LQDW vs. LQDH

In the year-to-date period, LQDW achieves a 3.30% return, which is significantly higher than LQDH's 1.08% return.

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LQDW has a 0.34% expense ratio, which is higher than LQDH's 0.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH). 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.

The current LQDW Sharpe Ratio is 1.18, which is comparable to the LQDH Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of LQDW and LQDH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LQDW's dividend yield for the trailing twelve months is around 16.28%, more than LQDH's 6.97% yield.

The maximum LQDW drawdown since its inception was -9.20%, smaller than the maximum LQDH drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for LQDW and LQDH. For additional features, visit the drawdowns tool.

The current volatility for iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) is 0.96%, while iShares Interest Rate Hedged Corporate Bond ETF (LQDH) has a volatility of 1.27%. This indicates that LQDW experiences smaller price fluctuations and is considered to be less risky than LQDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.