iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD): 1Y return -2.8%, Sharpe ratio -0.46, volatility 5.5%, max drawdown -6.0%. A ETF in the Fixed Income asset class. Compare LQD with other assets and invest through your own broker with pfolio.
iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
LQD Performance
- MTD
- Return: 2.4%, Sharpe: 5.11, Volatility: 5.7%, Max Drawdown: -0.6%
- YTD
- Return: -2.0%, Sharpe: -0.39, Volatility: 5.7%, Max Drawdown: -6.0%
- 1Y
- Return: -2.8%, Sharpe: -0.46, Volatility: 5.5%, Max Drawdown: -6.0%
- 5Y
- Return: -4.4%, Sharpe: -0.06, Volatility: 8.5%, Max Drawdown: -24.5%
- 10Y
- Return: 23.2%, Sharpe: 0.28, Volatility: 8.5%, Max Drawdown: -25.0%
Frequently Asked Questions
- What is iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD)?
- iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does LQD compare to other assets?
- You can compare LQD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in LQD through pfolio?
- pfolio helps you build diversified portfolios that may include LQD. You invest through your own broker — pfolio provides the analytics.