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MBB vs. LQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBB vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MBS Bond ETF (MBB) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MBB achieves a 1.01% return, which is significantly higher than LQD's 0.88% return. Over the past 10 years, MBB has underperformed LQD with an annualized return of 1.33%, while LQD has yielded a comparatively higher 2.53% annualized return.


MBB

1D
0.65%
1M
0.67%
YTD
1.01%
6M
1.29%
1Y
6.49%
3Y*
4.43%
5Y*
0.41%
10Y*
1.33%

LQD

1D
0.85%
1M
0.86%
YTD
0.88%
6M
0.69%
1Y
5.82%
3Y*
5.17%
5Y*
-0.20%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBB vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBB
iShares MBS Bond ETF
1.01%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%2.49%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.88%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%

Correlation

The correlation between MBB and LQD is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2007

0.71

The correlation between MBB and LQD shifts across timeframes, from 0.71 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MBB vs. LQD — Risk / Return Rank

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

MBB
MBB Risk / Return Rank: 5151
Overall Rank
MBB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 5353
Sortino Ratio Rank
MBB Omega Ratio Rank: 5050
Omega Ratio Rank
MBB Calmar Ratio Rank: 5353
Calmar Ratio Rank
MBB Martin Ratio Rank: 5050
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3737
Overall Rank
LQD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3636
Sortino Ratio Rank
LQD Omega Ratio Rank: 3333
Omega Ratio Rank
LQD Calmar Ratio Rank: 4343
Calmar Ratio Rank
LQD Martin Ratio Rank: 3737
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.

MBB vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MBS Bond ETF (MBB) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


MBBLQDDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.08

Calmar ratioReturn relative to maximum drawdown

2.21

1.75

+0.46

Martin ratioReturn relative to average drawdown

7.06

4.92

+2.14

MBB vs. LQD - Sharpe Ratio Comparison

The current MBB Sharpe Ratio is 1.46, which is higher than the LQD Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of MBB and LQD, 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

MBB vs. LQD - Drawdown Comparison

The maximum MBB drawdown since its inception was -17.64%, smaller than the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for MBB and LQD.


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Drawdown Indicators


MBBLQDDifference

Max Drawdown

Largest peak-to-trough decline

-17.64%

-24.95%

+7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-3.34%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-7.68%

-8.43%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-24.95%

+7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-17.64%

-24.95%

+7.31%

Current Drawdown

Current decline from peak

-1.09%

-3.31%

+2.22%

Average Drawdown

Average peak-to-trough decline

-2.35%

-3.99%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.19%

-0.27%

Volatility

MBB vs. LQD - Volatility Comparison

The current volatility for iShares MBS Bond ETF (MBB) is 1.57%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 1.77%. This indicates that MBB experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBBLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

1.77%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

4.04%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

5.38%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

8.65%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

8.69%

-3.38%

MBB vs. LQD - Expense Ratio Comparison

MBB has a 0.06% expense ratio, which is lower than LQD's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MBB vs. LQD - Dividend Comparison

MBB's dividend yield for the trailing twelve months is around 4.26%, less than LQD's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.55%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
MBB
iShares MBS Bond ETF
4.26%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%

Frequently Asked Questions


MBB and LQD have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQD has higher volatility (1.77%) compared to MBB (1.57%). In terms of maximum drawdown, MBB dropped -17.64% vs LQD's -24.95%.

On 10-year performance, LQD leads with 2.53% vs 1.33% for MBB. On fees, MBB is cheaper at 0.06% per year. On volatility, MBB has been the lower-risk option at 1.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LQD has performed better with a 2.53% return vs 1.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBB is cheaper with a 0.06% expense ratio, compared with 0.15% for LQD.

LQD has the higher dividend yield at 4.55%, compared with 4.26% for MBB.

MBB is categorized as Mortgage Backed Securities, while LQD is Corporate Bonds. MBB tracks Barclays Capital U.S. MBS Index, while LQD tracks iBoxx $ Liquid Investment Grade Index. Their fees differ too: 0.06% for MBB and 0.15% for LQD.

MBB currently has the higher Sharpe Ratio (1.46 vs 1.09), 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

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