iShares Interest Rate Hedged Corporate Bond ETF
Ticker
LQDH
ISIN
US4642872422
Price
USD 93.24
Change Today
+0.07 / 0.072 %
Price 1 year ago
85.96 / 8.469 %
Morningstar
4
52 Week Low
86.03
52 Week High
93.71
200 Day Moving Average 90.59
90.59
50-day Moving Average
92.51
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.51 |
| Sortino Ratio | -0.27 |
| Maximum Drawdown | -0.8% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -23.68 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.69 |
| Volatility | 1.413% |
| Alpha | +6.30 |
| Beta | None |
| R Squared | +60.74 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.252% |
| Average Annual Volatility | 6.521% |
| Sharpe Ratio | 0.50 |
| Sortino Ratio | 0.13 |
| Maximum Drawdown | -25.0% |
| Maximum Drawdown Date | 2020-03-20 |
| Calmar Ratio | -0.14 |
Company information
Summary
The investment seeks to track the investment results of the BlackRock Interest Rate Hedged Corporate Bond Index. The index is designed to minimize the interest-rate risk exposure of a portfolio composed of U.S. dollar-denominated, investment grade bonds, represented in the index by the underlying fund, by including a series of up to 10 interest rate swap contracts with different maturities. The fund invests, under normal circumstances, at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in component securities and instruments in the index and/or bonds included in the underlying index of the underlying fund.
Market
US
Category
Ultrashort Bond
Expense Ratio
0.24%
Fund family
iShares
Morningstar
4
Yield
0.029000001
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| XTSLA | BlackRock Cash Funds Treasury SL Agency | 2.4% |
| GE Capital International Funding Company Unlimited Company 4.42% | 0.38% | |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 4.9% | 0.34% | |
| CVS Health Corp 5.05% | 0.28% | |
| CVS Health Corp 4.3% | 0.24% | |
| Goldman Sachs Group, Inc. 6.75% | 0.24% | |
| T-Mobile USA, Inc. 3.88% | 0.23% | |
| AT&T Inc 3.5% | 0.22% | |
| AT&T Inc 3.55% | 0.21% | |
| Wells Fargo & Company 5.01% | 0.21% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| HLQD.L | iShares $ Corp Bond Interest Rate Hedged UCITS ETF | IE00BCLWRB8 | LSE | 0.25% | 5 | +6.03 | -- |
| IE00B6X2VY59.IR | iShares Euro Corp Bd Interest Rate Hdgd | IE00B6X2VY59 | ISE | 5 | -0.49 | +0.38 | |
| LQDG.L | iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) | IE00BCLWRB8 | LSE | 0.25% | 5 | +6.04 | |
| LQDH.AS | iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) | IE00BCLWRB83 | AMS | 0.25% | 5 | +6.04 | |
| LQDH.L | iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) | IE00BCLWRB8 | LSE | 0.25% | 5 | +6.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.