LQDH vs. LQDW

In the year-to-date period, LQDH achieves a 0.89% return, which is significantly lower than LQDW's 2.99% return.

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LQDH has a 0.25% expense ratio, which is lower than LQDW's 0.34% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). 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.

The current LQDH Sharpe Ratio is 1.15, which is comparable to the LQDW Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of LQDH and LQDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LQDH's dividend yield for the trailing twelve months is around 6.98%, less than LQDW's 16.34% yield.

The maximum LQDH drawdown since its inception was -24.63%, which is greater than LQDW's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for LQDH and LQDW.

iShares Interest Rate Hedged Corporate Bond ETF (LQDH) has a higher volatility of 1.11% compared to iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) at 0.95%. This indicates that LQDH's price experiences larger fluctuations and is considered to be riskier than LQDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.