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IBHE vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHE vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2025 Term High Yield & Income ETF (IBHE) and GraniteShares 2x Long AMD Daily ETF (AMDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBHE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
2.00%
3Y*
5.93%
5Y*
3.89%
10Y*

AMDL

1D
5.43%
1M
30.82%
YTD
386.95%
6M
382.29%
1Y
978.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHE vs. AMDL - Yearly Performance Comparison


2026 (YTD)20252024
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%5.27%
AMDL
GraniteShares 2x Long AMD Daily ETF
386.95%103.00%-69.97%

Correlation

The correlation between IBHE and AMDL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.09

The correlation between IBHE and AMDL shifts across timeframes, from -0.09 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBHE vs. AMDL — Risk / Return Rank

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

IBHE

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


AMDL
AMDL Risk / Return Rank: 9595
Overall Rank
AMDL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMDL Omega Ratio Rank: 9191
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9696
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.

IBHE vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) and GraniteShares 2x Long AMD Daily ETF (AMDL). 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.


IBHEAMDLDifference
Sharpe ratioReturn per unit of total volatility

-3.50

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

2.32

1.57

+0.75

Calmar ratioReturn relative to maximum drawdown

25.02

17.62

+7.40

Martin ratioReturn relative to average drawdown

98.47

34.27

+64.20

IBHE vs. AMDL - Sharpe Ratio Comparison

The current IBHE Sharpe Ratio is 3.89, which is lower than the AMDL Sharpe Ratio of 7.39. The chart below compares the historical Sharpe Ratios of IBHE and AMDL, 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

IBHE vs. AMDL - Drawdown Comparison

The maximum IBHE drawdown since its inception was -26.91%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for IBHE and AMDL.


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Drawdown Indicators


IBHEAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-26.91%

-88.63%

+61.72%

Max Drawdown (1Y)

Largest decline over 1 year

-0.11%

-56.13%

+56.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-8.51%

Current Drawdown

Current decline from peak

0.00%

-1.66%

+1.66%

Average Drawdown

Average peak-to-trough decline

-1.42%

-47.80%

+46.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

28.80%

-28.75%

Volatility

IBHE vs. AMDL - Volatility Comparison

The current volatility for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) is 0.00%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 46.96%. This indicates that IBHE experiences smaller price fluctuations and is considered to be less risky than AMDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBHEAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

46.96%

-46.96%

Volatility (6M)

Calculated over the trailing 6-month period

0.38%

101.28%

-100.90%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

134.09%

-133.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

118.34%

-113.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

118.34%

-106.82%

IBHE vs. AMDL - Expense Ratio Comparison

IBHE has a 0.35% expense ratio, which is lower than AMDL's 1.15% expense ratio.


Dividends

IBHE vs. AMDL - Dividend Comparison

Neither IBHE nor AMDL has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AMDL
GraniteShares 2x Long AMD Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
2.29%4.53%6.92%7.17%5.77%4.84%5.74%3.73%

Frequently Asked Questions


IBHE and AMDL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMDL has higher volatility (46.96%) compared to IBHE (0.00%). In terms of maximum drawdown, IBHE dropped -26.91% vs AMDL's -88.63%.

On 1-year performance, AMDL leads with 978.63% vs 2.00% for IBHE. On fees, IBHE is cheaper at 0.35% per year. On volatility, IBHE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AMDL has performed better with a 978.63% return vs 2.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBHE is cheaper with a 0.35% expense ratio, compared with 1.15% for AMDL.

IBHE has the higher dividend yield at 2.29%, compared with 0.00% for AMDL.

IBHE is categorized as High Yield Bonds, while AMDL is Leveraged Equities. They also come from different issuers: iShares and GraniteShares. Their fees differ too: 0.35% for IBHE and 1.15% for AMDL.

AMDL currently has the higher Sharpe Ratio (7.39 vs 3.89), 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 IBHE and AMDL

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

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