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LDRH vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LDRH vs. ACWI

Last updated Jun 4, 2026

LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - LDRH is a High Yield Bonds fund tracking the BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. Both are passively managed. Over the past year, LDRH returned 6.43% vs 29.18% for ACWI. A 0.70 correlation means they provide meaningful diversification when combined. LDRH charges 0.35%/yr vs 0.32%/yr for ACWI.

Performance

LDRH vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRH achieves a 1.79% return, which is significantly lower than ACWI's 12.13% return.

LDRH

1D
-0.20%
1M
0.18%
YTD
1.79%
6M
2.28%
1Y
6.43%
3Y*
—
5Y*
—
10Y*
—

ACWI

1D
-0.83%
1M
5.28%
YTD
12.13%
6M
12.96%
1Y
29.18%
3Y*
21.15%
5Y*
11.28%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRH vs. ACWI - Yearly Performance Comparison

2026 (YTD)20252024
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF		1.79%7.18%0.21%
ACWI
iShares MSCI ACWI ETF		12.13%22.41%-2.28%

Correlation

The correlation between LDRH and ACWI is 0.69, 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

0.69

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

0.70

The correlation between LDRH and ACWI has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.

LDRH vs. ACWI - Sectors Allocation Comparison

Sectors
LDRH
ACWI

Energy

100.0%
4.2%

Basic Materials

-

3.7%

Communication Services

-

9.0%

Consumer Cyclical

-

9.3%

Consumer Defensive

-

5.0%

Financial Services

-

16.1%

Healthcare

-

8.1%

Industrials

-

10.9%

Real Estate

-

1.8%

Technology

-

29.4%

Utilities

-

2.6%

Energy

LDRH
100.0%
ACWI
4.2%

Basic Materials

LDRH

-

ACWI
3.7%

Communication Services

LDRH

-

ACWI
9.0%

Consumer Cyclical

LDRH

-

ACWI
9.3%

Consumer Defensive

LDRH

-

ACWI
5.0%

Financial Services

LDRH

-

ACWI
16.1%

Healthcare

LDRH

-

ACWI
8.1%

Industrials

LDRH

-

ACWI
10.9%

Real Estate

LDRH

-

ACWI
1.8%

Technology

LDRH

-

ACWI
29.4%

Utilities

LDRH

-

ACWI
2.6%

Compare stocks, funds, or ETFs

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iShares iBonds 1-5 Year High Yield and Income Ladder ETF

iShares MSCI ACWI ETF

Often compared with LDRH:
LDRH vs. IBHELDRH vs. HYBLLDRH vs. SPHYLDRH vs. HYSLDRH vs. VGHYLDRH vs. GHYBLDRH vs. IBHG
Often compared with ACWI:
ACWI vs. VTACWI vs. SPYACWI vs. VWRL.LACWI vs. ACWXACWI vs. ACWI.LACWI vs. VOOACWI vs. VTI

Return for Risk

LDRH vs. ACWI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LDRH
LDRH Risk / Return Rank: 8585
Overall Rank
LDRH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8787
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8181
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8888
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9191
Martin Ratio Rank
ACWI
ACWI Risk / Return Rank: 6666
Overall Rank
ACWI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6767
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
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.

LDRH vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) and iShares MSCI ACWI ETF (ACWI). 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.

LDRHACWIDifference
Sharpe ratioReturn per unit of total volatility
2.48
2.29

+0.18

Sortino ratioReturn per unit of downside risk
3.99
3.17

+0.83

Omega ratioGain probability vs. loss probability

1.49

1.41

+0.07

Calmar ratioReturn relative to maximum drawdown

5.24

3.01

+2.23

Martin ratioReturn relative to average drawdown

21.81

13.53

+8.29

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDRH vs. ACWI - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 2.48, which is comparable to the ACWI Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of LDRH and ACWI, 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

LDRHACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

2.29

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.71

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.75

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.43

+1.26

Drawdowns

LDRH vs. ACWI - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for LDRH and ACWI.

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Drawdown Indicators

LDRHACWIDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-56.00%

+52.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-9.73%

+8.50%

Max Drawdown (3Y)

Largest decline over 3 years

—

-16.55%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.42%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.53%

—

Current Drawdown

Current decline from peak

-0.20%

-0.83%

+0.63%

Average Drawdown

Average peak-to-trough decline

-0.24%

-8.61%

+8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

2.16%

-1.86%

Volatility

LDRH vs. ACWI - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) is 0.69%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 3.93%. This indicates that LDRH experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LDRHACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

3.93%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

10.29%

-8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

12.78%

-10.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

16.05%

-12.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

17.11%

-13.59%

LDRH vs. ACWI - Expense Ratio Comparison

LDRH has a 0.35% expense ratio, which is higher than ACWI's 0.32% expense ratio.

Dividends

LDRH vs. ACWI - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 7.00%, more than ACWI's 1.38% yield.

PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF		1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF		7.00%6.41%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LDRH and ACWI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACWI has higher volatility (3.93%) compared to LDRH (0.69%). In terms of maximum drawdown, LDRH dropped -3.17% vs ACWI's -56.00%.

On 1-year performance, ACWI leads with 29.18% vs 6.43% for LDRH. On fees, ACWI is cheaper at 0.32% per year. On volatility, LDRH has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ACWI has performed better with a 29.18% return vs 6.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ACWI is cheaper with a 0.32% expense ratio, compared with 0.35% for LDRH.

LDRH has the higher dividend yield at 7.00%, compared with 1.38% for ACWI.

LDRH is categorized as High Yield Bonds, while ACWI is Global Equities. LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while ACWI tracks MSCI All Country World Index. Their fees differ too: 0.35% for LDRH and 0.32% for ACWI.

LDRH currently has the higher Sharpe Ratio (2.48 vs 2.29), 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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