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ANGL vs. LDRH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANGL vs. LDRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH). The values are adjusted to include any dividend payments, if applicable.

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ANGL vs. LDRH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ANGL achieves a -1.20% return, which is significantly lower than LDRH's 0.51% return.


ANGL

1D
1.06%
1M
-2.61%
YTD
-1.20%
6M
-0.35%
1Y
5.95%
3Y*
7.14%
5Y*
3.18%
10Y*
6.66%

LDRH

1D
0.65%
1M
0.04%
YTD
0.51%
6M
1.75%
1Y
6.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANGL vs. LDRH - Expense Ratio Comparison

Both ANGL and LDRH have an expense ratio of 0.35%.


Return for Risk

ANGL vs. LDRH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANGL
ANGL Risk / Return Rank: 5454
Overall Rank
ANGL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5151
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6262
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4848
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5353
Martin Ratio Rank

LDRH
LDRH Risk / Return Rank: 8888
Overall Rank
LDRH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 9090
Sortino Ratio Rank
LDRH Omega Ratio Rank: 9292
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8181
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANGL vs. LDRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ANGLLDRHDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.70

-0.78

Sortino ratio

Return per unit of downside risk

1.29

2.61

-1.32

Omega ratio

Gain probability vs. loss probability

1.22

1.40

-0.18

Calmar ratio

Return relative to maximum drawdown

1.15

2.32

-1.17

Martin ratio

Return relative to average drawdown

4.78

14.23

-9.45

ANGL vs. LDRH - Sharpe Ratio Comparison

The current ANGL Sharpe Ratio is 0.92, which is lower than the LDRH Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ANGL and LDRH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ANGLLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.70

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

1.58

-0.86

Correlation

The correlation between ANGL and LDRH is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ANGL vs. LDRH - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 6.37%, less than LDRH's 6.99% yield.


TTM20252024202320222021202020192018201720162015
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.37%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
6.99%6.41%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ANGL vs. LDRH - Drawdown Comparison

The maximum ANGL drawdown since its inception was -29.31%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for ANGL and LDRH.


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Drawdown Indicators


ANGLLDRHDifference

Max Drawdown

Largest peak-to-trough decline

-29.31%

-3.17%

-26.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

-2.82%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

Current Drawdown

Current decline from peak

-3.00%

-0.46%

-2.54%

Average Drawdown

Average peak-to-trough decline

-3.33%

-0.25%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

0.46%

+0.81%

Volatility

ANGL vs. LDRH - Volatility Comparison

VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) has a higher volatility of 2.59% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 1.41%. This indicates that ANGL's price experiences larger fluctuations and is considered to be riskier than LDRH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANGLLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.41%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

2.03%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

6.51%

3.89%

+2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

3.62%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.30%

3.62%

+5.68%