LQDI vs. VTP
LQDI (iShares Inflation Hedged Corporate Bond ETF) and VTP (Vanguard Total Inflation-Protected Securities ETF) are both Inflation-Protected Bonds funds. LQDI is actively managed, while VTP is passively managed. A 0.64 correlation means they provide meaningful diversification when combined. LQDI charges 0.18%/yr vs 0.05%/yr for VTP.
Performance
LQDI vs. VTP - Performance Comparison
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Returns By Period
In the year-to-date period, LQDI achieves a 1.72% return, which is significantly higher than VTP's 1.55% return.
LQDI
- 1D
- -0.39%
- 1M
- 0.66%
- YTD
- 1.72%
- 6M
- 1.56%
- 1Y
- 7.30%
- 3Y*
- 5.84%
- 5Y*
- 1.93%
- 10Y*
- —
VTP
- 1D
- -0.16%
- 1M
- -0.08%
- YTD
- 1.55%
- 6M
- 1.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LQDI vs. VTP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LQDI iShares Inflation Hedged Corporate Bond ETF | 1.72% | 3.35% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.55% | 2.27% |
Correlation
The correlation between LQDI and VTP is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.64 |
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Return for Risk
LQDI vs. VTP — Risk / Return Rank
LQDI
VTP
LQDI vs. VTP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged Corporate Bond ETF (LQDI) and Vanguard Total Inflation-Protected Securities ETF (VTP). 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.
| LQDI | VTP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | — | — |
| Martin ratioReturn relative to average drawdown | 7.71 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LQDI | VTP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.31 | -0.91 |
Drawdowns
LQDI vs. VTP - Drawdown Comparison
The maximum LQDI drawdown since its inception was -28.99%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for LQDI and VTP.
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Drawdown Indicators
| LQDI | VTP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.99% | -1.92% | -27.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -6.27% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.67% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.30% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -0.52% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | — | — |
Volatility
LQDI vs. VTP - Volatility Comparison
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Volatility by Period
| LQDI | VTP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.44% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.97% | 3.26% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.18% | 3.26% | +4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.84% | 3.26% | +7.58% |
LQDI vs. VTP - Expense Ratio Comparison
LQDI has a 0.18% expense ratio, which is higher than VTP's 0.05% 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. VTP - Dividend Comparison
LQDI's dividend yield for the trailing twelve months is around 4.58%, more than VTP's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.61% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LQDI and VTP have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VTP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTP is cheaper with a 0.05% expense ratio, compared with 0.18% for LQDI.
LQDI has the higher dividend yield at 4.58%, compared with 1.61% for VTP.
They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for LQDI and 0.05% for VTP.
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