LDRC vs. DDV

Last updated Jun 6, 2026

LDRC (iShares iBonds 1-5 Year Corporate Ladder ETF) and DDV (Defined Duration 5 ETF) are both exchange-traded funds - LDRC is a Short-Term Bond fund tracking the BlackRock iBonds 1-5 Year Corporate Ladder Index, while DDV is a Intermediate Core Bond fund actively managed by Discipline Funds. LDRC is passively managed, while DDV is actively managed. At a 0.49 correlation, their price movements are largely independent. LDRC charges 0.10%/yr vs 0.25%/yr for DDV.

Performance

LDRC vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRC achieves a 0.80% return, which is significantly lower than DDV's 1.92% return.

LDRC

• 1D: -0.02%
• 1M: 0.05%
• YTD: 0.80%
• 6M: 1.31%
• 1Y: 4.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DDV

• 1D: -0.28%
• 1M: -0.18%
• YTD: 1.92%
• 6M: 2.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRC vs. DDV - Yearly Performance Comparison

	2026 (YTD)	2025
LDRC iShares iBonds 1-5 Year Corporate Ladder ETF	0.80%	0.84%
DDV Defined Duration 5 ETF	1.92%	0.71%

Correlation

The correlation between LDRC and DDV is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 14, 2025	0.49

Return for Risk

LDRC vs. DDV — Risk / Return Rank

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

LDRC

LDRC Risk / Return Rank: 75
LDRC Sharpe Ratio Rank: 66
LDRC Sortino Ratio Rank: 71
LDRC Omega Ratio Rank: 79
LDRC Calmar Ratio Rank: 86
LDRC Martin Ratio Rank: 73

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.

LDRC vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) and Defined Duration 5 ETF (DDV). 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.

	LDRC	DDV	Difference
Sharpe ratio: Return per unit of total volatility	2.02	—	—
Sortino ratio: Return per unit of downside risk	3.00	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	4.52	—	—
Martin ratio: Return relative to average drawdown	12.70	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LDRC	DDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.92	1.81	+0.11

Drawdowns

LDRC vs. DDV - Drawdown Comparison

The maximum LDRC drawdown since its inception was -1.00%, smaller than the maximum DDV drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for LDRC and DDV.

Drawdown Indicators

	LDRC	DDV	Difference
Max Drawdown Largest peak-to-trough decline	-1.00%	-1.92%	+0.92%
Max Drawdown (1Y) Largest decline over 1 year	-1.00%	—	—
Current Drawdown Current decline from peak	-0.08%	-0.41%	+0.33%
Average Drawdown Average peak-to-trough decline	-0.26%	-0.35%	+0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	—	—

Volatility

Volatility by Period

	LDRC	DDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.44%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.24%	2.69%	-0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.51%	2.69%	-0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.51%	2.69%	-0.18%

LDRC vs. DDV - Expense Ratio Comparison

LDRC has a 0.10% expense ratio, which is lower than DDV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

LDRC vs. DDV - Dividend Comparison

LDRC's dividend yield for the trailing twelve months is around 4.22%, more than DDV's 1.21% yield.

Position	TTM	2025	2024
DDV Defined Duration 5 ETF	1.21%	0.42%	0.00%
LDRC iShares iBonds 1-5 Year Corporate Ladder ETF	4.22%	4.22%	0.75%

Frequently Asked Questions

Can I hold both LDRC and DDV in my portfolio?

LDRC and DDV have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LDRC or DDV?

On fees, LDRC is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LDRC or DDV?

LDRC is cheaper with a 0.10% expense ratio, compared with 0.25% for DDV.

Which ETF pays a higher dividend yield, LDRC or DDV?

LDRC has the higher dividend yield at 4.22%, compared with 1.21% for DDV.

What is the main difference between LDRC and DDV?

LDRC is categorized as Short-Term Bond, while DDV is Intermediate Core Bond. They also come from different issuers: iShares and Discipline Funds. Their fees differ too: 0.10% for LDRC and 0.25% for DDV.