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LQD vs EFV

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

5-Year PerformanceEFV has outperformed LQD, delivering a return of +12.5% compared to -0.2%

LQD vs EFV - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
LQD
$30B
Winner
EFV
$30B
Expense Ratio
Winner
LQD
0.14%
EFV
0.31%
Max Drawdown
Winner
LQD
30.46%
EFV
66.71%
Sharpe Ratio
LQD
0.31
Winner
EFV
1.59
5Y Beta
Winner
LQD
0.14
EFV
0.62
5Y Dividends CAGR
LQD
7.94%
Winner
EFV
19.94%

LQD vs EFV - Historical Returns

Returns include dividend reinvestment.

1M
Winner
LQD
+1.34%
EFV
-1.19%
3M
LQD
+2.19%
Winner
EFV
+7.24%
6M
LQD
+0.77%
Winner
EFV
+8.60%
1Y
LQD
+5.08%
Winner
EFV
+26.68%
5Y(CAGR)
LQD
-0.16%
Winner
EFV
+12.54%
10Y(CAGR)
LQD
+2.52%
Winner
EFV
+10.58%
Max(CAGR)
LQD
+4.51%
Winner
EFV
+5.84%

LQD vs EFV - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

YearLQDEFV
2026+1.22%+7.70%
2025+7.89%+42.78%
2024+1.55%+6.09%
2023+8.65%+17.94%
2022-17.05%-6.02%
2021-1.34%+10.61%
2020+10.74%-3.97%
2019+17.00%+16.14%
2018-3.14%-15.39%
2017+6.96%+20.26%
2016+6.27%+6.73%
2015-1.60%-5.58%
2014+8.00%-4.94%
2013-2.22%+19.72%
2012+10.67%+15.79%
2011+9.31%-13.17%
2010+8.75%+1.59%
2009+9.58%+26.61%
2008+1.20%-41.53%
2007+3.95%+3.83%
2006+3.65%+26.22%
2005+0.51%+10.86%
2004+6.48%N/A
2003+8.29%N/A
2002+9.86%N/A

LQD vs EFV Drawdown Comparison

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

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

The current LQD drawdown is -3.04%. The current EFV drawdown is -2.78%.

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

Correlation

Correlation between LQD and EFV 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)

LQD vs EFV dividend yield comparison.

YearLQDEFV
20261.90%2.70%
20254.48%4.16%
20244.45%4.66%
20233.99%4.36%
20223.30%4.17%
20212.30%4.07%
20202.66%2.42%
20193.29%4.62%
20183.67%4.56%
20173.10%3.56%
20163.34%3.28%
20153.47%3.59%
20143.39%4.87%
20133.83%3.19%
20123.83%3.77%
20114.39%4.52%
20104.87%3.23%
20095.50%2.97%
20085.37%4.70%
20075.45%4.51%
20065.04%1.65%
20054.76%0.45%
20044.66%0.00%
20034.96%0.00%
20022.26%0.00%

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