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LQDW vs. PCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDW vs. PCL - 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 PGIM Corporate Bond 10+ Year ETF (PCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LQDW achieves a 1.70% return, which is significantly lower than PCL's 1.88% return.


LQDW

1D
-0.22%
1M
1.18%
YTD
1.70%
6M
1.70%
1Y
6.47%
3Y*
3.64%
5Y*
10Y*

PCL

1D
-0.41%
1M
1.39%
YTD
1.88%
6M
1.92%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDW vs. PCL - Yearly Performance Comparison


Correlation

The correlation between LQDW and PCL is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.83

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Return for Risk

LQDW vs. PCL — Risk / Return Rank

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

LQDW
LQDW Risk / Return Rank: 5656
Overall Rank
LQDW Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
LQDW Sortino Ratio Rank: 5454
Sortino Ratio Rank
LQDW Omega Ratio Rank: 6262
Omega Ratio Rank
LQDW Calmar Ratio Rank: 5252
Calmar Ratio Rank
LQDW Martin Ratio Rank: 5555
Martin Ratio Rank

PCL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PCL - 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 PGIM Corporate Bond 10+ Year ETF (PCL). 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.


LQDWPCLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.51

Martin ratioReturn relative to average drawdown

9.31

LQDW vs. PCL - Sharpe Ratio Comparison


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Drawdowns

LQDW vs. PCL - Drawdown Comparison

The maximum LQDW drawdown since its inception was -9.20%, which is greater than PCL's maximum drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for LQDW and PCL.


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Drawdown Indicators


LQDWPCLDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-5.14%

-4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-6.74%

Current Drawdown

Current decline from peak

-0.22%

-1.08%

+0.86%

Average Drawdown

Average peak-to-trough decline

-2.32%

-1.73%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

Volatility

LQDW vs. PCL - Volatility Comparison


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Volatility by Period


LQDWPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.63%

7.85%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.47%

7.85%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

7.85%

-2.38%

LQDW vs. PCL - Expense Ratio Comparison

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


Dividends

LQDW vs. PCL - Dividend Comparison

LQDW's dividend yield for the trailing twelve months is around 12.52%, more than PCL's 5.28% yield.


PositionTTM2025202420232022
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
12.52%16.02%15.74%19.28%8.85%
PCL
PGIM Corporate Bond 10+ Year ETF
5.28%2.52%0.00%0.00%0.00%

Frequently Asked Questions


LQDW and PCL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PCL is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PCL is cheaper with a 0.25% expense ratio, compared with 0.34% for LQDW.

LQDW has the higher dividend yield at 12.52%, compared with 5.28% for PCL.

They also come from different issuers: iShares and PGIM. Their fees differ too: 0.34% for LQDW and 0.25% for PCL.

Portfolio Optimizer

Find the right allocation for LQDW and PCL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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