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

Performance

EUHY vs. LDRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) 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 charts...

Returns By Period

In the year-to-date period, EUHY achieves a 1.93% return, which is significantly higher than LDRH's 1.79% return.


EUHY

1D
-0.14%
1M
1.00%
YTD
1.93%
6M
2.44%
1Y
6.03%
3Y*
9.87%
5Y*
1.94%
10Y*
3.65%

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)

EUHY vs. LDRH - Yearly Performance Comparison


Correlation

The correlation between EUHY and LDRH is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.43

The correlation between EUHY and LDRH shifts across timeframes, from 0.43 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EUHY vs. LDRH — Risk / Return Rank

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

EUHY
EUHY Risk / Return Rank: 3131
Overall Rank
EUHY Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUHY Sortino Ratio Rank: 3030
Sortino Ratio Rank
EUHY Omega Ratio Rank: 3131
Omega Ratio Rank
EUHY Calmar Ratio Rank: 3636
Calmar Ratio Rank
EUHY Martin Ratio Rank: 2929
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.

EUHY vs. LDRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) 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.


EUHYLDRHDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratioReturn relative to maximum drawdown

1.73

5.24

-3.51

Martin ratioReturn relative to average drawdown

4.14

21.81

-17.68

EUHY vs. LDRH - Sharpe Ratio Comparison

The current EUHY Sharpe Ratio is 1.10, which is lower than the LDRH Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of EUHY 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.


Loading charts...

Sharpe Ratios by Period


EUHYLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.48

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.69

-1.35

Drawdowns

EUHY vs. LDRH - Drawdown Comparison

The maximum EUHY drawdown since its inception was -32.45%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for EUHY and LDRH.


Loading charts...

Drawdown Indicators


EUHYLDRHDifference

Max Drawdown

Largest peak-to-trough decline

-32.45%

-3.17%

-29.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-1.23%

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.45%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

Current Drawdown

Current decline from peak

-0.15%

-0.20%

+0.05%

Average Drawdown

Average peak-to-trough decline

-8.59%

-0.24%

-8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

0.30%

+1.16%

Volatility

EUHY vs. LDRH - Volatility Comparison

iShares Euro High Yield Corporate Bond USD Hedged ETF (EUHY) has a higher volatility of 1.07% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 0.69%. This indicates that EUHY'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.


Loading charts...

Volatility by Period


EUHYLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.69%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

1.97%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

2.61%

+2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.00%

3.52%

+6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.43%

3.52%

+6.91%

EUHY vs. LDRH - Expense Ratio Comparison

Both EUHY and LDRH have an expense ratio of 0.35%.


Dividends

EUHY vs. LDRH - Dividend Comparison

EUHY's dividend yield for the trailing twelve months is around 5.33%, less than LDRH's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
5.33%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%
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%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUHY and LDRH have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUHY has higher volatility (1.07%) compared to LDRH (0.69%). In terms of maximum drawdown, EUHY dropped -32.45% vs LDRH's -3.17%.

On 1-year performance, LDRH leads with 6.43% vs 6.03% for EUHY. Both ETFs have the same 0.35% expense ratio. 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, LDRH has performed better with a 6.43% return vs 6.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EUHY and LDRH have the same expense ratio: 0.35% per year.

LDRH has the higher dividend yield at 7.00%, compared with 5.33% for EUHY.

EUHY tracks BBG Pan-European High Yield (Euro) Total Return 100% USD Hedged Index, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index.

LDRH currently has the higher Sharpe Ratio (2.48 vs 1.10), 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

Find the right allocation for EUHY and LDRH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer