Last Update: 31 Mar 2020

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 5.38% compound annual return, with a 5.70% 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
Mar 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-6.31%
-6.31%
Mar 2020 - Mar 2020
0 - 1
3M
-2.97%
-6.31%
Mar 2020 - Mar 2020
2 - 1
6M
-1.56%
-6.31%
Mar 2020 - Mar 2020
5 - 1
YTD
-2.97%
-6.31%
Mar 2020 - Mar 2020
2 - 1
1Y
+7.25%
8.51%
-6.31%
Mar 2020 - Mar 2020
10 - 2
3Y
+5.05%
annualized
6.21%
-6.31%
Mar 2020 - Mar 2020
24 - 12
5Y
+3.72%
annualized
5.83%
-6.31%
Mar 2020 - Mar 2020
37 - 23
10Y
+5.38%
annualized
5.70%
-6.38%
May 2013 - Jun 2013
75 - 45
MAX
01 Jan 2003
+5.27%
annualized
7.26%
-15.11%
Feb 2008 - Oct 2008
129 - 78

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

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
1 Year
+5.57% +27.77%
Nov 2008 - Oct 2009
-12.76%
Nov 2007 - Oct 2008
17.35%
2 Years
+5.12% +19.51%
Nov 2008 - Oct 2010
-4.71%
Nov 2006 - Oct 2008
5.98%
3 Years
+5.13% +15.16%
Nov 2008 - Oct 2011
-1.50%
Nov 2005 - Oct 2008
1.74%
5 Years
+5.32% +10.63%
Nov 2008 - Oct 2013
+0.70%
Nov 2003 - Oct 2008
0.00%
7 Years
+5.66% +8.71%
Nov 2008 - Oct 2015
+3.25%
Nov 2011 - Oct 2018
0.00%
10 Years
+5.71% +6.70%
Oct 2008 - Sep 2018
+4.99%
Sep 2005 - Aug 2015
0.00%
15 Years
+5.05% +5.52%
Mar 2005 - Feb 2020
+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
2020
-2.97% 2.5 1.1 -6.3
2019
+17.37% 3.4 -0.2 2.9 0.4 1.7 3.3 0.3 3.9 -0.8 0.4 0.5 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
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