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TBF vs. LQDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBF vs. LQDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short 20+ Year Treasury (TBF) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with TBF having a 1.71% return and LQDW slightly lower at 1.70%.


TBF

1D
0.83%
1M
-1.61%
YTD
1.71%
6M
2.04%
1Y
1.36%
3Y*
8.00%
5Y*
10.44%
10Y*
2.91%

LQDW

1D
-0.22%
1M
1.18%
YTD
1.70%
6M
1.70%
1Y
6.47%
3Y*
3.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBF vs. LQDW - Yearly Performance Comparison


2026 (YTD)2025202420232022
TBF
ProShares Short 20+ Year Treasury
1.71%1.27%16.33%2.43%12.37%
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
1.70%9.05%2.60%3.99%-6.78%

Correlation

The correlation between TBF and LQDW is -0.75, 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

-0.75

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

-0.72

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2022

-0.72

The correlation between TBF and LQDW has been stable across timeframes, ranging from -0.75 to -0.72 - a consistent structural relationship.

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Return for Risk

TBF vs. LQDW — Risk / Return Rank

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

TBF
TBF Risk / Return Rank: 1010
Overall Rank
TBF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TBF Sortino Ratio Rank: 99
Sortino Ratio Rank
TBF Omega Ratio Rank: 99
Omega Ratio Rank
TBF Calmar Ratio Rank: 1010
Calmar Ratio Rank
TBF Martin Ratio Rank: 1010
Martin Ratio Rank

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
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.

TBF vs. LQDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short 20+ Year Treasury (TBF) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). 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.


TBFLQDWDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

1.03

1.36

-0.33

Calmar ratioReturn relative to maximum drawdown

0.19

2.51

-2.32

Martin ratioReturn relative to average drawdown

0.41

9.31

-8.90

TBF vs. LQDW - Sharpe Ratio Comparison

The current TBF Sharpe Ratio is 0.15, which is lower than the LQDW Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of TBF and LQDW, 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

TBF vs. LQDW - Drawdown Comparison

The maximum TBF drawdown since its inception was -70.40%, which is greater than LQDW's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for TBF and LQDW.


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Drawdown Indicators


TBFLQDWDifference

Max Drawdown

Largest peak-to-trough decline

-70.40%

-9.20%

-61.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-2.59%

-4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-17.79%

-6.74%

-11.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.39%

Current Drawdown

Current decline from peak

-43.76%

-0.22%

-43.54%

Average Drawdown

Average peak-to-trough decline

-47.41%

-2.32%

-45.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

0.70%

+2.61%

Volatility

TBF vs. LQDW - Volatility Comparison

ProShares Short 20+ Year Treasury (TBF) has a higher volatility of 2.22% compared to iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) at 0.99%. This indicates that TBF's price experiences larger fluctuations and is considered to be riskier than LQDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBFLQDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

0.99%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

3.12%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

9.31%

3.63%

+5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

5.47%

+10.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.52%

5.47%

+9.05%

TBF vs. LQDW - Expense Ratio Comparison

TBF has a 0.94% expense ratio, which is higher than LQDW's 0.34% expense ratio.


Dividends

TBF vs. LQDW - Dividend Comparison

TBF's dividend yield for the trailing twelve months is around 2.86%, less than LQDW's 12.52% yield.


PositionTTM20252024202320222021202020192018
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
12.52%16.02%15.74%19.28%8.85%0.00%0.00%0.00%0.00%
TBF
ProShares Short 20+ Year Treasury
2.86%3.39%4.06%4.99%0.36%0.00%0.22%1.68%0.88%

Frequently Asked Questions


TBF and LQDW 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.

TBF has higher volatility (2.22%) compared to LQDW (0.99%). In terms of maximum drawdown, TBF dropped -70.40% vs LQDW's -9.20%.

On 3-year performance, TBF leads with 8.00% vs 3.64% for LQDW. On fees, LQDW is cheaper at 0.34% per year. On volatility, LQDW has been the lower-risk option at 0.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TBF has performed better with a 8.00% return vs 3.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQDW is cheaper with a 0.34% expense ratio, compared with 0.94% for TBF.

LQDW has the higher dividend yield at 12.52%, compared with 2.86% for TBF.

TBF is categorized as Inverse Bonds, while LQDW is Corporate Bonds. TBF tracks U.S. Treasury 20+ Year Index (-100%), while LQDW tracks CBOE LQD BuyWrite Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.94% for TBF and 0.34% for LQDW.

LQDW currently has the higher Sharpe Ratio (1.80 vs 0.15), 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 TBF and LQDW

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