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LQDH vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LQDH and VOO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

LQDH vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
38.63%
269.12%
LQDH
VOO

Key characteristics

Sharpe Ratio

LQDH:

2.76

VOO:

2.25

Sortino Ratio

LQDH:

4.07

VOO:

2.98

Omega Ratio

LQDH:

1.56

VOO:

1.42

Calmar Ratio

LQDH:

4.21

VOO:

3.31

Martin Ratio

LQDH:

20.93

VOO:

14.77

Ulcer Index

LQDH:

0.37%

VOO:

1.90%

Daily Std Dev

LQDH:

2.77%

VOO:

12.46%

Max Drawdown

LQDH:

-24.63%

VOO:

-33.99%

Current Drawdown

LQDH:

-0.41%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LQDH achieves a 7.25% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, LQDH has underperformed VOO with an annualized return of 3.62%, while VOO has yielded a comparatively higher 13.08% annualized return.


LQDH

YTD

7.25%

1M

0.55%

6M

3.69%

1Y

7.59%

5Y*

4.02%

10Y*

3.62%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LQDH vs. VOO - Expense Ratio Comparison

LQDH has a 0.25% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LQDH
iShares Interest Rate Hedged Corporate Bond ETF
Expense ratio chart for LQDH: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LQDH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for LQDH, currently valued at 2.76, compared to the broader market0.002.004.002.762.25
The chart of Sortino ratio for LQDH, currently valued at 4.07, compared to the broader market-2.000.002.004.006.008.0010.004.072.98
The chart of Omega ratio for LQDH, currently valued at 1.56, compared to the broader market0.501.001.502.002.503.001.561.42
The chart of Calmar ratio for LQDH, currently valued at 4.21, compared to the broader market0.005.0010.0015.004.213.31
The chart of Martin ratio for LQDH, currently valued at 20.93, compared to the broader market0.0020.0040.0060.0080.00100.0020.9314.77
LQDH
VOO

The current LQDH Sharpe Ratio is 2.76, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LQDH and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.76
2.25
LQDH
VOO

Dividends

LQDH vs. VOO - Dividend Comparison

LQDH's dividend yield for the trailing twelve months is around 8.44%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
7.58%7.69%3.73%1.64%2.22%3.09%5.08%2.37%2.33%2.98%2.19%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LQDH vs. VOO - Drawdown Comparison

The maximum LQDH drawdown since its inception was -24.63%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LQDH and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.41%
-2.47%
LQDH
VOO

Volatility

LQDH vs. VOO - Volatility Comparison

The current volatility for iShares Interest Rate Hedged Corporate Bond ETF (LQDH) is 0.70%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that LQDH experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.70%
3.75%
LQDH
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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