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DUKH vs. IBHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUKH vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park High Income ETF (DUKH) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DUKH

1D
-0.21%
1M
0.59%
YTD
0.46%
6M
0.55%
1Y
5.16%
3Y*
5Y*
10Y*

IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUKH vs. IBHD - Yearly Performance Comparison


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Return for Risk

DUKH vs. IBHD — Risk / Return Rank

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

DUKH
DUKH Risk / Return Rank: 4141
Overall Rank
DUKH Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DUKH Sortino Ratio Rank: 4545
Sortino Ratio Rank
DUKH Omega Ratio Rank: 4343
Omega Ratio Rank
DUKH Calmar Ratio Rank: 3535
Calmar Ratio Rank
DUKH Martin Ratio Rank: 3838
Martin Ratio Rank

IBHD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DUKH vs. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park High Income ETF (DUKH) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DUKHIBHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.69

Martin ratioReturn relative to average drawdown

5.81

DUKH vs. IBHD - Sharpe Ratio Comparison


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Drawdowns

DUKH vs. IBHD - Drawdown Comparison

The maximum DUKH drawdown since its inception was -5.70%, which is greater than IBHD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DUKH and IBHD.


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Drawdown Indicators


DUKHIBHDDifference

Max Drawdown

Largest peak-to-trough decline

-5.70%

0.00%

-5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

Current Drawdown

Current decline from peak

-0.81%

0.00%

-0.81%

Average Drawdown

Average peak-to-trough decline

-1.12%

0.00%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

Volatility

DUKH vs. IBHD - Volatility Comparison


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Volatility by Period


DUKHIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

0.00%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.79%

0.00%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

0.00%

+3.79%

DUKH vs. IBHD - Expense Ratio Comparison

DUKH has a 1.07% expense ratio, which is higher than IBHD's 0.35% expense ratio.


Dividends

DUKH vs. IBHD - Dividend Comparison

DUKH's dividend yield for the trailing twelve months is around 5.64%, while IBHD has not paid dividends to shareholders.


PositionTTM20252024
DUKH
Ocean Park High Income ETF
5.64%6.12%2.77%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%

Frequently Asked Questions


On fees, IBHD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBHD is cheaper with a 0.35% expense ratio, compared with 1.07% for DUKH.

DUKH has the higher dividend yield at 5.64%, compared with 0.00% for IBHD.

They also come from different issuers: Ocean Park and iShares. Their fees differ too: 1.07% for DUKH and 0.35% for IBHD.

Portfolio Optimizer

Find the right allocation for DUKH and IBHD

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