ISHARES INVESTMENT GRADE CORPORATE BOND BUYWRITE STRATEGY ETF

Symbol: LQDW

Exchange: BATS

Sector: N/A

Category: Derivative Income

Inception Date: 18/08/2022

Latest Date: 02/04/2026

Current Price: $23.98

Expense Ratio: 0.34%

Assets Under Management
$272.3M
0.25% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-2.13%

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
Return

-1.53%

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
Return

-0.45%

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
Return

4.19%

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
Return

9.20%

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
Return

9.52%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.017%

Best Day

1.545%

09/04/2025
Worst Day

-1.539%

07/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $23.92 $23.98 $23.88 $23.98 35,100
01/04/2026 $24.20 $24.24 $24.16 $24.20 30,000
31/03/2026 $24.11 $24.20 $24.10 $24.18 54,800
30/03/2026 $24.01 $24.07 $24.00 $24.01 41,300
27/03/2026 $23.92 $23.95 $23.87 $23.93 51,400
26/03/2026 $24.01 $24.07 $23.93 $23.96 44,700
25/03/2026 $24.08 $24.15 $24.08 $24.09 67,900
24/03/2026 $24.02 $24.06 $23.98 $24.00 86,400
23/03/2026 $24.00 $24.09 $23.99 $24.07 49,000
20/03/2026 $24.09 $24.09 $23.93 $23.94 54,400