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LQDH vs. PCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDH vs. PCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and PGIM Corporate Bond 10+ Year ETF (PCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LQDH having a 2.34% return and PCL slightly lower at 2.29%.


LQDH

1D
0.03%
1M
0.34%
YTD
2.34%
6M
2.79%
1Y
7.31%
3Y*
7.76%
5Y*
5.17%
10Y*
4.69%

PCL

1D
0.25%
1M
2.27%
YTD
2.29%
6M
2.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDH vs. PCL - Yearly Performance Comparison


Correlation

The correlation between LQDH and PCL is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.50

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Return for Risk

LQDH vs. PCL — 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: 9393
Sortino Ratio Rank
LQDH Omega Ratio Rank: 9191
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6767
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7575
Martin Ratio Rank

PCL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and PGIM Corporate Bond 10+ Year ETF (PCL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LQDHPCLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.56

Calmar ratioReturn relative to maximum drawdown

3.18

Martin ratioReturn relative to average drawdown

13.54

LQDH vs. PCL - Sharpe Ratio Comparison


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Drawdowns

LQDH vs. PCL - Drawdown Comparison

The maximum LQDH drawdown since its inception was -24.63%, which is greater than PCL's maximum drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for LQDH and PCL.


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Drawdown Indicators


LQDHPCLDifference

Max Drawdown

Largest peak-to-trough decline

-24.63%

-5.14%

-19.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-4.86%

Max Drawdown (5Y)

Largest decline over 5 years

-7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-24.63%

Current Drawdown

Current decline from peak

-0.21%

-0.68%

+0.47%

Average Drawdown

Average peak-to-trough decline

-1.67%

-1.73%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

Volatility

LQDH vs. PCL - Volatility Comparison


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Volatility by Period


LQDHPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

7.85%

-5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

7.85%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

7.85%

-1.41%

LQDH vs. PCL - Expense Ratio Comparison

Both LQDH and PCL have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LQDH vs. PCL - Dividend Comparison

LQDH's dividend yield for the trailing twelve months is around 5.95%, more than PCL's 5.26% yield.


PositionTTM20252024202320222021202020192018201720162015
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.95%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%
PCL
PGIM Corporate Bond 10+ Year ETF
5.26%2.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LQDH and PCL have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LQDH and PCL have the same expense ratio: 0.25% per year.

LQDH has the higher dividend yield at 5.95%, compared with 5.26% for PCL.

They also come from different issuers: iShares and PGIM.

Portfolio Optimizer

Find the right allocation for LQDH and PCL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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