LDRC vs. SCHJ
LDRC (iShares iBonds 1-5 Year Corporate Ladder ETF) and SCHJ (Schwab 1-5 Year Corporate Bond ETF) are both Short-Term Bond funds - LDRC tracks the BlackRock iBonds 1-5 Year Corporate Ladder Index while SCHJ tracks the Bloomberg US 1-5 Year Corporate Bond Index. Both are passively managed. Over the past year, LDRC returned 3.12% vs 2.99% for SCHJ. Their 0.69 correlation means they have sometimes moved together and sometimes differently. LDRC charges 0.10%/yr vs 0.03%/yr for SCHJ.
Performance
LDRC vs. SCHJ - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with LDRC at 0.75% and SCHJ at 0.75%.
LDRC
- 1D
- -0.16%
- 1M
- -0.50%
- 6M
- 0.51%
- YTD
- 0.75%
- 1Y
- 3.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.26%
SCHJ
- 1D
- -0.06%
- 1M
- -0.28%
- 6M
- 0.42%
- YTD
- 0.75%
- 1Y
- 2.99%
- 3Y*
- 5.46%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 2.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $277.08K | $298.53K | $510.97K | |
| $5.98M | $7.81M | $6.46M |
LDRC vs. SCHJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LDRC iShares iBonds 1-5 Year Corporate Ladder ETF | 0.75% | 6.33% | 0.31% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 0.75% | 6.80% | 0.19% |
Correlation
The correlation between LDRC and SCHJ is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.69 |
The correlation between LDRC and SCHJ has been stable across timeframes, ranging from 0.68 to 0.69 - a consistent structural relationship.
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Return for Risk
LDRC vs. SCHJ — Risk / Return Rank
LDRC
SCHJ
LDRC vs. SCHJ - 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 Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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 | SCHJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.44 | +1.19 |
| Martin ratioReturn relative to average drawdown | 9.87 | 9.17 | +0.70 |
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Drawdowns
LDRC vs. SCHJ - Drawdown Comparison
The maximum LDRC drawdown since its inception was -1.00%, smaller than the maximum SCHJ drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for LDRC and SCHJ.
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Drawdown Indicators
| LDRC | SCHJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.00% | -13.62% | +12.62% |
Max Drawdown (1Y)Largest decline over 1 year | -1.00% | -1.47% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.43% | — |
Current DrawdownCurrent decline from peak | -0.50% | -0.33% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -1.85% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.37% | 0.39% | -0.02% |
Volatility
LDRC vs. SCHJ - Volatility Comparison
iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) has a higher volatility of 0.60% compared to Schwab 1-5 Year Corporate Bond ETF (SCHJ) at 0.53%. This indicates that LDRC's price experiences larger fluctuations and is considered to be riskier than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRC | SCHJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 0.53% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.26% | 1.53% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.22% | 1.93% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.45% | 2.95% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.45% | 4.10% | -1.65% |
LDRC vs. SCHJ - Expense Ratio Comparison
LDRC has a 0.10% expense ratio, which is higher than SCHJ's 0.03% expense ratio. However, 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. SCHJ - Dividend Comparison
LDRC's dividend yield for the trailing twelve months is around 4.22%, less than SCHJ's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
LDRC iShares iBonds 1-5 Year Corporate Ladder ETF | 4.22% | 4.22% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.09% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% |
Frequently Asked Questions
LDRC and SCHJ have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDRC has higher volatility (0.60%) compared to SCHJ (0.53%). In terms of maximum drawdown, LDRC dropped -1.00% vs SCHJ's -13.62%.
On 1-year performance, LDRC leads with 3.12% vs 2.99% for SCHJ. On fees, SCHJ is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRC has performed better with a 3.12% return vs 2.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHJ is cheaper with a 0.03% expense ratio, compared with 0.10% for LDRC.
LDRC has the higher dividend yield at 4.22%, compared with 4.09% for SCHJ.
LDRC tracks BlackRock iBonds 1-5 Year Corporate Ladder Index, while SCHJ tracks Bloomberg US 1-5 Year Corporate Bond Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.10% for LDRC and 0.03% for SCHJ.
SCHJ currently has the higher Sharpe Ratio (1.86 vs 1.63), 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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