HYSD vs. LDRH
HYSD (Columbia Short Duration High Yield ETF) and LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) are both High Yield Bonds funds. HYSD is actively managed, while LDRH is passively managed. Over the past year, HYSD returned 5.85% vs 5.66% for LDRH. A 0.80 correlation means they provide meaningful diversification when combined. HYSD charges 0.44%/yr vs 0.35%/yr for LDRH.
Performance
HYSD vs. LDRH - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with HYSD having a 2.18% return and LDRH slightly lower at 2.11%.
HYSD
- 1D
- -0.05%
- 1M
- 0.41%
- 6M
- 1.85%
- YTD
- 2.18%
- 1Y
- 5.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LDRH
- 1D
- -0.10%
- 1M
- 0.15%
- 6M
- 1.82%
- YTD
- 2.11%
- 1Y
- 5.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HYSD vs. LDRH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
HYSD Columbia Short Duration High Yield ETF | 2.18% | 7.74% | -0.02% |
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 2.11% | 7.18% | 0.21% |
Correlation
The correlation between HYSD and LDRH is 0.74, 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 | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.80 |
The correlation between HYSD and LDRH has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
HYSD vs. LDRH — Risk / Return Rank
HYSD
LDRH
HYSD vs. LDRH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Short Duration High Yield ETF (HYSD) 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.
| HYSD | LDRH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 4.65 | -0.74 |
| Martin ratioReturn relative to average drawdown | 17.38 | 19.16 | -1.79 |
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Drawdowns
HYSD vs. LDRH - Drawdown Comparison
The maximum HYSD drawdown since its inception was -2.69%, smaller than the maximum LDRH drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for HYSD and LDRH.
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Drawdown Indicators
| HYSD | LDRH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.69% | -3.17% | +0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -1.46% | -1.23% | -0.23% |
Current DrawdownCurrent decline from peak | -0.20% | -0.22% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -0.23% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 0.30% | +0.03% |
Volatility
HYSD vs. LDRH - Volatility Comparison
Columbia Short Duration High Yield ETF (HYSD) has a higher volatility of 0.69% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 0.61%. This indicates that HYSD'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
| HYSD | LDRH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 0.61% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.22% | 1.96% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.80% | 2.61% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.46% | 3.44% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.46% | 3.44% | +0.02% |
HYSD vs. LDRH - Expense Ratio Comparison
HYSD has a 0.44% expense ratio, which is higher than LDRH's 0.35% expense ratio.
Dividends
HYSD vs. LDRH - Dividend Comparison
HYSD's dividend yield for the trailing twelve months is around 5.83%, less than LDRH's 6.96% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
HYSD Columbia Short Duration High Yield ETF | 5.83% | 5.60% | 1.82% |
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 6.96% | 6.41% | 1.13% |
Frequently Asked Questions
HYSD and LDRH have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HYSD has higher volatility (0.69%) compared to LDRH (0.61%). In terms of maximum drawdown, HYSD dropped -2.69% vs LDRH's -3.17%.
On 1-year performance, HYSD leads with 5.85% vs 5.66% 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, HYSD has performed better with a 5.85% return vs 5.66%. 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 0.44% for HYSD.
LDRH has the higher dividend yield at 6.96%, compared with 5.83% for HYSD.
They also come from different issuers: Columbia and iShares. Their fees differ too: 0.44% for HYSD and 0.35% for LDRH.
LDRH currently has the higher Sharpe Ratio (2.19 vs 2.03), 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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