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ESHY vs. LDRH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESHY vs. LDRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) 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


ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
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)

ESHY vs. LDRH - Yearly Performance Comparison


ESHY vs. LDRH - Sectors Allocation Comparison


Sectors
ESHY
LDRH

Energy

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Energy

ESHY
100.0%
LDRH
100.0%

Basic Materials

ESHY

-

LDRH

-

Communication Services

ESHY

-

LDRH

-

Consumer Cyclical

ESHY

-

LDRH

-

Consumer Defensive

ESHY

-

LDRH

-

Financial Services

ESHY

-

LDRH

-

Healthcare

ESHY

-

LDRH

-

Industrials

ESHY

-

LDRH

-

Real Estate

ESHY

-

LDRH

-

Technology

ESHY

-

LDRH

-

Utilities

ESHY

-

LDRH

-

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Return for Risk

ESHY vs. LDRH — Risk / Return Rank

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

ESHY

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.

ESHY vs. LDRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY) 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.


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

ESHY vs. LDRH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESHYLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

Drawdowns

ESHY vs. LDRH - Drawdown Comparison

The maximum ESHY drawdown since its inception was 0.00%, smaller than the maximum LDRH drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for ESHY and LDRH.


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Drawdown Indicators


ESHYLDRHDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-3.17%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

Current Drawdown

Current decline from peak

0.00%

-0.20%

+0.20%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.24%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

ESHY vs. LDRH - Volatility Comparison


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Volatility by Period


ESHYLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

2.61%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

3.52%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

3.52%

-3.52%

ESHY vs. LDRH - Expense Ratio Comparison

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


Dividends

ESHY vs. LDRH - Dividend Comparison

ESHY has not paid dividends to shareholders, while LDRH's dividend yield for the trailing twelve months is around 7.00%.


Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY 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 0.00% for ESHY.

ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.20% for ESHY and 0.35% for LDRH.

Portfolio Optimizer

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