Summary
LQDW
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 5.09% Volatility 4.61% Sharpe 0.13
Official loaded data — not a live quote.

ISHARES INVESTMENT GRADE CORPORATE BOND BUYWRITE STRATEGY ETF

Symbol: LQDW

Exchange: BATS

Sector: N/A

Category: Corporate Bond

Inception date: 18/08/2022

Latest date: 17/07/2026

Current price: $23.64

Expense ratio: 0.34%

Assets under management
$265.9M
0.11% 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

-0.48%

Ann. -20.98% (Sharpe / Sortino numerator)

Volatility

8.14%

Sharpe ratio

-3.024

VaR 95%

-0.80%

CVaR 95%: -0.89%
Max drawdown: -3.35%
Sortino ratio: -5.840
Calmar ratio: -6.26

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

0.14%

Ann. -6.08% (Sharpe / Sortino numerator)

Volatility

5.44%

Sharpe ratio

-1.785

VaR 95%

-0.70%

CVaR 95%: -0.81%
Max drawdown: -4.41%
Sortino ratio: -2.208
Calmar ratio: -1.38

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

1.41%

Ann. -0.90% (Sharpe / Sortino numerator)

Volatility

4.25%

Sharpe ratio

-1.066

VaR 95%

-0.53%

CVaR 95%: -0.71%
Max drawdown: -4.41%
Sortino ratio: -1.235
Calmar ratio: -0.21

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

5.09%

Ann. 4.21% (Sharpe / Sortino numerator)

Volatility

4.61%

Sharpe ratio

0.126

VaR 95%

-0.51%

CVaR 95%: -0.80%
Max drawdown: -4.41%
Sortino ratio: 0.130
Calmar ratio: 0.96

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

10.52%

Ann. 4.52% (Sharpe / Sortino numerator)

Volatility

4.49%

Sharpe ratio

0.197

VaR 95%

-0.45%

CVaR 95%: -0.75%
Max drawdown: -4.41%
Sortino ratio: 0.220
Calmar ratio: 1.02

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

10.03%

Ann. 3.09% (Sharpe / Sortino numerator)

Volatility

4.82%

Sharpe ratio

-0.112

VaR 95%

-0.53%

CVaR 95%: -0.82%
Max drawdown: -6.74%
Sortino ratio: -0.128
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

0.02%

Best day

0.708%

31/03/2026
Worst day

-0.804%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $23.62 $23.69 $23.62 $23.64 53,500
16/07/2026 $23.62 $23.66 $23.60 $23.64 23,400
15/07/2026 $23.62 $23.67 $23.60 $23.66 30,300
14/07/2026 $23.63 $23.63 $23.47 $23.59 265,800
13/07/2026 $23.61 $23.63 $23.52 $23.52 43,600
10/07/2026 $23.71 $23.71 $23.61 $23.62 26,800
09/07/2026 $23.65 $23.73 $23.65 $23.71 40,200
08/07/2026 $23.72 $23.72 $23.62 $23.69 49,200
07/07/2026 $23.82 $23.82 $23.71 $23.73 29,400
06/07/2026 $23.85 $23.86 $23.80 $23.85 28,600