LDRH vs. ESHY

Last updated Apr 2, 2026

Compare and contrast key facts about 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).

LDRH and ESHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDRH is a passively managed fund by iShares that tracks the performance of the BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. It was launched on Nov 7, 2024. ESHY is a passively managed fund by Deutsche Bank that tracks the performance of the JPMorgan ESG DM Corporate High Yield USD Index. It was launched on Mar 3, 2015. Both LDRH and ESHY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

LDRH vs. ESHY - Yearly Performance Comparison

	2026 (YTD)
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF	0.18%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%

Returns By Period

LDRH

• 1D: 0.15%
• 1M: 0.25%
• YTD: 0.66%
• 6M: 1.72%
• 1Y: 6.63%
• 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 - Expense Ratio Comparison

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

LDRH

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

ESHY

Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF

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: 87
LDRH Sharpe Ratio Rank: 83
LDRH Sortino Ratio Rank: 89
LDRH Omega Ratio Rank: 91
LDRH Calmar Ratio Rank: 78
LDRH Martin Ratio Rank: 93

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.

	LDRH	ESHY	Difference
Sharpe ratio Return per unit of total volatility	1.71	—	—
Sortino ratio Return per unit of downside risk	2.63	—	—
Omega ratio Gain probability vs. loss probability	1.41	—	—
Calmar ratio Return relative to maximum drawdown	2.39	—	—
Martin ratio Return relative to average drawdown	14.61	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LDRH	ESHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.61	—	—

Dividends

LDRH vs. ESHY - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 6.98%, while ESHY has not paid dividends to shareholders.

	TTM	2025	2024
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF	6.98%	6.41%	1.13%
ESHY Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	LDRH	ESHY	Difference
Max Drawdown Largest peak-to-trough decline	-3.17%	0.00%	-3.17%
Max Drawdown (1Y) Largest decline over 1 year	-2.82%	—	—
Current Drawdown Current decline from peak	-0.32%	0.00%	-0.32%
Average Drawdown Average peak-to-trough decline	-0.25%	0.00%	-0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.46%	—	—

Volatility

Volatility by Period

	LDRH	ESHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.04%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.89%	0.00%	+3.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.62%	0.00%	+3.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.62%	0.00%	+3.62%