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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
-0.10%
1M
0.33%
YTD
1.98%
6M
2.22%
1Y
5.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESHY vs. LDRH - Yearly Performance Comparison


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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

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


LDRH
LDRH Risk / Return Rank: 8585
Overall Rank
LDRH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8888
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8282
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.

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.


ESHYLDRHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

4.88

Martin ratioReturn relative to average drawdown

20.18

ESHY vs. LDRH - Sharpe Ratio Comparison


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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%

-0.26%

+0.26%

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

0.61%

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%

3.48%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

3.48%

-3.48%

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 6.99%.


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 6.99%, 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

Find the right allocation for ESHY and LDRH

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