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LQDI vs. TLTW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LQDI vs. TLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged Corporate Bond ETF (LQDI) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

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LQDI vs. TLTW - Yearly Performance Comparison


2026 (YTD)2025202420232022
LQDI
iShares Inflation Hedged Corporate Bond ETF
-0.54%8.84%1.48%8.85%-5.30%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
1.44%11.36%-2.18%0.73%-11.09%

Returns By Period

In the year-to-date period, LQDI achieves a -0.54% return, which is significantly lower than TLTW's 1.44% return.


LQDI

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

TLTW

1D
0.22%
1M
-2.98%
YTD
1.44%
6M
2.22%
1Y
7.46%
3Y*
0.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LQDI vs. TLTW - Expense Ratio Comparison

LQDI has a 0.18% expense ratio, which is lower than TLTW's 0.35% expense ratio.


Return for Risk

LQDI vs. TLTW — 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

TLTW
TLTW Risk / Return Rank: 4848
Overall Rank
TLTW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 4545
Sortino Ratio Rank
TLTW Omega Ratio Rank: 4242
Omega Ratio Rank
TLTW Calmar Ratio Rank: 6161
Calmar Ratio Rank
TLTW Martin Ratio Rank: 4242
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. TLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged Corporate Bond ETF (LQDI) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.


LQDITLTWDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.84

-0.11

Sortino ratio

Return per unit of downside risk

1.03

1.17

-0.14

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratio

Return relative to maximum drawdown

1.21

1.42

-0.20

Martin ratio

Return relative to average drawdown

4.07

3.74

+0.33

LQDI vs. TLTW - Sharpe Ratio Comparison

The current LQDI Sharpe Ratio is 0.74, which is comparable to the TLTW Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LQDI and TLTW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LQDITLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.84

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

-0.03

+0.41

Correlation

The correlation between LQDI and TLTW is 0.69, 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.


Dividends

LQDI vs. TLTW - Dividend Comparison

LQDI's dividend yield for the trailing twelve months is around 4.57%, less than TLTW's 13.66% yield.


TTM20252024202320222021202020192018
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%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
13.66%14.82%14.47%19.59%8.71%0.00%0.00%0.00%0.00%

Drawdowns

LQDI vs. TLTW - Drawdown Comparison

The maximum LQDI drawdown since its inception was -28.99%, which is greater than TLTW's maximum drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for LQDI and TLTW.


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Drawdown Indicators


LQDITLTWDifference

Max Drawdown

Largest peak-to-trough decline

-28.99%

-18.61%

-10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-4.03%

-5.80%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

Current Drawdown

Current decline from peak

-1.87%

-2.98%

+1.11%

Average Drawdown

Average peak-to-trough decline

-5.36%

-8.49%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

2.20%

-1.00%

Volatility

LQDI vs. TLTW - Volatility Comparison

The current volatility for iShares Inflation Hedged Corporate Bond ETF (LQDI) is 2.19%, while iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) has a volatility of 3.46%. This indicates that LQDI experiences smaller price fluctuations and is considered to be less risky than TLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDITLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

3.46%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

5.80%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

8.91%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

11.55%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.94%

11.55%

-0.61%