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LQDW vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDW vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LQDW having a 1.88% return and FLRT slightly lower at 1.81%.


LQDW

1D
0.18%
1M
1.36%
YTD
1.88%
6M
2.02%
1Y
6.49%
3Y*
3.70%
5Y*
10Y*

FLRT

1D
-0.06%
1M
0.17%
YTD
1.81%
6M
1.89%
1Y
5.54%
3Y*
8.54%
5Y*
5.95%
10Y*
4.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDW vs. FLRT - Yearly Performance Comparison


2026 (YTD)2025202420232022
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
1.88%9.05%2.60%3.99%-6.78%
FLRT
Pacific Global Senior Loan ETF
1.81%6.24%9.18%14.59%0.08%

Correlation

The correlation between LQDW and FLRT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2022

0.25

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Return for Risk

LQDW vs. FLRT — Risk / Return Rank

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

LQDW
LQDW Risk / Return Rank: 5757
Overall Rank
LQDW Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LQDW Sortino Ratio Rank: 5656
Sortino Ratio Rank
LQDW Omega Ratio Rank: 6464
Omega Ratio Rank
LQDW Calmar Ratio Rank: 5454
Calmar Ratio Rank
LQDW Martin Ratio Rank: 5656
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8484
Overall Rank
FLRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 6666
Calmar Ratio Rank
FLRT Martin Ratio Rank: 6666
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.

LQDW vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) and Pacific Global Senior Loan ETF (FLRT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LQDWFLRTDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

1.36

1.82

-0.46

Calmar ratioReturn relative to maximum drawdown

2.52

3.13

-0.62

Martin ratioReturn relative to average drawdown

9.34

11.44

-2.09

LQDW vs. FLRT - Sharpe Ratio Comparison

The current LQDW Sharpe Ratio is 1.80, which is lower than the FLRT Sharpe Ratio of 3.49. The chart below compares the historical Sharpe Ratios of LQDW and FLRT, 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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Drawdowns

LQDW vs. FLRT - Drawdown Comparison

The maximum LQDW drawdown since its inception was -9.20%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for LQDW and FLRT.


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Drawdown Indicators


LQDWFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-20.96%

+11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-1.78%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-6.74%

-2.87%

-3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-0.04%

-0.17%

+0.13%

Average Drawdown

Average peak-to-trough decline

-2.32%

-1.41%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.49%

+0.21%

Volatility

LQDW vs. FLRT - Volatility Comparison

iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) has a higher volatility of 1.00% compared to Pacific Global Senior Loan ETF (FLRT) at 0.42%. This indicates that LQDW's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDWFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

0.42%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

1.23%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

1.59%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.47%

2.30%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

6.12%

-0.65%

LQDW vs. FLRT - Expense Ratio Comparison

LQDW has a 0.34% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Dividends

LQDW vs. FLRT - Dividend Comparison

LQDW's dividend yield for the trailing twelve months is around 12.49%, more than FLRT's 6.81% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacific Global Senior Loan ETF
6.81%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
12.49%16.02%15.74%19.28%8.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LQDW and FLRT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQDW has higher volatility (1.00%) compared to FLRT (0.42%). In terms of maximum drawdown, LQDW dropped -9.20% vs FLRT's -20.96%.

On 3-year performance, FLRT leads with 8.54% vs 3.70% for LQDW. On fees, LQDW is cheaper at 0.34% per year. On volatility, FLRT has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FLRT has performed better with a 8.54% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQDW is cheaper with a 0.34% expense ratio, compared with 0.69% for FLRT.

LQDW has the higher dividend yield at 12.49%, compared with 6.81% for FLRT.

LQDW is categorized as Corporate Bonds, while FLRT is High Yield Bonds. They also come from different issuers: iShares and Pacific Life. Their fees differ too: 0.34% for LQDW and 0.69% for FLRT.

FLRT currently has the higher Sharpe Ratio (3.49 vs 1.80), 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 LQDW and FLRT

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