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BKHY vs. LDRH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKHY vs. LDRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon High Yield Beta ETF (BKHY) 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

The year-to-date returns for both investments are quite close, with BKHY having a 1.73% return and LDRH slightly higher at 1.79%.


BKHY

1D
-0.26%
1M
0.52%
YTD
1.73%
6M
1.94%
1Y
7.29%
3Y*
8.83%
5Y*
4.17%
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)

BKHY vs. LDRH - Yearly Performance Comparison


Correlation

The correlation between BKHY 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 BKHY 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

BKHY vs. LDRH — Risk / Return Rank

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

BKHY
BKHY Risk / Return Rank: 6363
Overall Rank
BKHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BKHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
BKHY Omega Ratio Rank: 6565
Omega Ratio Rank
BKHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
BKHY Martin Ratio Rank: 7171
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.

BKHY vs. LDRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon High Yield Beta ETF (BKHY) 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.


BKHYLDRHDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.40

1.49

-0.09

Calmar ratioReturn relative to maximum drawdown

2.90

5.24

-2.35

Martin ratioReturn relative to average drawdown

13.31

21.81

-8.50

BKHY vs. LDRH - Sharpe Ratio Comparison

The current BKHY Sharpe Ratio is 1.98, which is comparable to the LDRH Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of BKHY 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


BKHYLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.48

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.69

-0.79

Drawdowns

BKHY vs. LDRH - Drawdown Comparison

The maximum BKHY drawdown since its inception was -15.89%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for BKHY and LDRH.


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Drawdown Indicators


BKHYLDRHDifference

Max Drawdown

Largest peak-to-trough decline

-15.89%

-3.17%

-12.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-1.23%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-4.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.89%

Current Drawdown

Current decline from peak

-0.26%

-0.20%

-0.06%

Average Drawdown

Average peak-to-trough decline

-2.97%

-0.24%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.30%

+0.25%

Volatility

BKHY vs. LDRH - Volatility Comparison

BNY Mellon High Yield Beta ETF (BKHY) has a higher volatility of 1.12% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 0.69%. This indicates that BKHY'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


BKHYLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

0.69%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

1.97%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

2.61%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

3.52%

+4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.37%

3.52%

+3.85%

BKHY vs. LDRH - Expense Ratio Comparison

BKHY has a 0.22% expense ratio, which is lower than LDRH's 0.35% expense ratio.


Dividends

BKHY vs. LDRH - Dividend Comparison

BKHY's dividend yield for the trailing twelve months is around 7.46%, more than LDRH's 7.00% yield.


PositionTTM202520242023202220212020
BKHY
BNY Mellon High Yield Beta ETF
7.46%7.33%7.34%8.67%6.59%6.78%4.65%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
7.00%6.41%1.13%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BKHY 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.

BKHY has higher volatility (1.12%) compared to LDRH (0.69%). In terms of maximum drawdown, BKHY dropped -15.89% vs LDRH's -3.17%.

On 1-year performance, BKHY leads with 7.29% vs 6.43% for LDRH. On fees, BKHY is cheaper at 0.22% 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, BKHY has performed better with a 7.29% return vs 6.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKHY is cheaper with a 0.22% expense ratio, compared with 0.35% for LDRH.

BKHY has the higher dividend yield at 7.46%, compared with 7.00% for LDRH.

BKHY tracks Bloomberg US Corporate High Yield Index, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. They also come from different issuers: BNY Mellon and iShares. Their fees differ too: 0.22% for BKHY and 0.35% for LDRH.

LDRH currently has the higher Sharpe Ratio (2.48 vs 1.98), 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.

Portfolio Optimizer

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