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LDRH vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRH vs. ESHY - 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 Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LDRH

1D
0.08%
1M
0.29%
YTD
1.88%
6M
2.45%
1Y
6.30%
3Y*
5Y*
10Y*

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRH vs. ESHY - Yearly Performance Comparison


LDRH vs. ESHY - Sectors Allocation Comparison


Sectors
LDRH
ESHY

Energy

100.0%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Energy

LDRH
100.0%
ESHY
100.0%

Basic Materials

LDRH

-

ESHY

-

Communication Services

LDRH

-

ESHY

-

Consumer Cyclical

LDRH

-

ESHY

-

Consumer Defensive

LDRH

-

ESHY

-

Financial Services

LDRH

-

ESHY

-

Healthcare

LDRH

-

ESHY

-

Industrials

LDRH

-

ESHY

-

Real Estate

LDRH

-

ESHY

-

Technology

LDRH

-

ESHY

-

Utilities

LDRH

-

ESHY

-

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Return for Risk

LDRH vs. ESHY — 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: 8888
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

ESHY
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. ESHY - 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 Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


LDRHESHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

5.14

Martin ratioReturn relative to average drawdown

21.43

LDRH vs. ESHY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDRHESHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

Drawdowns

LDRH vs. ESHY - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LDRH and ESHY.


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Drawdown Indicators


LDRHESHYDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

0.00%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

Current Drawdown

Current decline from peak

-0.12%

0.00%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.24%

0.00%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

LDRH vs. ESHY - Volatility Comparison


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Volatility by Period


LDRHESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

0.00%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.51%

0.00%

+3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.51%

0.00%

+3.51%

LDRH vs. ESHY - Expense Ratio Comparison

LDRH has a 0.35% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Dividends

LDRH vs. ESHY - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 6.99%, while ESHY has not paid dividends to shareholders.


Frequently Asked Questions


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.35% for LDRH.

LDRH has the higher dividend yield at 6.99%, compared with 0.00% for ESHY.

LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while ESHY tracks JPMorgan ESG DM Corporate High Yield USD Index. They also come from different issuers: iShares and Deutsche Bank. Their fees differ too: 0.35% for LDRH and 0.20% for ESHY.

Portfolio Optimizer

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