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

Performance

LQDI vs. PBTP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged Corporate Bond ETF (LQDI) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LQDI achieves a 1.72% return, which is significantly lower than PBTP's 2.15% return.


LQDI

1D
-0.39%
1M
0.66%
YTD
1.72%
6M
1.56%
1Y
7.30%
3Y*
5.84%
5Y*
1.93%
10Y*

PBTP

1D
-0.02%
1M
0.08%
YTD
2.15%
6M
2.14%
1Y
4.68%
3Y*
5.23%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDI vs. PBTP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LQDI
iShares Inflation Hedged Corporate Bond ETF
1.72%8.84%1.48%8.85%-15.33%7.53%11.82%15.83%-2.07%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
2.15%5.98%4.72%4.53%-3.02%5.51%4.89%4.72%0.22%

Correlation

The correlation between LQDI and PBTP is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.57

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

0.59

Correlation (All Time)
Calculated using the full available price history since May 11, 2018

0.48

The correlation between LQDI and PBTP shifts across timeframes, from 0.38 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

LQDI vs. PBTP — Risk / Return Rank

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

LQDI
LQDI Risk / Return Rank: 4444
Overall Rank
LQDI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
LQDI Sortino Ratio Rank: 4242
Sortino Ratio Rank
LQDI Omega Ratio Rank: 4040
Omega Ratio Rank
LQDI Calmar Ratio Rank: 5151
Calmar Ratio Rank
LQDI Martin Ratio Rank: 4747
Martin Ratio Rank

PBTP
PBTP Risk / Return Rank: 9393
Overall Rank
PBTP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 9595
Sortino Ratio Rank
PBTP Omega Ratio Rank: 9393
Omega Ratio Rank
PBTP Calmar Ratio Rank: 9494
Calmar Ratio Rank
PBTP Martin Ratio Rank: 9393
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. PBTP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged Corporate Bond ETF (LQDI) and Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP). 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.


LQDIPBTPDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.94

Omega ratioGain probability vs. loss probability

1.26

1.66

-0.40

Calmar ratioReturn relative to maximum drawdown

2.54

7.08

-4.54

Martin ratioReturn relative to average drawdown

7.71

24.51

-16.80

LQDI vs. PBTP - Sharpe Ratio Comparison

The current LQDI Sharpe Ratio is 1.47, which is lower than the PBTP Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of LQDI and PBTP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LQDIPBTPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

3.05

-1.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.17

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.30

-0.90

Drawdowns

LQDI vs. PBTP - Drawdown Comparison

The maximum LQDI drawdown since its inception was -28.99%, which is greater than PBTP's maximum drawdown of -5.44%. Use the drawdown chart below to compare losses from any high point for LQDI and PBTP.


Loading charts...

Drawdown Indicators


LQDIPBTPDifference

Max Drawdown

Largest peak-to-trough decline

-28.99%

-5.44%

-23.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-0.66%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-6.27%

-1.03%

-5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-5.44%

-15.23%

Current Drawdown

Current decline from peak

-0.39%

-0.02%

-0.37%

Average Drawdown

Average peak-to-trough decline

-5.25%

-0.75%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.19%

+0.76%

Volatility

LQDI vs. PBTP - Volatility Comparison

iShares Inflation Hedged Corporate Bond ETF (LQDI) has a higher volatility of 1.20% compared to Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) at 0.40%. This indicates that LQDI's price experiences larger fluctuations and is considered to be riskier than PBTP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LQDIPBTPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.40%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

1.03%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.97%

1.54%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

2.85%

+5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.84%

2.64%

+8.20%

LQDI vs. PBTP - Expense Ratio Comparison

LQDI has a 0.18% expense ratio, which is higher than PBTP's 0.07% 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%.


Dividends

LQDI vs. PBTP - Dividend Comparison

LQDI's dividend yield for the trailing twelve months is around 4.58%, more than PBTP's 3.10% yield.


PositionTTM202520242023202220212020201920182017
LQDI
iShares Inflation Hedged Corporate Bond ETF
4.58%4.46%4.65%3.98%3.27%2.42%2.34%3.26%2.53%0.00%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
3.10%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%

Frequently Asked Questions


LQDI and PBTP have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQDI has higher volatility (1.20%) compared to PBTP (0.40%). In terms of maximum drawdown, LQDI dropped -28.99% vs PBTP's -5.44%.

On 5-year performance, PBTP leads with 3.32% vs 1.93% for LQDI. On fees, PBTP is cheaper at 0.07% per year. On volatility, PBTP has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PBTP has performed better with a 3.32% return vs 1.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PBTP is cheaper with a 0.07% expense ratio, compared with 0.18% for LQDI.

LQDI has the higher dividend yield at 4.58%, compared with 3.10% for PBTP.

They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for LQDI and 0.07% for PBTP.

PBTP currently has the higher Sharpe Ratio (3.05 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LQDI and PBTP

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

Open Portfolio Optimizer