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BBHY vs. LDRH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBHY vs. LDRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) 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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BBHY vs. LDRH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BBHY achieves a 0.13% return, which is significantly lower than LDRH's 0.75% return.


BBHY

1D
0.18%
1M
-0.25%
YTD
0.13%
6M
1.25%
1Y
7.03%
3Y*
8.25%
5Y*
4.01%
10Y*

LDRH

1D
0.09%
1M
-0.13%
YTD
0.75%
6M
1.88%
1Y
6.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBHY vs. LDRH - Expense Ratio Comparison

BBHY has a 0.15% expense ratio, which is lower than LDRH's 0.35% expense ratio.


Return for Risk

BBHY vs. LDRH — Risk / Return Rank

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

BBHY
BBHY Risk / Return Rank: 6868
Overall Rank
BBHY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
BBHY Omega Ratio Rank: 7676
Omega Ratio Rank
BBHY Calmar Ratio Rank: 5656
Calmar Ratio Rank
BBHY Martin Ratio Rank: 7474
Martin Ratio Rank

LDRH
LDRH Risk / Return Rank: 8686
Overall Rank
LDRH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8989
Sortino Ratio Rank
LDRH Omega Ratio Rank: 9191
Omega Ratio Rank
LDRH Calmar Ratio Rank: 7373
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9292
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.

BBHY vs. LDRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) 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.


BBHYLDRHDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.71

-0.47

Sortino ratio

Return per unit of downside risk

1.81

2.62

-0.82

Omega ratio

Gain probability vs. loss probability

1.30

1.41

-0.10

Calmar ratio

Return relative to maximum drawdown

1.67

2.38

-0.72

Martin ratio

Return relative to average drawdown

9.00

14.58

-5.58

BBHY vs. LDRH - Sharpe Ratio Comparison

The current BBHY Sharpe Ratio is 1.23, which is comparable to the LDRH Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BBHY 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


BBHYLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.71

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.63

-1.00

Correlation

The correlation between BBHY and LDRH is 0.87, 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

BBHY vs. LDRH - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 7.13%, more than LDRH's 7.05% yield.


TTM2025202420232022202120202019201820172016
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
7.13%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
7.05%6.41%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BBHY vs. LDRH - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for BBHY and LDRH.


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Drawdown Indicators


BBHYLDRHDifference

Max Drawdown

Largest peak-to-trough decline

-24.98%

-3.17%

-21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-2.07%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

Current Drawdown

Current decline from peak

-0.87%

-0.23%

-0.64%

Average Drawdown

Average peak-to-trough decline

-2.41%

-0.25%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.46%

+0.34%

Volatility

BBHY vs. LDRH - Volatility Comparison

JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a higher volatility of 2.16% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 1.34%. This indicates that BBHY'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


BBHYLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

1.34%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

2.03%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

3.89%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

3.61%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

3.61%

+3.97%