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SLQD vs. ISDB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLQD vs. ISDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and Invesco Short Duration Bond ETF (ISDB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLQD achieves a 0.84% return, which is significantly lower than ISDB's 1.04% return.


SLQD

1D
-0.08%
1M
0.24%
YTD
0.84%
6M
1.16%
1Y
4.46%
3Y*
5.35%
5Y*
2.52%
10Y*
2.66%

ISDB

1D
-0.08%
1M
0.36%
YTD
1.04%
6M
1.43%
1Y
4.99%
3Y*
5.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLQD vs. ISDB - Yearly Performance Comparison


2026 (YTD)2025202420232022
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
0.84%6.27%4.94%5.98%-0.10%
ISDB
Invesco Short Duration Bond ETF
1.04%6.23%5.35%5.17%0.01%

Correlation

The correlation between SLQD and ISDB is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.80

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2022

0.83

The correlation between SLQD and ISDB has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

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Return for Risk

SLQD vs. ISDB — Risk / Return Rank

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

SLQD
SLQD Risk / Return Rank: 8888
Overall Rank
SLQD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SLQD Sortino Ratio Rank: 9494
Sortino Ratio Rank
SLQD Omega Ratio Rank: 9292
Omega Ratio Rank
SLQD Calmar Ratio Rank: 8080
Calmar Ratio Rank
SLQD Martin Ratio Rank: 8787
Martin Ratio Rank

ISDB
ISDB Risk / Return Rank: 9292
Overall Rank
ISDB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ISDB Sortino Ratio Rank: 9696
Sortino Ratio Rank
ISDB Omega Ratio Rank: 9696
Omega Ratio Rank
ISDB Calmar Ratio Rank: 8383
Calmar Ratio Rank
ISDB Martin Ratio Rank: 9090
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.

SLQD vs. ISDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and Invesco Short Duration Bond ETF (ISDB). 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.


SLQDISDBDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.62

1.84

-0.22

Calmar ratioReturn relative to maximum drawdown

4.22

4.46

-0.24

Martin ratioReturn relative to average drawdown

19.08

20.58

-1.50

SLQD vs. ISDB - Sharpe Ratio Comparison

The current SLQD Sharpe Ratio is 3.02, which is comparable to the ISDB Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of SLQD and ISDB, 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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Sharpe Ratios by Period


SLQDISDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

3.60

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

2.78

-1.93

Drawdowns

SLQD vs. ISDB - Drawdown Comparison

The maximum SLQD drawdown since its inception was -12.69%, which is greater than ISDB's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for SLQD and ISDB.


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Drawdown Indicators


SLQDISDBDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-1.83%

-10.86%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

-1.12%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-1.06%

-1.12%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-12.69%

Current Drawdown

Current decline from peak

-0.13%

-0.11%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.87%

-0.25%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.24%

-0.01%

Volatility

SLQD vs. ISDB - Volatility Comparison

iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) has a higher volatility of 0.46% compared to Invesco Short Duration Bond ETF (ISDB) at 0.37%. This indicates that SLQD's price experiences larger fluctuations and is considered to be riskier than ISDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLQDISDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

0.37%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

1.09%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.49%

1.39%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.44%

1.85%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.14%

1.85%

+1.29%

SLQD vs. ISDB - Expense Ratio Comparison

SLQD has a 0.06% expense ratio, which is lower than ISDB's 0.36% expense ratio.


Dividends

SLQD vs. ISDB - Dividend Comparison

SLQD's dividend yield for the trailing twelve months is around 4.32%, less than ISDB's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
ISDB
Invesco Short Duration Bond ETF
4.58%4.89%5.50%5.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
4.32%4.15%3.71%2.99%2.00%1.67%2.34%2.89%2.55%1.98%1.81%1.43%

Frequently Asked Questions


SLQD and ISDB have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLQD has higher volatility (0.46%) compared to ISDB (0.37%). In terms of maximum drawdown, SLQD dropped -12.69% vs ISDB's -1.83%.

On 3-year performance, ISDB leads with 5.60% vs 5.35% for SLQD. On fees, SLQD is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ISDB has performed better with a 5.60% return vs 5.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLQD is cheaper with a 0.06% expense ratio, compared with 0.36% for ISDB.

ISDB has the higher dividend yield at 4.58%, compared with 4.32% for SLQD.

SLQD is categorized as Corporate Bonds, while ISDB is Short-Term Bond. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.06% for SLQD and 0.36% for ISDB.

ISDB currently has the higher Sharpe Ratio (3.60 vs 3.02), 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.

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