EFV vs LQD

Comparison between ISHARES MSCI EAFE VALUE ETF (EFV, ETF) and ISHARES IBOXX $ INVESTMENT GRADE CORPORATE BOND ETF (LQD, ETF).

5-Year PerformanceEFV has outperformed LQD, delivering a return of +12.4% compared to +0.1%

EFV vs LQD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFV(ETF)	LQD(ETF)
Net Assets	$29B	$29B
Expense Ratio	0.31%	0.14%
Max Drawdown	66.71%	30.46%
Sharpe Ratio	1.81	0.52
5Y Beta	0.62	0.14
5Y Dividends CAGR	13.37%	9.18%

Net Assets

EFV

$29B

Winner

LQD

$29B

Expense Ratio

EFV

0.31%

Winner

LQD

0.14%

Max Drawdown

EFV

66.71%

Winner

LQD

30.46%

Sharpe Ratio

Winner

EFV

1.81

LQD

0.52

5Y Beta

EFV

0.62

Winner

LQD

0.14

5Y Dividends CAGR

Winner

EFV

13.37%

LQD

9.18%

EFV vs LQD - Historical Returns

Returns include dividend reinvestment.

Period	EFV	LQD
1 month	+0.40%	+0.13%
3 months	-0.76%	-0.09%
6 months	+15.54%	+0.91%
1 year	+33.12%	+7.11%
5 years(CAGR)	+12.43%	+0.07%
10 years(CAGR)	+10.02%	+2.62%
Max(CAGR)	+5.90%	+4.51%

Winner

EFV

+0.40%

LQD

+0.13%

EFV

-0.76%

Winner

LQD

-0.09%

Winner

EFV

+15.54%

LQD

+0.91%

Winner

EFV

+33.12%

LQD

+7.11%

5Y(CAGR)

Winner

EFV

+12.43%

LQD

+0.07%

10Y(CAGR)

Winner

EFV

+10.02%

LQD

+2.62%

Max(CAGR)

Winner

EFV

+5.90%

LQD

+4.51%

EFV vs LQD - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	EFV	LQD
2026	+8.13%	+0.64%
2025	+42.78%	+7.89%
2024	+6.09%	+1.55%
2023	+17.94%	+8.65%
2022	-6.02%	-17.05%
2021	+10.61%	-1.34%
2020	-3.97%	+10.74%
2019	+16.14%	+17.00%
2018	-15.39%	-3.14%
2017	+20.26%	+6.96%
2016	+6.73%	+6.27%
2015	-5.58%	-1.60%
2014	-4.94%	+8.00%
2013	+19.72%	-2.22%
2012	+15.79%	+10.67%
2011	-13.17%	+9.31%
2010	+1.59%	+8.75%
2009	+26.61%	+9.58%
2008	-41.53%	+1.20%
2007	+3.83%	+3.95%
2006	+26.22%	+3.65%
2005	+10.86%	+0.51%
2004	N/A	+6.48%
2003	N/A	+8.29%
2002	N/A	+9.86%

EFV vs LQD Drawdown Comparison

The maximum drawdown for EFV was -63.96%, occurring on Mar 9, 2009. Recovery took 2503 trading sessions.

The maximum drawdown for LQD was -24.96%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current EFV drawdown is -2.39%. The current LQD drawdown is -3.59%.

Rank	EFV	LQD
#1	-63.96% Oct 31, 2007 - Oct 10, 2017	-24.96% Sep 22, 2021 - Oct 20, 2022
#2	-43.16% Jan 26, 2018 - May 6, 2021	-21.76% Mar 6, 2020 - Jun 10, 2020
#3	-25.80% Feb 9, 2022 - Jul 13, 2023	-21.54% May 1, 2008 - Jan 9, 2009
#4	-14.78% May 9, 2006 - Oct 12, 2006	-10.86% Jan 9, 2009 - Jun 25, 2009
#5	-13.72% Mar 19, 2025 - Apr 28, 2025	-8.70% Jun 13, 2003 - Mar 5, 2004
#6	-12.13% Jul 12, 2007 - Oct 29, 2007	-8.57% May 1, 2013 - May 1, 2014
#7	-10.90% Feb 25, 2026 - Mar 20, 2026	-7.66% Mar 17, 2004 - Sep 16, 2004
#8	-9.39% Jun 7, 2021 - Jan 12, 2022	-6.64% Dec 31, 2020 - Aug 3, 2021
#9	-9.13% Sep 26, 2024 - Feb 14, 2025	-6.03% Feb 2, 2015 - Apr 1, 2016
#10	-8.78% Jul 28, 2023 - Dec 1, 2023	-5.86% Sep 6, 2016 - Jun 14, 2017
#11	-7.65% Feb 26, 2007 - Apr 5, 2007	-5.63% Dec 29, 2017 - Mar 12, 2019
#12	-6.58% Jul 17, 2024 - Aug 19, 2024	-5.23% Nov 4, 2010 - May 5, 2011
#13	-6.52% Sep 29, 2005 - Nov 22, 2005	-4.85% Aug 31, 2005 - Sep 19, 2006
#14	-5.14% Nov 12, 2025 - Dec 10, 2025	-4.66% Nov 4, 2011 - Jan 17, 2012
#15	-4.43% May 17, 2024 - Jul 12, 2024	-4.34% Sep 27, 2002 - Nov 7, 2002

Correlation

Correlation between EFV and LQD is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.66

-101

Dividend Comparison (2002 - 2026)

EFV vs LQD dividend yield comparison.

Year	EFV	LQD
2026	0.00%	1.52%
2025	4.16%	4.48%
2024	4.66%	4.45%
2023	4.36%	3.99%
2022	4.17%	3.30%
2021	4.07%	2.30%
2020	2.42%	2.66%
2019	4.62%	3.29%
2018	4.56%	3.67%
2017	3.56%	3.10%
2016	3.28%	3.34%
2015	3.59%	3.47%
2014	4.87%	3.39%
2013	3.19%	3.83%
2012	3.77%	3.83%
2011	4.52%	4.39%
2010	3.23%	4.87%
2009	2.97%	5.50%
2008	4.70%	5.37%
2007	4.51%	5.45%
2006	1.65%	5.04%
2005	0.45%	4.76%
2004	0.00%	4.66%
2003	0.00%	4.96%
2002	0.00%	2.26%