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LQDI vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDI vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged Corporate Bond ETF (LQDI) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LQDI achieves a 1.72% return, which is significantly higher than SGOV's 1.51% return.


LQDI

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

SGOV

1D
0.01%
1M
0.29%
YTD
1.51%
6M
1.80%
1Y
3.95%
3Y*
4.72%
5Y*
3.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDI vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LQDI
iShares Inflation Hedged Corporate Bond ETF
1.72%8.84%1.48%8.85%-15.33%7.53%15.78%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.51%4.24%5.27%5.12%1.58%0.04%0.05%

Correlation

The correlation between LQDI and SGOV is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

-0.01

The correlation between LQDI and SGOV shifts across timeframes, from -0.12 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LQDI vs. SGOV — 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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged Corporate Bond ETF (LQDI) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


LQDISGOVDifference
Sharpe ratioReturn per unit of total volatility

-18.80

Sortino ratioReturn per unit of downside risk

-273.53

Omega ratioGain probability vs. loss probability

1.26

195.55

-194.29

Calmar ratioReturn relative to maximum drawdown

2.54

398.20

-395.66

Martin ratioReturn relative to average drawdown

7.71

4,462.00

-4,454.29

LQDI vs. SGOV - Sharpe Ratio Comparison

The current LQDI Sharpe Ratio is 1.47, which is lower than the SGOV Sharpe Ratio of 20.28. The chart below compares the historical Sharpe Ratios of LQDI and SGOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LQDISGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

20.28

-18.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

14.73

-14.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

12.48

-12.08

Drawdowns

LQDI vs. SGOV - Drawdown Comparison

The maximum LQDI drawdown since its inception was -28.99%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for LQDI and SGOV.


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Drawdown Indicators


LQDISGOVDifference

Max Drawdown

Largest peak-to-trough decline

-28.99%

-0.03%

-28.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-0.01%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-6.27%

-0.01%

-6.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-0.03%

-20.64%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-5.25%

-0.00%

-5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.00%

+0.95%

Volatility

LQDI vs. SGOV - Volatility Comparison

iShares Inflation Hedged Corporate Bond ETF (LQDI) has a higher volatility of 1.20% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that LQDI's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDISGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.05%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

0.13%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.97%

0.20%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.18%

0.24%

+7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.84%

0.24%

+10.60%

LQDI vs. SGOV - Expense Ratio Comparison

LQDI has a 0.18% expense ratio, which is higher than SGOV's 0.09% 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. SGOV - Dividend Comparison

LQDI's dividend yield for the trailing twelve months is around 4.58%, more than SGOV's 3.86% yield.


PositionTTM20252024202320222021202020192018
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%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.86%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%

Frequently Asked Questions


LQDI and SGOV have a correlation of -0.12, 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 SGOV (0.05%). In terms of maximum drawdown, LQDI dropped -28.99% vs SGOV's -0.03%.

On 5-year performance, SGOV leads with 3.54% vs 1.93% for LQDI. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SGOV has performed better with a 3.54% return vs 1.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.18% for LQDI.

LQDI has the higher dividend yield at 4.58%, compared with 3.86% for SGOV.

LQDI is categorized as Inflation-Protected Bonds, while SGOV is Ultrashort Bond. Their fees differ too: 0.18% for LQDI and 0.09% for SGOV.

SGOV currently has the higher Sharpe Ratio (20.28 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.

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