQDB) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


LQDBLQDDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.26

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

2.24

1.83

+0.41

Martin ratioReturn relative to average drawdown

6.94

5.23

+1.72

LQDB vs. LQD - Sharpe Ratio Comparison

The current LQDB Sharpe Ratio is 1.47, which is comparable to the LQD Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of LQDB and LQD, 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


LQDBLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.14

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.01

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.54

-0.39

Drawdowns

LQDB vs. LQD - Drawdown Comparison

The maximum LQDB drawdown since its inception was -21.63%, smaller than the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for LQDB and LQD.


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Drawdown Indicators


LQDBLQDDifference

Max Drawdown

Largest peak-to-trough decline

-21.63%

-24.95%

+3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.34%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-5.90%

-8.43%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-24.95%

+3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-0.83%

-3.72%

+2.89%

Average Drawdown

Average peak-to-trough decline

-7.93%

-3.99%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.17%

-0.31%

Volatility

LQDB vs. LQD - Volatility Comparison

The current volatility for iShares BBB Rated Corporate Bond ETF (LQDB) is 1.31%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 1.65%. This indicates that LQDB experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDBLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.65%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

3.90%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

5.36%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.87%

8.65%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.85%

8.68%

-1.83%

LQDB vs. LQD - Expense Ratio Comparison

Both LQDB and LQD have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LQDB vs. LQD - Dividend Comparison

LQDB's dividend yield for the trailing twelve months is around 4.70%, more than LQD's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LQDB
iShares BBB Rated Corporate Bond ETF
4.70%4.65%4.46%3.90%4.14%1.32%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, LQDB and LQD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

LQD has higher volatility (1.65%) compared to LQDB (1.31%). In terms of maximum drawdown, LQDB dropped -21.63% vs LQD's -24.95%.

On 5-year performance, LQDB leads with 0.84% vs -0.04% for LQD. Both ETFs have the same 0.15% expense ratio. 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 5-year period, LQDB has performed better with a 0.84% return vs -0.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQDB and LQD have the same expense ratio: 0.15% per year.

LQDB has the higher dividend yield at 4.70%, compared with 4.57% for LQD.

LQDB tracks iBoxx USD Liquid Investment Grade BBB 0+ Index , while LQD tracks iBoxx $ Liquid Investment Grade Index.

LQDB currently has the higher Sharpe Ratio (1.47 vs 1.14), 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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