iShares Investment Grade Corporate Bond (LQD): Historical Returns

Last Update: 30 Nov 2019

Category: Fixed Income

ETF: iShares Investment Grade Corporate Bond (LQD)

In the last 10 years, the iShares Investment Grade Corporate Bond (LQD) ETF obtained a 5.68% compound annual return, with a 5.30% standard deviation.

The ETF is related to the following investment themes:

Asset Class: Bond
Region: North America
Country: U.S.
Bond - Duration: All-Term

The iShares Investment Grade Corporate Bond (LQD) ETF is present in the following Lazy Portfolios:

Portfolio Name	Author	ETF Weight
Rob Arnott Portfolio	Rob Arnott	20.0%
Edge Select Moderately Conservative	Merrill Lynch	15.0%
Edge Select Moderate	Merrill Lynch	14.0%
Edge Select Conservative	Merrill Lynch	10.0%
Edge Select Moderately Aggressive	Merrill Lynch	9.0%
Edge Select Aggressive	Merrill Lynch	4.0%
Coward's Portfolio	Bill Bernstein	12.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Capital Growth:

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Period	Returns Nov 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+0.47%		0.00%	1 - 0
3M	+0.16%		-0.76% Sep 2019 - Sep 2019	2 - 1
6M	+7.70%		-0.76% Sep 2019 - Sep 2019	5 - 1
YTD	+16.75%		-0.76% Sep 2019 - Sep 2019	9 - 2
1Y	+18.92%	5.22%	-0.76% Sep 2019 - Sep 2019	10 - 2
3Y	+6.64% annualized	4.72%	-5.56% Jan 2018 - Nov 2018	24 - 12
5Y	+4.75% annualized	5.20%	-5.56% Jan 2018 - Nov 2018	36 - 24
10Y	+5.68% annualized	5.30%	-6.38% May 2013 - Jun 2013	75 - 45
MAX Dec 2002	+5.53% annualized	7.13%	-15.11% Feb 2008 - Oct 2008	126 - 77

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Worst drawdowns since November 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-6.38%	May 2013	Jun 2013	2	Apr 2014	10	12
-5.56%	Jan 2018	Nov 2018	11	Mar 2019	4	15
-5.31%	Feb 2015	Aug 2015	7	Apr 2016	8	15
-4.96%	Sep 2016	Nov 2016	3	Jul 2017	8	11
-3.16%	Nov 2011	Nov 2011	1	Dec 2011	1	2
-2.61%	Oct 2010	Dec 2010	3	Apr 2011	4	7
-2.07%	Dec 2009	Dec 2009	1	Mar 2010	3	4
-2.04%	Nov 2012	Jan 2013	3	Apr 2013	3	6
-1.68%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-1.42%	Mar 2012	Mar 2012	1	May 2012	2	3
-1.31%	May 2010	May 2010	1	Jun 2010	1	2
-0.80%	Jun 2011	Jun 2011	1	Jul 2011	1	2
-0.76%	Sep 2019	Sep 2019	1	Nov 2019	2	3
-0.51%	May 2016	May 2016	1	Jun 2016	1	2
-0.32%	Jul 2014	Jul 2014	1	Aug 2014	1	2
-0.12%	Nov 2017	Nov 2017	1	Dec 2017	1	2
-0.05%	Sep 2017	Sep 2017	1	Oct 2017	1	2
-0.05%	Aug 2012	Aug 2012	1	Sep 2012	1	2
-0.02%	Dec 2014	Dec 2014	1	Jan 2015	1	2

Worst drawdowns since December 2002.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-15.11%	Feb 2008	Oct 2008	9	Jun 2009	8	17
-6.38%	May 2013	Jun 2013	2	Apr 2014	10	12
-5.97%	Jun 2003	Jul 2003	2	Dec 2003	5	7
-5.56%	Jan 2018	Nov 2018	11	Mar 2019	4	15
-5.31%	Feb 2015	Aug 2015	7	Apr 2016	8	15
-4.96%	Sep 2016	Nov 2016	3	Jul 2017	8	11
-4.39%	Apr 2004	May 2004	2	Aug 2004	3	5
-3.82%	Sep 2005	Jun 2006	10	Sep 2006	3	13
-3.16%	Nov 2011	Nov 2011	1	Dec 2011	1	2
-2.83%	May 2007	Jul 2007	3	Sep 2007	2	5
-2.61%	Oct 2010	Dec 2010	3	Apr 2011	4	7
-2.19%	Feb 2005	Mar 2005	2	May 2005	2	4
-2.07%	Dec 2009	Dec 2009	1	Mar 2010	3	4
-2.04%	Nov 2012	Jan 2013	3	Apr 2013	3	6
-1.68%	Sep 2014	Sep 2014	1	Nov 2014	2	3
-1.42%	Mar 2012	Mar 2012	1	May 2012	2	3
-1.31%	May 2010	May 2010	1	Jun 2010	1	2
-1.22%	Nov 2004	Nov 2004	1	Dec 2004	1	2
-0.90%	Dec 2006	Dec 2006	1	Feb 2007	2	3
-0.82%	Jul 2005	Jul 2005	1	Aug 2005	1	2

Rolling Returns

iShares Investment Grade Corporate Bond (LQD) ETF: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+5.38%	+27.77% Nov 2008 - Oct 2009	-12.76% Nov 2007 - Oct 2008	17.71%
2 Years	+5.06%	+19.51% Nov 2008 - Oct 2010	-4.71% Nov 2006 - Oct 2008	6.11%
3 Years	+5.09%	+15.16% Nov 2008 - Oct 2011	-1.50% Nov 2005 - Oct 2008	1.79%
5 Years	+5.34%	+10.63% Nov 2008 - Oct 2013	+0.70% Nov 2003 - Oct 2008	0.00%
7 Years	+5.70%	+8.71% Nov 2008 - Oct 2015	+3.25% Nov 2011 - Oct 2018	0.00%
10 Years	+5.70%	+6.70% Oct 2008 - Sep 2018	+4.99% Sep 2005 - Aug 2015	0.00%
15 Years	+5.00%	+5.44% Jan 2003 - Dec 2017	+4.56% Jan 2004 - Dec 2018	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+16.75%	3.4	-0.2	2.9	0.4	1.7	3.3	0.3	3.9	-0.8	0.4	0.5
2018	-3.79%	-1.2	-2.2	0.6	-1.6	0.5	-0.5	1.3	0.0	-0.1	-2.1	-0.4	1.9
2017	+7.06%	0.2	1.3	-0.3	1.2	1.3	0.5	0.8	0.7	-0.1	0.2	-0.1	1.2
2016	+6.21%	0.1	1.1	3.6	1.6	-0.5	3.1	1.3	0.2	-0.3	-1.5	-3.2	0.8
2015	-1.25%	3.8	-1.4	0.2	-1.2	-1.1	-1.9	0.8	-0.8	1.2	0.6	-0.2	-1.1
2014	+8.21%	1.9	1.1	-0.0	1.3	1.5	0.0	-0.3	2.0	-1.7	1.2	0.9	-0.0
2013	-2.00%	-1.3	1.1	-0.1	2.2	-3.2	-3.3	1.1	-1.0	0.7	1.8	-0.1	0.2
2012	+10.58%	2.1	1.6	-1.4	1.1	0.8	0.9	3.5	-0.1	1.1	1.4	-0.4	-0.3
2011	+9.73%	0.0	1.1	-0.5	2.5	1.3	-0.8	2.4	0.3	0.4	2.5	-3.2	3.5
2010	+9.33%	1.3	0.5	0.7	1.9	-1.3	3.3	2.1	2.9	0.5	-0.3	-1.6	-0.8
2009	+8.46%	-1.8	-5.2	0.5	2.8	2.3	2.9	4.6	1.3	1.8	-0.5	2.0	-2.1
2008	+2.40%	2.6	-0.7	-0.6	1.3	-2.2	-1.3	0.4	0.2	-10.7	-2.0	3.4	13.8
2007	+3.73%	0.1	2.0	-0.7	0.9	-1.2	-0.8	-0.8	2.4	0.7	1.0	1.0	-0.8
2006	+4.22%	-0.4	0.7	-1.7	-0.2	-0.2	-0.1	1.5	2.2	0.9	1.0	1.5	-0.9
2005	+1.16%	1.2	-0.9	-1.3	1.6	0.6	1.2	-0.8	1.5	-1.9	-1.6	0.7	0.9
2004	+5.72%	1.2	1.5	1.0	-3.9	-0.5	0.1	1.6	3.1	0.3	1.2	-1.2	1.4
2003	+9.08%	-0.8	2.0	0.1	2.4	3.9	-0.2	-5.8	1.5	4.5	-1.3	0.3	2.6