LDRH vs. FFUT
LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) and FFUT (Fidelity Managed Futures 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 FFUT is a Systematic Trend fund actively managed by Fidelity. LDRH is passively managed, while FFUT is actively managed. Over the past year, LDRH returned 6.24% vs 18.91% for FFUT. At a correlation of -0.15, they often move in opposite directions. LDRH charges 0.35%/yr vs 0.80%/yr for FFUT.
Performance
LDRH vs. FFUT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LDRH achieves a 2.08% return, which is significantly lower than FFUT's 9.23% return.
LDRH
- 1D
- -0.16%
- 1M
- 0.44%
- YTD
- 2.08%
- 6M
- 2.37%
- 1Y
- 6.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FFUT
- 1D
- -0.52%
- 1M
- -2.34%
- YTD
- 9.23%
- 6M
- 9.36%
- 1Y
- 18.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LDRH vs. FFUT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 2.08% | 4.34% |
FFUT Fidelity Managed Futures ETF | 9.23% | 8.58% |
Correlation
The correlation between LDRH and FFUT is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025 | -0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LDRH vs. FFUT — Risk / Return Rank
LDRH
FFUT
LDRH vs. FFUT - 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 Fidelity Managed Futures ETF (FFUT). 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.
| LDRH | FFUT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.33 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.09 | 4.77 | +0.32 |
| Martin ratioReturn relative to average drawdown | 21.08 | 15.04 | +6.03 |
Loading charts...
Drawdowns
LDRH vs. FFUT - Drawdown Comparison
The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum FFUT drawdown of -3.98%. Use the drawdown chart below to compare losses from any high point for LDRH and FFUT.
Loading charts...
Drawdown Indicators
| LDRH | FFUT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.17% | -3.98% | +0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -1.23% | -3.98% | +2.75% |
Current DrawdownCurrent decline from peak | -0.16% | -3.98% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -0.94% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 1.26% | -0.96% |
Volatility
LDRH vs. FFUT - Volatility Comparison
The current volatility for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) is 0.60%, while Fidelity Managed Futures ETF (FFUT) has a volatility of 2.92%. This indicates that LDRH experiences smaller price fluctuations and is considered to be less risky than FFUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LDRH | FFUT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 2.92% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 1.97% | 8.96% | -6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.61% | 11.23% | -8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.48% | 11.03% | -7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.48% | 11.03% | -7.55% |
LDRH vs. FFUT - Expense Ratio Comparison
LDRH has a 0.35% expense ratio, which is lower than FFUT's 0.80% expense ratio.
Dividends
LDRH vs. FFUT - Dividend Comparison
LDRH's dividend yield for the trailing twelve months is around 6.98%, more than FFUT's 1.91% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FFUT Fidelity Managed Futures ETF | 1.91% | 2.09% | 0.00% |
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 6.98% | 6.41% | 1.13% |
Frequently Asked Questions
LDRH and FFUT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFUT has higher volatility (2.92%) compared to LDRH (0.60%). In terms of maximum drawdown, LDRH dropped -3.17% vs FFUT's -3.98%.
On 1-year performance, FFUT leads with 18.91% vs 6.24% for LDRH. On fees, LDRH is cheaper at 0.35% per year. On volatility, LDRH has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FFUT has performed better with a 18.91% return vs 6.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRH is cheaper with a 0.35% expense ratio, compared with 0.80% for FFUT.
LDRH has the higher dividend yield at 6.98%, compared with 1.91% for FFUT.
LDRH is categorized as High Yield Bonds, while FFUT is Systematic Trend. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.35% for LDRH and 0.80% for FFUT.
LDRH currently has the higher Sharpe Ratio (2.41 vs 1.69), 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.
Find the right allocation for LDRH and FFUT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer