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BHYB vs. LDRH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BHYB vs. LDRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) 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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Returns By Period

In the year-to-date period, BHYB achieves a 1.69% return, which is significantly lower than LDRH's 1.79% return.


BHYB

1D
-0.18%
1M
0.48%
YTD
1.69%
6M
1.99%
1Y
7.34%
3Y*
5Y*
10Y*

LDRH

1D
-0.20%
1M
0.18%
YTD
1.79%
6M
2.28%
1Y
6.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHYB vs. LDRH - Yearly Performance Comparison


Correlation

The correlation between BHYB and LDRH is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.85

The correlation between BHYB and LDRH has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

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Return for Risk

BHYB vs. LDRH — Risk / Return Rank

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

BHYB
BHYB Risk / Return Rank: 7171
Overall Rank
BHYB Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BHYB Sortino Ratio Rank: 7575
Sortino Ratio Rank
BHYB Omega Ratio Rank: 7474
Omega Ratio Rank
BHYB Calmar Ratio Rank: 6565
Calmar Ratio Rank
BHYB Martin Ratio Rank: 7777
Martin Ratio Rank

LDRH
LDRH Risk / Return Rank: 8585
Overall Rank
LDRH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8787
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8181
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8888
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9191
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.

BHYB vs. LDRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) 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.


BHYBLDRHDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.44

1.49

-0.05

Calmar ratioReturn relative to maximum drawdown

3.24

5.24

-2.00

Martin ratioReturn relative to average drawdown

14.88

21.81

-6.94

BHYB vs. LDRH - Sharpe Ratio Comparison

The current BHYB Sharpe Ratio is 2.17, which is comparable to the LDRH Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of BHYB and LDRH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BHYBLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.48

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

2.10

1.69

+0.42

Drawdowns

BHYB vs. LDRH - Drawdown Comparison

The maximum BHYB drawdown since its inception was -4.23%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for BHYB and LDRH.


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Drawdown Indicators


BHYBLDRHDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-3.17%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.27%

-1.23%

-1.04%

Current Drawdown

Current decline from peak

-0.21%

-0.20%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.40%

-0.24%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.30%

+0.19%

Volatility

BHYB vs. LDRH - Volatility Comparison

Xtrackers USD High Yield BB-B ex Financials ETF (BHYB) has a higher volatility of 1.02% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 0.69%. This indicates that BHYB'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


BHYBLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.69%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

1.97%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

2.61%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.71%

3.52%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

3.52%

+1.19%

BHYB vs. LDRH - Expense Ratio Comparison

BHYB has a 0.20% expense ratio, which is lower than LDRH's 0.35% expense ratio.


Dividends

BHYB vs. LDRH - Dividend Comparison

BHYB's dividend yield for the trailing twelve months is around 6.33%, less than LDRH's 7.00% yield.


PositionTTM202520242023
BHYB
Xtrackers USD High Yield BB-B ex Financials ETF
6.33%6.57%7.04%0.75%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
7.00%6.41%1.13%0.00%

Frequently Asked Questions


BHYB and LDRH have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BHYB has higher volatility (1.02%) compared to LDRH (0.69%). In terms of maximum drawdown, BHYB dropped -4.23% vs LDRH's -3.17%.

On 1-year performance, BHYB leads with 7.34% vs 6.43% for LDRH. On fees, BHYB is cheaper at 0.20% per year. On volatility, LDRH has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BHYB has performed better with a 7.34% return vs 6.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BHYB is cheaper with a 0.20% expense ratio, compared with 0.35% for LDRH.

LDRH has the higher dividend yield at 7.00%, compared with 6.33% for BHYB.

BHYB tracks ICE BofA BB-B Non-FNCL Non-Distressed US HY Constrained Index - Benchmark TR Gross, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for BHYB and 0.35% for LDRH.

LDRH currently has the higher Sharpe Ratio (2.48 vs 2.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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