PortfoliosLab logoPortfoliosLab logo
ESHY vs. LDRH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

ESHY vs. LDRH - Yearly Performance Comparison


Returns By Period


ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

LDRH

1D
0.15%
1M
0.25%
YTD
0.66%
6M
1.72%
1Y
6.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESHY vs. LDRH - Expense Ratio Comparison

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


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: 8787
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: 7878
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9393
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


Loading graphics...

Sharpe Ratios by Period


ESHYLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

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 6.98%.


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.


Loading graphics...

Drawdown Indicators


ESHYLDRHDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-3.17%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

Current Drawdown

Current decline from peak

0.00%

-0.32%

+0.32%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.25%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

Volatility

ESHY vs. LDRH - Volatility Comparison


Loading graphics...

Volatility by Period


ESHYLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.89%

-3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

3.62%

-3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

3.62%

-3.62%