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LDRC vs. MYCG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRC vs. MYCG - 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 State Street My2027 Corporate Bond ETF (MYCG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRC achieves a 0.80% return, which is significantly lower than MYCG's 1.27% return.


LDRC

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

MYCG

1D
-0.10%
1M
0.24%
YTD
1.27%
6M
1.70%
1Y
4.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRC vs. MYCG - Yearly Performance Comparison


2026 (YTD)20252024
LDRC
iShares iBonds 1-5 Year Corporate Ladder ETF
0.80%6.33%0.37%
MYCG
State Street My2027 Corporate Bond ETF
1.27%5.85%0.34%

Correlation

The correlation between LDRC and MYCG is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.60

The correlation between LDRC and MYCG has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

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Return for Risk

LDRC vs. MYCG — Risk / Return Rank

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

LDRC
LDRC Risk / Return Rank: 7575
Overall Rank
LDRC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LDRC Sortino Ratio Rank: 7171
Sortino Ratio Rank
LDRC Omega Ratio Rank: 7979
Omega Ratio Rank
LDRC Calmar Ratio Rank: 8686
Calmar Ratio Rank
LDRC Martin Ratio Rank: 7373
Martin Ratio Rank

MYCG
MYCG Risk / Return Rank: 9898
Overall Rank
MYCG Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MYCG Sortino Ratio Rank: 9898
Sortino Ratio Rank
MYCG Omega Ratio Rank: 9898
Omega Ratio Rank
MYCG Calmar Ratio Rank: 9797
Calmar Ratio Rank
MYCG Martin Ratio Rank: 9797
Martin Ratio Rank
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. MYCG - 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 State Street My2027 Corporate Bond ETF (MYCG). 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.


LDRCMYCGDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-5.29

Omega ratioGain probability vs. loss probability

1.44

2.17

-0.73

Calmar ratioReturn relative to maximum drawdown

4.52

10.30

-5.78

Martin ratioReturn relative to average drawdown

12.70

49.52

-36.82

LDRC vs. MYCG - Sharpe Ratio Comparison

The current LDRC Sharpe Ratio is 2.02, which is lower than the MYCG Sharpe Ratio of 4.57. The chart below compares the historical Sharpe Ratios of LDRC and MYCG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LDRCMYCGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

4.57

-2.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.92

2.72

-0.80

Drawdowns

LDRC vs. MYCG - Drawdown Comparison

The maximum LDRC drawdown since its inception was -1.00%, which is greater than MYCG's maximum drawdown of -0.86%. Use the drawdown chart below to compare losses from any high point for LDRC and MYCG.


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Drawdown Indicators


LDRCMYCGDifference

Max Drawdown

Largest peak-to-trough decline

-1.00%

-0.86%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-1.00%

-0.45%

-0.55%

Current Drawdown

Current decline from peak

-0.08%

-0.10%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.26%

-0.14%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.09%

+0.26%

Volatility

LDRC vs. MYCG - Volatility Comparison

iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) has a higher volatility of 0.44% compared to State Street My2027 Corporate Bond ETF (MYCG) at 0.20%. This indicates that LDRC's price experiences larger fluctuations and is considered to be riskier than MYCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRCMYCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

0.20%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

0.53%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.24%

1.01%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

1.50%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

1.50%

+1.01%

LDRC vs. MYCG - Expense Ratio Comparison

LDRC has a 0.10% expense ratio, which is lower than MYCG's 0.15% 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. MYCG - Dividend Comparison

LDRC's dividend yield for the trailing twelve months is around 4.22%, less than MYCG's 4.29% yield.


PositionTTM20252024
LDRC
iShares iBonds 1-5 Year Corporate Ladder ETF
4.22%4.22%0.75%
MYCG
State Street My2027 Corporate Bond ETF
4.29%4.28%1.16%

Frequently Asked Questions


LDRC and MYCG have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDRC has higher volatility (0.44%) compared to MYCG (0.20%). In terms of maximum drawdown, LDRC dropped -1.00% vs MYCG's -0.86%.

On 1-year performance, MYCG leads with 4.58% vs 4.49% for LDRC. On fees, LDRC is cheaper at 0.10% per year. On volatility, MYCG has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MYCG has performed better with a 4.58% return vs 4.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDRC is cheaper with a 0.10% expense ratio, compared with 0.15% for MYCG.

MYCG has the higher dividend yield at 4.29%, compared with 4.22% for LDRC.

LDRC is categorized as Short-Term Bond, while MYCG is Corporate Bonds. They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for LDRC and 0.15% for MYCG.

MYCG currently has the higher Sharpe Ratio (4.57 vs 2.02), 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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