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LQDH vs. BTCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDH vs. BTCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and ETC Group Physical Bitcoin (BTCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LQDH is traded in USD, while BTCE.DE is traded in EUR. To make them comparable, the BTCE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LQDH achieves a 2.17% return, which is significantly higher than BTCE.DE's -27.87% return.


LQDH

1D
-0.02%
1M
0.58%
YTD
2.17%
6M
2.64%
1Y
7.27%
3Y*
8.07%
5Y*
5.25%
10Y*
4.63%

BTCE.DE

1D
-3.69%
1M
-20.23%
YTD
-27.87%
6M
-28.92%
1Y
-40.39%
3Y*
31.53%
5Y*
9.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDH vs. BTCE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
2.17%7.00%7.43%11.14%-1.88%1.84%7.49%
BTCE.DE
ETC Group Physical Bitcoin
-27.87%-7.65%112.88%154.31%-65.88%67.06%187.82%

Correlation

The correlation between LQDH and BTCE.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.16

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2020

0.20

The correlation between LQDH and BTCE.DE shifts across timeframes, from 0.16 (3 years) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LQDH vs. BTCE.DE — Risk / Return Rank

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

LQDH
LQDH Risk / Return Rank: 8383
Overall Rank
LQDH Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9292
Sortino Ratio Rank
LQDH Omega Ratio Rank: 9191
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6969
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7777
Martin Ratio Rank

BTCE.DE
BTCE.DE Risk / Return Rank: 11
Overall Rank
BTCE.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCE.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCE.DE Omega Ratio Rank: 22
Omega Ratio Rank
BTCE.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCE.DE Martin Ratio Rank: 11
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.

LQDH vs. BTCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and ETC Group Physical Bitcoin (BTCE.DE). 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.


LQDHBTCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.72

Sortino ratioReturn per unit of downside risk

+5.60

Omega ratioGain probability vs. loss probability

1.54

0.84

+0.70

Calmar ratioReturn relative to maximum drawdown

3.11

-0.82

+3.93

Martin ratioReturn relative to average drawdown

13.21

-1.42

+14.63

LQDH vs. BTCE.DE - Sharpe Ratio Comparison

The current LQDH Sharpe Ratio is 2.70, which is higher than the BTCE.DE Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of LQDH and BTCE.DE, 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


LQDHBTCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

-1.01

+3.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

0.17

+1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.59

-0.01

Drawdowns

LQDH vs. BTCE.DE - Drawdown Comparison

The maximum LQDH drawdown since its inception was -24.63%, smaller than the maximum BTCE.DE drawdown of -77.07%. Use the drawdown chart below to compare losses from any high point for LQDH and BTCE.DE.


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Drawdown Indicators


LQDHBTCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-77.07%

+52.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-49.71%

+47.37%

Max Drawdown (3Y)

Largest decline over 3 years

-4.86%

-49.71%

+44.85%

Max Drawdown (5Y)

Largest decline over 5 years

-7.08%

-77.07%

+69.99%

Max Drawdown (10Y)

Largest decline over 10 years

-24.63%

Current Drawdown

Current decline from peak

-0.23%

-49.71%

+49.48%

Average Drawdown

Average peak-to-trough decline

-1.67%

-31.24%

+29.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

28.63%

-28.08%

Volatility

LQDH vs. BTCE.DE - Volatility Comparison

The current volatility for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) is 0.47%, while ETC Group Physical Bitcoin (BTCE.DE) has a volatility of 9.77%. This indicates that LQDH experiences smaller price fluctuations and is considered to be less risky than BTCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDHBTCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

9.77%

-9.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

31.28%

-29.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.71%

39.98%

-37.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

53.24%

-48.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

58.58%

-52.14%

LQDH vs. BTCE.DE - Expense Ratio Comparison

LQDH has a 0.25% expense ratio, which is lower than BTCE.DE's 2.00% expense ratio.


Dividends

LQDH vs. BTCE.DE - Dividend Comparison

LQDH's dividend yield for the trailing twelve months is around 5.96%, while BTCE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BTCE.DE
ETC Group Physical Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.96%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%

Frequently Asked Questions


LQDH and BTCE.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LQDH is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQDH is cheaper with a 0.25% expense ratio, compared with 2.00% for BTCE.DE.

LQDH is categorized as Corporate Bonds, while BTCE.DE is Cryptocurrency. They also come from different issuers: iShares and ETC Issuance. Their fees differ too: 0.25% for LQDH and 2.00% for BTCE.DE.

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