PortfoliosLab logoPortfoliosLab logo
PBTP vs. LQDH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBTP vs. LQDH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) and iShares Interest Rate Hedged Corporate Bond ETF (LQDH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PBTP achieves a 1.42% return, which is significantly lower than LQDH's 2.41% return.


PBTP

1D
-0.18%
1M
-0.30%
YTD
1.42%
6M
1.44%
1Y
3.62%
3Y*
4.97%
5Y*
3.22%
10Y*

LQDH

1D
0.06%
1M
0.30%
YTD
2.41%
6M
2.78%
1Y
7.38%
3Y*
7.84%
5Y*
5.25%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBTP vs. LQDH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
1.42%5.98%4.72%4.53%-3.02%5.51%4.89%4.72%0.59%0.04%
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
2.41%7.00%7.43%11.14%-1.88%1.84%1.68%9.50%-2.20%2.60%

Correlation

The correlation between PBTP and LQDH is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

0.02

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

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.08

The correlation between PBTP and LQDH shifts across timeframes, from -0.15 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PBTP vs. LQDH — Risk / Return Rank

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

PBTP
PBTP Risk / Return Rank: 8282
Overall Rank
PBTP Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PBTP Sortino Ratio Rank: 8282
Sortino Ratio Rank
PBTP Omega Ratio Rank: 8282
Omega Ratio Rank
PBTP Calmar Ratio Rank: 8888
Calmar Ratio Rank
PBTP Martin Ratio Rank: 8686
Martin Ratio Rank

LQDH
LQDH Risk / Return Rank: 8282
Overall Rank
LQDH Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LQDH Sortino Ratio Rank: 9292
Sortino Ratio Rank
LQDH Omega Ratio Rank: 9090
Omega Ratio Rank
LQDH Calmar Ratio Rank: 6666
Calmar Ratio Rank
LQDH Martin Ratio Rank: 7474
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.

PBTP vs. LQDH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) 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.

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.


PBTPLQDHDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.47

1.56

-0.09

Calmar ratioReturn relative to maximum drawdown

4.98

3.16

+1.82

Martin ratioReturn relative to average drawdown

17.63

13.45

+4.17

PBTP vs. LQDH - Sharpe Ratio Comparison

The current PBTP Sharpe Ratio is 2.25, which is comparable to the LQDH Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of PBTP and LQDH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

PBTP vs. LQDH - Drawdown Comparison

The maximum PBTP drawdown since its inception was -5.44%, smaller than the maximum LQDH drawdown of -24.63%. Use the drawdown chart below to compare losses from any high point for PBTP and LQDH.


Loading charts...

Drawdown Indicators


PBTPLQDHDifference

Max Drawdown

Largest peak-to-trough decline

-5.44%

-24.63%

+19.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-2.34%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-4.86%

+3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-5.44%

-7.08%

+1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-24.63%

Current Drawdown

Current decline from peak

-0.73%

-0.15%

-0.58%

Average Drawdown

Average peak-to-trough decline

-0.75%

-1.67%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.55%

-0.34%

Volatility

PBTP vs. LQDH - Volatility Comparison

Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) has a higher volatility of 0.63% compared to iShares Interest Rate Hedged Corporate Bond ETF (LQDH) at 0.45%. This indicates that PBTP's price experiences larger fluctuations and is considered to be riskier than LQDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PBTPLQDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.45%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

2.03%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

1.62%

2.68%

-1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

4.41%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.64%

6.44%

-3.80%

PBTP vs. LQDH - Expense Ratio Comparison

PBTP has a 0.07% expense ratio, which is lower than LQDH's 0.25% 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

PBTP vs. LQDH - Dividend Comparison

PBTP's dividend yield for the trailing twelve months is around 5.86%, less than LQDH's 5.94% yield.


PositionTTM20252024202320222021202020192018201720162015
LQDH
iShares Interest Rate Hedged Corporate Bond ETF
5.94%6.06%7.57%7.69%3.73%1.65%2.22%3.09%5.08%2.37%2.33%2.98%
PBTP
Invesco PureBeta 0-5 Yr US TIPS ETF
5.86%3.82%2.59%2.36%5.33%3.12%1.25%2.12%2.33%0.73%0.00%0.00%

Frequently Asked Questions


PBTP and LQDH 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.

PBTP has higher volatility (0.63%) compared to LQDH (0.45%). In terms of maximum drawdown, PBTP dropped -5.44% vs LQDH's -24.63%.

On 5-year performance, LQDH leads with 5.25% vs 3.22% for PBTP. On fees, PBTP is cheaper at 0.07% per year. On volatility, LQDH has been the lower-risk option at 0.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LQDH has performed better with a 5.25% return vs 3.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PBTP is cheaper with a 0.07% expense ratio, compared with 0.25% for LQDH.

LQDH has the higher dividend yield at 5.94%, compared with 5.86% for PBTP.

PBTP is categorized as Inflation-Protected Bonds, while LQDH is Corporate Bonds. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.07% for PBTP and 0.25% for LQDH.

LQDH currently has the higher Sharpe Ratio (2.77 vs 2.25), 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 PBTP and LQDH

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

Open Portfolio Optimizer