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HYGH vs. LDRH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYGH vs. LDRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Interest Rate Hedged High Yield Bond ETF (HYGH) 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

In the year-to-date period, HYGH achieves a 3.09% return, which is significantly higher than LDRH's 1.96% return.


HYGH

1D
-0.24%
1M
0.32%
YTD
3.09%
6M
2.99%
1Y
7.31%
3Y*
9.79%
5Y*
6.81%
10Y*
6.46%

LDRH

1D
-0.02%
1M
0.31%
YTD
1.96%
6M
1.88%
1Y
5.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYGH vs. LDRH - Yearly Performance Comparison


Correlation

The correlation between HYGH and LDRH is 0.60, 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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.60

The correlation between HYGH and LDRH has been stable across timeframes, ranging from 0.60 to 0.60 - a consistent structural relationship.

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Return for Risk

HYGH vs. LDRH — Risk / Return Rank

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

HYGH
HYGH Risk / Return Rank: 7979
Overall Rank
HYGH Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
HYGH Sortino Ratio Rank: 7777
Sortino Ratio Rank
HYGH Omega Ratio Rank: 7272
Omega Ratio Rank
HYGH Calmar Ratio Rank: 8787
Calmar Ratio Rank
HYGH Martin Ratio Rank: 8989
Martin Ratio Rank

LDRH
LDRH Risk / Return Rank: 8686
Overall Rank
LDRH Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8989
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8282
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8989
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.

HYGH vs. LDRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Interest Rate Hedged High Yield Bond ETF (HYGH) 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.


HYGHLDRHDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.38

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

4.53

4.70

-0.17

Martin ratioReturn relative to average drawdown

17.71

19.42

-1.72

HYGH vs. LDRH - Sharpe Ratio Comparison

The current HYGH Sharpe Ratio is 2.01, which is comparable to the LDRH Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of HYGH 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.


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Drawdowns

HYGH vs. LDRH - Drawdown Comparison

The maximum HYGH drawdown since its inception was -23.88%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for HYGH and LDRH.


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Drawdown Indicators


HYGHLDRHDifference

Max Drawdown

Largest peak-to-trough decline

-23.88%

-3.17%

-20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-1.23%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-23.88%

Current Drawdown

Current decline from peak

-0.32%

-0.28%

-0.04%

Average Drawdown

Average peak-to-trough decline

-2.22%

-0.24%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.30%

+0.11%

Volatility

HYGH vs. LDRH - Volatility Comparison

iShares Interest Rate Hedged High Yield Bond ETF (HYGH) has a higher volatility of 0.68% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 0.61%. This indicates that HYGH'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.


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Volatility by Period


HYGHLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.61%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

1.97%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

2.60%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

3.47%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.30%

3.47%

+4.83%

HYGH vs. LDRH - Expense Ratio Comparison

HYGH has a 0.52% expense ratio, which is higher than LDRH's 0.35% expense ratio.


Dividends

HYGH vs. LDRH - Dividend Comparison

HYGH's dividend yield for the trailing twelve months is around 6.61%, less than LDRH's 6.99% yield.


PositionTTM20252024202320222021202020192018201720162015
HYGH
iShares Interest Rate Hedged High Yield Bond ETF
6.61%6.86%7.85%8.95%6.21%3.74%4.06%4.89%6.45%4.79%4.60%5.75%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
6.99%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


HYGH and LDRH have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYGH has higher volatility (0.68%) compared to LDRH (0.61%). In terms of maximum drawdown, HYGH dropped -23.88% vs LDRH's -3.17%.

On 1-year performance, HYGH leads with 7.31% vs 5.77% for LDRH. On fees, LDRH is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HYGH has performed better with a 7.31% return vs 5.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDRH is cheaper with a 0.35% expense ratio, compared with 0.52% for HYGH.

LDRH has the higher dividend yield at 6.99%, compared with 6.61% for HYGH.

HYGH tracks Markit iBoxx USD Liquid High Yield Interest Hedged Index, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. Their fees differ too: 0.52% for HYGH and 0.35% for LDRH.

LDRH currently has the higher Sharpe Ratio (2.23 vs 2.01), 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.

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