ISHARES INFLATION HEDGED CORPORATE BOND ETF
Symbol: LQDI
Exchange: BATS
Sector: N/A
Category: Corporate Bond
Inception date: 08/05/2018
Latest date: 17/07/2026
Current price: $26.04
Expense ratio: 0.18%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.51%
Ann. -12.76% (Sharpe / Sortino numerator)
Volatility
7.35%
Sharpe ratio
-2.230
VaR 95%
-0.74%
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
-0.46%
Ann. -0.90% (Sharpe / Sortino numerator)
Volatility
5.69%
Sharpe ratio
-0.797
VaR 95%
-0.50%
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
0.97%
Ann. -1.83% (Sharpe / Sortino numerator)
Volatility
5.40%
Sharpe ratio
-1.012
VaR 95%
-0.50%
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
3.90%
Ann. 4.47% (Sharpe / Sortino numerator)
Volatility
6.03%
Sharpe ratio
0.140
VaR 95%
-0.50%
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
8.70%
Ann. 5.08% (Sharpe / Sortino numerator)
Volatility
6.01%
Sharpe ratio
0.240
VaR 95%
-0.56%
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
16.21%
Ann. 4.45% (Sharpe / Sortino numerator)
Volatility
6.57%
Sharpe ratio
0.125
VaR 95%
-0.69%
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.
Average daily return
0.016%
Best day
0.851%
Worst day
-1.013%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $26.06 | $26.06 | $26.03 | $26.04 | 1,700 |
| 16/07/2026 | $25.98 | $26.04 | $25.98 | $26.02 | 3,900 |
| 15/07/2026 | $25.98 | $26.08 | $25.98 | $26.04 | 6,800 |
| 14/07/2026 | $26.06 | $26.07 | $25.98 | $26.07 | 3,500 |
| 13/07/2026 | $26.03 | $26.03 | $25.90 | $25.91 | 11,000 |
| 10/07/2026 | $26.04 | $26.04 | $26.01 | $26.01 | 3,500 |
| 09/07/2026 | $26.08 | $26.15 | $26.05 | $26.08 | 6,400 |
| 08/07/2026 | $26.08 | $26.15 | $26.02 | $26.07 | 12,700 |
| 07/07/2026 | $26.26 | $26.26 | $26.07 | $26.07 | 16,900 |
| 06/07/2026 | $26.22 | $26.26 | $26.14 | $26.23 | 11,700 |