IBHJ vs. LDRH
IBHJ (iShares iBonds 2030 Term High Yield and Income ETF) and LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) are both High Yield Bonds funds from iShares - IBHJ tracks the Bloomberg 2030 Term High Yield and Income Index - Benchmark TR Gross while LDRH tracks the BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. Both are passively managed. Over the past year, IBHJ returned 7.29% vs 6.43% for LDRH. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.
Performance
IBHJ vs. LDRH - Performance Comparison
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Returns By Period
In the year-to-date period, IBHJ achieves a 1.50% return, which is significantly lower than LDRH's 1.79% return.
IBHJ
- 1D
- -0.34%
- 1M
- 0.50%
- YTD
- 1.50%
- 6M
- 2.06%
- 1Y
- 7.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LDRH
- 1D
- -0.20%
- 1M
- 0.18%
- YTD
- 1.79%
- 6M
- 2.28%
- 1Y
- 6.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBHJ vs. LDRH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBHJ iShares iBonds 2030 Term High Yield and Income ETF | 1.50% | 9.28% | -1.11% |
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 1.79% | 7.18% | 0.21% |
Correlation
The correlation between IBHJ and LDRH is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.83 |
The correlation between IBHJ and LDRH has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.
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Return for Risk
IBHJ vs. LDRH — Risk / Return Rank
IBHJ
LDRH
IBHJ vs. LDRH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) 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.
| IBHJ | LDRH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.49 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 5.24 | -2.26 |
| Martin ratioReturn relative to average drawdown | 13.41 | 21.81 | -8.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBHJ | LDRH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.48 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.53 | 1.69 | -0.16 |
Drawdowns
IBHJ vs. LDRH - Drawdown Comparison
The maximum IBHJ drawdown since its inception was -4.93%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for IBHJ and LDRH.
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Drawdown Indicators
| IBHJ | LDRH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.93% | -3.17% | -1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.46% | -1.23% | -1.23% |
Current DrawdownCurrent decline from peak | -0.39% | -0.20% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -0.62% | -0.24% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 0.30% | +0.24% |
Volatility
IBHJ vs. LDRH - Volatility Comparison
iShares iBonds 2030 Term High Yield and Income ETF (IBHJ) has a higher volatility of 1.09% compared to iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) at 0.69%. This indicates that IBHJ'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
| IBHJ | LDRH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.69% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.20% | 1.97% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.07% | 2.61% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.95% | 3.52% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.95% | 3.52% | +2.43% |
IBHJ vs. LDRH - Expense Ratio Comparison
Both IBHJ and LDRH have an expense ratio of 0.35%.
Dividends
IBHJ vs. LDRH - Dividend Comparison
IBHJ's dividend yield for the trailing twelve months is around 6.68%, less than LDRH's 7.00% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBHJ iShares iBonds 2030 Term High Yield and Income ETF | 6.68% | 6.64% | 6.87% | 3.66% |
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 7.00% | 6.41% | 1.13% | 0.00% |
Frequently Asked Questions
IBHJ and LDRH have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBHJ has higher volatility (1.09%) compared to LDRH (0.69%). In terms of maximum drawdown, IBHJ dropped -4.93% vs LDRH's -3.17%.
On 1-year performance, IBHJ leads with 7.29% vs 6.43% for LDRH. Both ETFs have the same 0.35% expense ratio. On volatility, LDRH has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBHJ has performed better with a 7.29% return vs 6.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBHJ and LDRH have the same expense ratio: 0.35% per year.
LDRH has the higher dividend yield at 7.00%, compared with 6.68% for IBHJ.
IBHJ tracks Bloomberg 2030 Term High Yield and Income Index - Benchmark TR Gross, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index.
LDRH currently has the higher Sharpe Ratio (2.48 vs 1.80), 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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