PortfoliosLab logoPortfoliosLab logo
LQDI vs. ACWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQDI vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged Corporate Bond ETF (LQDI) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LQDI vs. ACWI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LQDI
iShares Inflation Hedged Corporate Bond ETF
-0.54%8.84%1.48%8.85%-15.33%7.53%11.82%15.83%-2.07%
ACWI
iShares MSCI ACWI ETF
-2.21%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-10.97%

Returns By Period

In the year-to-date period, LQDI achieves a -0.54% return, which is significantly higher than ACWI's -2.21% return.


LQDI

1D
0.56%
1M
-1.42%
YTD
-0.54%
6M
-0.68%
1Y
4.41%
3Y*
4.42%
5Y*
2.13%
10Y*

ACWI

1D
3.11%
1M
-6.11%
YTD
-2.21%
6M
0.97%
1Y
20.86%
3Y*
16.98%
5Y*
9.40%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LQDI vs. ACWI - Expense Ratio Comparison

LQDI has a 0.18% expense ratio, which is lower than ACWI's 0.32% expense ratio.


Return for Risk

LQDI vs. ACWI — Risk / Return Rank

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

LQDI
LQDI Risk / Return Rank: 4141
Overall Rank
LQDI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LQDI Sortino Ratio Rank: 3838
Sortino Ratio Rank
LQDI Omega Ratio Rank: 3535
Omega Ratio Rank
LQDI Calmar Ratio Rank: 4949
Calmar Ratio Rank
LQDI Martin Ratio Rank: 4444
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 7575
Overall Rank
ACWI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7474
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7575
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7474
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
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.

LQDI vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged Corporate Bond ETF (LQDI) and iShares MSCI ACWI ETF (ACWI). 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.


LQDIACWIDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.20

-0.46

Sortino ratio

Return per unit of downside risk

1.03

1.77

-0.74

Omega ratio

Gain probability vs. loss probability

1.13

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

1.21

1.79

-0.57

Martin ratio

Return relative to average drawdown

4.07

8.26

-4.20

LQDI vs. ACWI - Sharpe Ratio Comparison

The current LQDI Sharpe Ratio is 0.74, which is lower than the ACWI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of LQDI and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LQDIACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.20

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.59

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.39

-0.01

Correlation

The correlation between LQDI and ACWI is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LQDI vs. ACWI - Dividend Comparison

LQDI's dividend yield for the trailing twelve months is around 4.57%, more than ACWI's 1.59% yield.


TTM20252024202320222021202020192018201720162015
LQDI
iShares Inflation Hedged Corporate Bond ETF
4.57%4.46%4.65%3.98%3.27%2.42%2.34%3.26%2.53%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF
1.59%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%

Drawdowns

LQDI vs. ACWI - Drawdown Comparison

The maximum LQDI drawdown since its inception was -28.99%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for LQDI and ACWI.


Loading graphics...

Drawdown Indicators


LQDIACWIDifference

Max Drawdown

Largest peak-to-trough decline

-28.99%

-56.00%

+27.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.03%

-11.76%

+7.73%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-26.42%

+5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-1.87%

-6.92%

+5.05%

Average Drawdown

Average peak-to-trough decline

-5.36%

-8.69%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

2.54%

-1.34%

Volatility

LQDI vs. ACWI - Volatility Comparison

The current volatility for iShares Inflation Hedged Corporate Bond ETF (LQDI) is 2.19%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that LQDI experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LQDIACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

6.38%

-4.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

10.05%

-6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

17.48%

-11.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

15.97%

-7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.94%

17.08%

-6.14%