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LDRC vs. SCHJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRC vs. SCHJ - 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 Schwab 1-5 Year Corporate Bond ETF (SCHJ). The values are adjusted to include any dividend payments, if applicable.

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

Liquidity Comparison


PositionAvg. 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)20252024
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

Compare historical risk-adjusted metric ranks over the past 12 months.

LDRC
LDRC Risk / Return Rank: 7878
Overall Rank
LDRC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LDRC Sortino Ratio Rank: 7575
Sortino Ratio Rank
LDRC Omega Ratio Rank: 7979
Omega Ratio Rank
LDRC Calmar Ratio Rank: 8888
Calmar Ratio Rank
LDRC Martin Ratio Rank: 7777
Martin Ratio Rank

SCHJ
SCHJ Risk / Return Rank: 7979
Overall Rank
SCHJ Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SCHJ Sortino Ratio Rank: 8585
Sortino Ratio Rank
SCHJ Omega Ratio Rank: 8383
Omega Ratio Rank
SCHJ Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHJ Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


LDRCSCHJDifference
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

LDRC vs. SCHJ - Sharpe Ratio Comparison

The current LDRC Sharpe Ratio is 1.63, which is comparable to the SCHJ Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of LDRC and SCHJ, 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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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


LDRCSCHJDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.50%

-0.33%

-0.17%

Average Drawdown

Average peak-to-trough decline

-0.25%

-1.85%

+1.60%

Ulcer Index

Depth 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


LDRCSCHJDifference

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.


PositionTTM2025202420232022202120202019
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.

Portfolio Optimizer

Find the right allocation for LDRC and SCHJ

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