Summary
LQD
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 4.08% Volatility 6.64% Sharpe 0.06
Official loaded data — not a live quote.

ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF

Symbol: LQD

Exchange: NYSE

Sector: N/A

Category: Corporate Bond

Inception date: N/A

Latest date: 17/07/2026

Current price: $107.56

Expense ratio: 0.14%

Assets under management
N/A
-0.10% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.76%

Ann. -16.41% (Sharpe / Sortino numerator)

Volatility

8.96%

Sharpe ratio

-2.236

VaR 95%

-0.82%

CVaR 95%: -1.03%
Max drawdown: -3.33%
Sortino ratio: -3.972
Calmar ratio: -4.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.15%

Ann. -2.33% (Sharpe / Sortino numerator)

Volatility

6.24%

Sharpe ratio

-0.955

VaR 95%

-0.68%

CVaR 95%: -0.88%
Max drawdown: -4.06%
Sortino ratio: -1.321
Calmar ratio: -0.57

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.09%

Ann. -1.66% (Sharpe / Sortino numerator)

Volatility

5.38%

Sharpe ratio

-0.985

VaR 95%

-0.56%

CVaR 95%: -0.76%
Max drawdown: -4.06%
Sortino ratio: -1.414
Calmar ratio: -0.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.08%

Ann. 4.04% (Sharpe / Sortino numerator)

Volatility

6.64%

Sharpe ratio

0.062

VaR 95%

-0.60%

CVaR 95%: -1.01%
Max drawdown: -4.06%
Sortino ratio: 0.081
Calmar ratio: 1.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.62%

Ann. 5.06% (Sharpe / Sortino numerator)

Volatility

6.73%

Sharpe ratio

0.212

VaR 95%

-0.61%

CVaR 95%: -0.95%
Max drawdown: -6.26%
Sortino ratio: 0.306
Calmar ratio: 0.81

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.16%

Ann. 4.20% (Sharpe / Sortino numerator)

Volatility

7.54%

Sharpe ratio

0.075

VaR 95%

-0.75%

CVaR 95%: -1.06%
Max drawdown: -9.14%
Sortino ratio: 0.116
Calmar ratio: 0.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.016%

Best day

0.887%

01/08/2025
Worst day

-1.227%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $107.67 $107.79 $107.53 $107.56 25,761,500
16/07/2026 $107.35 $107.57 $107.26 $107.50 33,413,200
15/07/2026 $107.27 $107.66 $107.27 $107.58 27,178,700
14/07/2026 $107.16 $107.39 $107.02 $107.21 33,688,900
13/07/2026 $107.35 $107.43 $106.94 $106.96 29,936,100
10/07/2026 $107.72 $107.72 $107.32 $107.46 34,114,000
09/07/2026 $107.71 $108.01 $107.64 $107.71 24,612,700
08/07/2026 $107.68 $107.75 $107.39 $107.67 31,080,600
07/07/2026 $108.29 $108.34 $107.77 $107.88 32,025,000
06/07/2026 $108.61 $108.68 $108.44 $108.67 17,471,600