Summary
LQD
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 6.02% 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: 22/07/2002

Latest date: 02/06/2026

Current price: $108.92

Expense ratio: 0.14%

Assets under management
$30.9B
-0.13% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

0.62%

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

-1.01%

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

6.02%

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

9.36%

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

14.17%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.024%

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
02/06/2026 $109.06 $109.14 $108.89 $108.92 14,394,700
01/06/2026 $108.56 $108.96 $108.43 $108.93 19,298,000
29/05/2026 $109.39 $109.60 $109.29 $109.36 26,551,200
28/05/2026 $108.99 $109.41 $108.87 $109.26 24,176,800
27/05/2026 $108.91 $109.07 $108.82 $108.93 16,208,400
26/05/2026 $108.97 $109.00 $108.68 $108.78 23,730,300
22/05/2026 $108.53 $108.53 $108.10 $108.37 19,668,800
21/05/2026 $107.65 $108.18 $107.46 $108.17 25,440,400
20/05/2026 $107.17 $108.08 $107.17 $107.95 34,281,700
19/05/2026 $107.22 $107.40 $106.93 $107.12 36,965,500