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LRND vs. ESGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LRND vs. ESGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ U.S. Large Cap R&D Leaders ETF (LRND) and IQ MacKay ESG Core Plus Bond ETF (ESGB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LRND

1D
-1.34%
1M
-2.17%
YTD
7.55%
6M
7.49%
1Y
27.35%
3Y*
21.07%
5Y*
10Y*

ESGB

1D
0.25%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRND vs. ESGB - Yearly Performance Comparison


Correlation

The correlation between LRND and ESGB is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 4, 2026

0.15

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Return for Risk

LRND vs. ESGB — Risk / Return Rank

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

LRND
LRND Risk / Return Rank: 4747
Overall Rank
LRND Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LRND Sortino Ratio Rank: 4949
Sortino Ratio Rank
LRND Omega Ratio Rank: 4848
Omega Ratio Rank
LRND Calmar Ratio Rank: 4141
Calmar Ratio Rank
LRND Martin Ratio Rank: 4747
Martin Ratio Rank

ESGB

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.

LRND vs. ESGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ U.S. Large Cap R&D Leaders ETF (LRND) and IQ MacKay ESG Core Plus Bond ETF (ESGB). 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.


LRNDESGBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.99

Martin ratioReturn relative to average drawdown

7.63

LRND vs. ESGB - Sharpe Ratio Comparison


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Drawdowns

LRND vs. ESGB - Drawdown Comparison

The maximum LRND drawdown since its inception was -25.43%, which is greater than ESGB's maximum drawdown of -0.64%. Use the drawdown chart below to compare losses from any high point for LRND and ESGB.


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Drawdown Indicators


LRNDESGBDifference

Max Drawdown

Largest peak-to-trough decline

-25.43%

-0.64%

-24.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.83%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

Current Drawdown

Current decline from peak

-5.07%

-0.39%

-4.68%

Average Drawdown

Average peak-to-trough decline

-6.22%

-0.38%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

Volatility

LRND vs. ESGB - Volatility Comparison


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Volatility by Period


LRNDESGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

4.10%

+11.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

4.10%

+15.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.05%

4.10%

+15.95%

LRND vs. ESGB - Expense Ratio Comparison

LRND has a 0.14% expense ratio, which is lower than ESGB's 0.39% expense ratio.


Dividends

LRND vs. ESGB - Dividend Comparison

LRND's dividend yield for the trailing twelve months is around 0.51%, while ESGB has not paid dividends to shareholders.


PositionTTM2025202420232022
ESGB
IQ MacKay ESG Core Plus Bond ETF
0.00%0.00%0.00%0.00%0.00%
LRND
IQ U.S. Large Cap R&D Leaders ETF
0.51%0.67%0.97%1.22%1.32%

Frequently Asked Questions


LRND and ESGB have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LRND is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LRND is cheaper with a 0.14% expense ratio, compared with 0.39% for ESGB.

LRND has the higher dividend yield at 0.51%, compared with 0.00% for ESGB.

LRND is categorized as Large Cap Blend Equities, while ESGB is Intermediate Core-Plus Bond. Their fees differ too: 0.14% for LRND and 0.39% for ESGB.

Portfolio Optimizer

Find the right allocation for LRND and ESGB

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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