LDRC vs. JABS

Last updated Jul 22, 2026

LDRC (iShares iBonds 1-5 Year Corporate Ladder ETF) and JABS (Janus Henderson Asset-Backed Securities ETF) are both Short-Term Bond funds. LDRC is passively managed, while JABS is actively managed. At a 0.22 correlation, their price movements are largely independent. LDRC charges 0.10%/yr vs 0.33%/yr for JABS.

Performance

LDRC vs. JABS - 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 Janus Henderson Asset-Backed Securities ETF (JABS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRC achieves a 0.85% return, which is significantly lower than JABS's 1.89% return.

LDRC

• 1D: -0.12%
• 1M: -0.07%
• 6M: 0.79%
• YTD: 0.85%
• 1Y: 3.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.39%

JABS

• 1D: 0.16%
• 1M: 0.58%
• 6M: 1.92%
• YTD: 1.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

LDRC vs. JABS - Yearly Performance Comparison

	2026 (YTD)	2025
LDRC iShares iBonds 1-5 Year Corporate Ladder ETF	0.85%	2.83%
JABS Janus Henderson Asset-Backed Securities ETF	1.89%	2.49%

Correlation

The correlation between LDRC and JABS is 0.22, 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 Jul 23, 2025	0.22

Return for Risk

LDRC vs. JABS — 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: 67
LDRC Sortino Ratio Rank: 71
LDRC Omega Ratio Rank: 76
LDRC Calmar Ratio Rank: 87
LDRC Martin Ratio Rank: 76

JABS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. JABS - 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 Janus Henderson Asset-Backed Securities ETF (JABS). 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.

	LDRC	JABS	Difference
Sharpe ratio: Return per unit of total volatility	1.65	—	—
Sortino ratio: Return per unit of downside risk	2.46	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	3.75	—	—
Martin ratio: Return relative to average drawdown	10.39	—	—

Drawdowns

LDRC vs. JABS - Drawdown Comparison

The maximum LDRC drawdown since its inception was -1.00%, roughly equal to the maximum JABS drawdown of -0.97%. Use the drawdown chart below to compare losses from any high point for LDRC and JABS.

Drawdown Indicators

	LDRC	JABS	Difference
Max Drawdown Largest peak-to-trough decline	-1.00%	-0.97%	-0.03%
Max Drawdown (1Y) Largest decline over 1 year	-1.00%	—	—
Current Drawdown Current decline from peak	-0.40%	0.00%	-0.40%
Average Drawdown Average peak-to-trough decline	-0.25%	-0.17%	-0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.36%	—	—

Volatility

Volatility by Period

	LDRC	JABS	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.27%	1.95%	+0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.46%	1.95%	+0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.46%	1.95%	+0.51%

LDRC vs. JABS - Expense Ratio Comparison

LDRC has a 0.10% expense ratio, which is lower than JABS's 0.33% expense ratio.

Dividends

LDRC vs. JABS - Dividend Comparison

LDRC's dividend yield for the trailing twelve months is around 4.21%, less than JABS's 4.58% yield.

Position	TTM	2025	2024
JABS Janus Henderson Asset-Backed Securities ETF	4.58%	2.19%	0.00%
LDRC iShares iBonds 1-5 Year Corporate Ladder ETF	4.21%	4.22%	0.75%

Frequently Asked Questions

Can I hold both LDRC and JABS in my portfolio?

LDRC and JABS have a correlation of 0.22, 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 JABS?

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 JABS?

LDRC is cheaper with a 0.10% expense ratio, compared with 0.33% for JABS.

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

JABS has the higher dividend yield at 4.58%, compared with 4.21% for LDRC.

What is the main difference between LDRC and JABS?

They also come from different issuers: iShares and Janus Henderson. Their fees differ too: 0.10% for LDRC and 0.33% for JABS.