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LDRH vs. GHYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDRH vs. GHYG - 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 US & Intl High Yield Corp Bond ETF (GHYG). The values are adjusted to include any dividend payments, if applicable.

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LDRH vs. GHYG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LDRH achieves a 0.66% return, which is significantly higher than GHYG's -0.81% return.


LDRH

1D
0.15%
1M
0.25%
YTD
0.66%
6M
1.72%
1Y
6.63%
3Y*
5Y*
10Y*

GHYG

1D
0.45%
1M
-0.78%
YTD
-0.81%
6M
0.26%
1Y
7.81%
3Y*
8.25%
5Y*
3.36%
10Y*
5.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LDRH vs. GHYG - Expense Ratio Comparison

LDRH has a 0.35% expense ratio, which is lower than GHYG's 0.40% expense ratio.


Return for Risk

LDRH vs. GHYG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LDRH
LDRH Risk / Return Rank: 8787
Overall Rank
LDRH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8989
Sortino Ratio Rank
LDRH Omega Ratio Rank: 9191
Omega Ratio Rank
LDRH Calmar Ratio Rank: 7878
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9393
Martin Ratio Rank

GHYG
GHYG Risk / Return Rank: 7676
Overall Rank
GHYG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GHYG Sortino Ratio Rank: 7979
Sortino Ratio Rank
GHYG Omega Ratio Rank: 7676
Omega Ratio Rank
GHYG Calmar Ratio Rank: 7676
Calmar Ratio Rank
GHYG Martin Ratio Rank: 7373
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. GHYG - 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 US & Intl High Yield Corp Bond ETF (GHYG). 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.


LDRHGHYGDifference

Sharpe ratio

Return per unit of total volatility

1.71

1.41

+0.30

Sortino ratio

Return per unit of downside risk

2.63

2.12

+0.51

Omega ratio

Gain probability vs. loss probability

1.41

1.30

+0.11

Calmar ratio

Return relative to maximum drawdown

2.39

2.11

+0.28

Martin ratio

Return relative to average drawdown

14.61

8.04

+6.57

LDRH vs. GHYG - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 1.71, which is comparable to the GHYG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of LDRH and GHYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LDRHGHYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.41

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

0.54

+1.07

Correlation

The correlation between LDRH and GHYG is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LDRH vs. GHYG - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 6.98%, more than GHYG's 6.24% yield.


TTM20252024202320222021202020192018201720162015
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
6.98%6.41%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.24%6.03%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%

Drawdowns

LDRH vs. GHYG - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum GHYG drawdown of -27.36%. Use the drawdown chart below to compare losses from any high point for LDRH and GHYG.


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Drawdown Indicators


LDRHGHYGDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-27.36%

+24.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-3.84%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

Current Drawdown

Current decline from peak

-0.32%

-2.15%

+1.83%

Average Drawdown

Average peak-to-trough decline

-0.25%

-3.38%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

1.01%

-0.55%

Volatility

LDRH vs. GHYG - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) is 1.34%, while iShares US & Intl High Yield Corp Bond ETF (GHYG) has a volatility of 2.51%. This indicates that LDRH experiences smaller price fluctuations and is considered to be less risky than GHYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRHGHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.51%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

3.46%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

5.57%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.62%

7.74%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

8.78%

-5.16%