PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ICSH vs. IBHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ICSH and IBHD is 0.11, 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.


-0.50.00.51.00.1

Performance

ICSH vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ultra Short-Term Bond ETF (ICSH) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
2.45%
1.75%
ICSH
IBHD

Key characteristics

Returns By Period


ICSH

YTD

0.77%

1M

0.47%

6M

2.45%

1Y

5.59%

5Y*

2.82%

10Y*

2.50%

IBHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ICSH vs. IBHD - Expense Ratio Comparison

ICSH has a 0.08% expense ratio, which is lower than IBHD's 0.35% expense ratio.


IBHD
iShares iBonds 2024 Term High Yield & Income ETF
Expense ratio chart for IBHD: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for ICSH: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

ICSH vs. IBHD — Risk-Adjusted Performance Rank

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

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

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

ICSH vs. IBHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ultra Short-Term Bond ETF (ICSH) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


Sharpe ratio
The chart of Sharpe ratio for ICSH, currently valued at 13.48, compared to the broader market0.002.004.0013.483.60
The chart of Sortino ratio for ICSH, currently valued at 35.47, compared to the broader market0.005.0010.0035.475.29
The chart of Omega ratio for ICSH, currently valued at 8.69, compared to the broader market0.501.001.502.002.503.008.692.12
The chart of Calmar ratio for ICSH, currently valued at 67.20, compared to the broader market0.005.0010.0015.0067.209.22
The chart of Martin ratio for ICSH, currently valued at 491.52, compared to the broader market0.0020.0040.0060.0080.00100.00491.5265.39
ICSH
IBHD


Rolling 12-month Sharpe Ratio4.006.008.0010.0012.0014.00SeptemberOctoberNovemberDecember2025February
13.48
3.60
ICSH
IBHD

Dividends

ICSH vs. IBHD - Dividend Comparison

ICSH's dividend yield for the trailing twelve months is around 5.16%, while IBHD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ICSH
iShares Ultra Short-Term Bond ETF
5.16%5.24%4.78%1.66%0.42%1.22%2.60%2.19%1.36%0.88%0.54%0.46%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
4.98%5.53%6.90%4.90%4.43%5.49%3.59%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ICSH vs. IBHD - Drawdown Comparison


-0.12%-0.10%-0.08%-0.06%-0.04%-0.02%0.00%SeptemberOctoberNovemberDecember2025February00
ICSH
IBHD

Volatility

ICSH vs. IBHD - Volatility Comparison

iShares Ultra Short-Term Bond ETF (ICSH) has a higher volatility of 0.11% compared to iShares iBonds 2024 Term High Yield & Income ETF (IBHD) at 0.00%. This indicates that ICSH's price experiences larger fluctuations and is considered to be riskier than IBHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.05%0.10%0.15%0.20%0.25%0.30%0.35%SeptemberOctoberNovemberDecember2025February
0.11%
0
ICSH
IBHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab