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IBHE vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHE vs. ICSH - 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 iShares Ultra Short Duration Bond Active ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBHE

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

ICSH

1D
0.00%
1M
0.24%
6M
1.69%
YTD
1.77%
1Y
4.09%
3Y*
5.08%
5Y*
3.74%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBHE vs. ICSH - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
0.00%4.45%7.62%10.32%-4.08%4.40%4.16%5.49%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.77%4.96%5.52%5.58%0.97%0.16%1.61%1.86%

Correlation

The correlation between IBHE and ICSH is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

0.16

The correlation between IBHE and ICSH shifts across timeframes, from 0.04 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBHE vs. ICSH — 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.


ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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. ICSH - 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 iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


IBHEICSHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

5.48

Calmar ratioReturn relative to maximum drawdown

41.59

Martin ratioReturn relative to average drawdown

234.69

IBHE vs. ICSH - Sharpe Ratio Comparison


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Drawdowns

IBHE vs. ICSH - Drawdown Comparison


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Drawdown Indicators


IBHEICSHDifference

Max Drawdown

Largest peak-to-trough decline

-3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

Current Drawdown

Current decline from peak

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

IBHE vs. ICSH - Volatility Comparison


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Volatility by Period


IBHEICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.16%

Volatility (6M)

Calculated over the trailing 6-month period

0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.05%

IBHE vs. ICSH - Expense Ratio Comparison

IBHE has a 0.35% expense ratio, which is higher than ICSH's 0.08% expense ratio.


Dividends

IBHE vs. ICSH - Dividend Comparison

IBHE has not paid dividends to shareholders, while ICSH's dividend yield for the trailing twelve months is around 4.28%.


PositionTTM20252024202320222021202020192018201720162015
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
1.87%4.53%6.92%7.17%5.77%4.84%5.74%3.73%0.00%0.00%0.00%0.00%
ICSH
iShares Ultra Short Duration Bond Active ETF
4.28%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%

Frequently Asked Questions


IBHE and ICSH have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICSH is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.35% for IBHE.

ICSH has the higher dividend yield at 4.28%, compared with 1.87% for IBHE.

IBHE is categorized as High Yield Bonds, while ICSH is Ultrashort Bond. Their fees differ too: 0.35% for IBHE and 0.08% for ICSH.

Portfolio Optimizer

Find the right allocation for IBHE and ICSH

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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