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IBHE vs. ICSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBHE and ICSH is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

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-Term Bond ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
33.24%
18.42%
IBHE
ICSH

Key characteristics

Sharpe Ratio

IBHE:

3.55

ICSH:

12.24

Sortino Ratio

IBHE:

5.29

ICSH:

29.24

Omega Ratio

IBHE:

1.81

ICSH:

6.59

Calmar Ratio

IBHE:

8.53

ICSH:

66.81

Martin Ratio

IBHE:

50.61

ICSH:

375.52

Ulcer Index

IBHE:

0.13%

ICSH:

0.01%

Daily Std Dev

IBHE:

1.81%

ICSH:

0.45%

Max Drawdown

IBHE:

-26.91%

ICSH:

-3.94%

Current Drawdown

IBHE:

0.00%

ICSH:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with IBHE having a 1.57% return and ICSH slightly lower at 1.55%.


IBHE

YTD

1.57%

1M

0.39%

6M

2.91%

1Y

6.33%

5Y*

6.97%

10Y*

N/A

ICSH

YTD

1.55%

1M

0.34%

6M

2.37%

1Y

5.47%

5Y*

2.98%

10Y*

2.48%

*Annualized

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IBHE vs. ICSH - Expense Ratio Comparison

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


Expense ratio chart for IBHE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBHE: 0.35%
Expense ratio chart for ICSH: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICSH: 0.08%

Risk-Adjusted Performance

IBHE vs. ICSH — Risk-Adjusted Performance Rank

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

IBHE
The Risk-Adjusted Performance Rank of IBHE is 9898
Overall Rank
The Sharpe Ratio Rank of IBHE is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBHE is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBHE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBHE is 9999
Martin Ratio Rank

ICSH
The Risk-Adjusted Performance Rank of ICSH is 100100
Overall Rank
The Sharpe Ratio Rank of ICSH is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of ICSH is 100100
Sortino Ratio Rank
The Omega Ratio Rank of ICSH is 100100
Omega Ratio Rank
The Calmar Ratio Rank of ICSH is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ICSH is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBHE vs. ICSH - Risk-Adjusted Performance 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-Term Bond 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.


The chart of Sharpe ratio for IBHE, currently valued at 3.55, compared to the broader market-1.000.001.002.003.004.00
IBHE: 3.55
ICSH: 12.24
The chart of Sortino ratio for IBHE, currently valued at 5.29, compared to the broader market-2.000.002.004.006.008.00
IBHE: 5.29
ICSH: 29.24
The chart of Omega ratio for IBHE, currently valued at 1.81, compared to the broader market0.501.001.502.00
IBHE: 1.81
ICSH: 6.59
The chart of Calmar ratio for IBHE, currently valued at 8.53, compared to the broader market0.002.004.006.008.0010.0012.00
IBHE: 8.53
ICSH: 66.81
The chart of Martin ratio for IBHE, currently valued at 50.61, compared to the broader market0.0020.0040.0060.00
IBHE: 50.61
ICSH: 375.52

The current IBHE Sharpe Ratio is 3.55, which is lower than the ICSH Sharpe Ratio of 12.24. The chart below compares the historical Sharpe Ratios of IBHE and ICSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio4.006.008.0010.0012.0014.00NovemberDecember2025FebruaryMarchApril
3.55
12.24
IBHE
ICSH

Dividends

IBHE vs. ICSH - Dividend Comparison

IBHE's dividend yield for the trailing twelve months is around 6.47%, more than ICSH's 5.03% yield.


TTM20242023202220212020201920182017201620152014
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
6.47%6.92%7.17%5.77%4.84%5.74%3.73%0.00%0.00%0.00%0.00%0.00%
ICSH
iShares Ultra Short-Term Bond ETF
5.03%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%

Drawdowns

IBHE vs. ICSH - Drawdown Comparison

The maximum IBHE drawdown since its inception was -26.91%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for IBHE and ICSH. For additional features, visit the drawdowns tool.


-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril00
IBHE
ICSH

Volatility

IBHE vs. ICSH - Volatility Comparison

iShares iBonds 2025 Term High Yield & Income ETF (IBHE) has a higher volatility of 0.97% compared to iShares Ultra Short-Term Bond ETF (ICSH) at 0.18%. This indicates that IBHE's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%NovemberDecember2025FebruaryMarchApril
0.97%
0.18%
IBHE
ICSH