Summary
LQDH
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 7.30% Volatility 4.17% Sharpe 0.44
Official loaded data — not a live quote.

ISHARES INTEREST RATE HEDGED CORPORATE BOND ETF

Symbol: LQDH

Exchange: NYSE

Sector: N/A

Category: Ultrashort Bond

Inception date: 27/05/2014

Latest date: 02/06/2026

Current price: $93.31

Expense ratio: 0.24%

Assets under management
$505.8M
0.02% 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

0.91%

Ann. -0.65% (Sharpe / Sortino numerator)

Volatility

5.30%

Sharpe ratio

-0.807

VaR 95%

-0.42%

CVaR 95%: -0.44%
Max drawdown: -1.90%
Sortino ratio: -2.101
Calmar ratio: -0.34

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

2.20%

Ann. -3.13% (Sharpe / Sortino numerator)

Volatility

3.94%

Sharpe ratio

-1.715

VaR 95%

-0.42%

CVaR 95%: -0.47%
Max drawdown: -3.32%
Sortino ratio: -2.766
Calmar ratio: -0.94

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

2.76%

Ann. 1.73% (Sharpe / Sortino numerator)

Volatility

3.33%

Sharpe ratio

-0.573

VaR 95%

-0.34%

CVaR 95%: -0.44%
Max drawdown: -3.32%
Sortino ratio: -0.855
Calmar ratio: 0.52

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

7.30%

Ann. 5.46% (Sharpe / Sortino numerator)

Volatility

4.17%

Sharpe ratio

0.438

VaR 95%

-0.39%

CVaR 95%: -0.62%
Max drawdown: -3.32%
Sortino ratio: 0.541
Calmar ratio: 1.64

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

11.07%

Ann. 5.54% (Sharpe / Sortino numerator)

Volatility

3.52%

Sharpe ratio

0.543

VaR 95%

-0.33%

CVaR 95%: -0.51%
Max drawdown: -4.86%
Sortino ratio: 0.682
Calmar ratio: 1.14

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

23.93%

Ann. 7.41% (Sharpe / Sortino numerator)

Volatility

3.54%

Sharpe ratio

1.068

VaR 95%

-0.33%

CVaR 95%: -0.49%
Max drawdown: -4.86%
Sortino ratio: 1.451
Calmar ratio: 1.53

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

0.028%

Best day

0.555%

31/03/2026
Worst day

-0.468%

27/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $93.29 $93.40 $93.25 $93.31 28,000
01/06/2026 $93.63 $93.80 $93.63 $93.71 15,900
29/05/2026 $93.55 $93.69 $93.55 $93.67 18,700
28/05/2026 $93.34 $93.60 $93.34 $93.55 37,800
27/05/2026 $93.47 $93.55 $93.41 $93.52 35,700
26/05/2026 $93.56 $93.63 $93.49 $93.53 89,100
22/05/2026 $93.53 $93.56 $93.38 $93.47 32,400
21/05/2026 $93.18 $93.40 $93.18 $93.37 18,100
20/05/2026 $93.16 $93.31 $93.08 $93.24 34,700
19/05/2026 $93.18 $93.19 $93.04 $93.04 27,400