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LDRH vs. HYS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRH vs. HYS - 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 PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS). 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 2.08% return, which is significantly higher than HYS's 1.55% return.


LDRH

1D
-0.16%
1M
0.44%
YTD
2.08%
6M
2.37%
1Y
6.24%
3Y*
5Y*
10Y*

HYS

1D
-0.13%
1M
0.61%
YTD
1.55%
6M
1.83%
1Y
6.73%
3Y*
8.75%
5Y*
5.05%
10Y*
5.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRH vs. HYS - Yearly Performance Comparison


Correlation

The correlation between LDRH and HYS is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.80

The correlation between LDRH and HYS has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

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Return for Risk

LDRH vs. HYS — Risk / Return Rank

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

LDRH
LDRH Risk / Return Rank: 8686
Overall Rank
LDRH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8989
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8282
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8989
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9191
Martin Ratio Rank

HYS
HYS Risk / Return Rank: 6969
Overall Rank
HYS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYS Sortino Ratio Rank: 6969
Sortino Ratio Rank
HYS Omega Ratio Rank: 6363
Omega Ratio Rank
HYS Calmar Ratio Rank: 7373
Calmar Ratio Rank
HYS Martin Ratio Rank: 7878
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. HYS - 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 PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS). 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.


LDRHHYSDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.47

1.37

+0.10

Calmar ratioReturn relative to maximum drawdown

5.09

3.58

+1.50

Martin ratioReturn relative to average drawdown

21.08

14.56

+6.52

LDRH vs. HYS - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 2.41, which is comparable to the HYS Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LDRH and HYS, 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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Drawdowns

LDRH vs. HYS - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum HYS drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for LDRH and HYS.


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Drawdown Indicators


LDRHHYSDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-20.91%

+17.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-1.88%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-20.91%

Current Drawdown

Current decline from peak

-0.16%

-0.15%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.24%

-1.53%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.46%

-0.16%

Volatility

LDRH vs. HYS - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) is 0.60%, while PIMCO 0-5 Year High Yield Corporate Bond Index ETF (HYS) has a volatility of 0.79%. This indicates that LDRH experiences smaller price fluctuations and is considered to be less risky than HYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRHHYSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.79%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

2.76%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

3.48%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.48%

6.27%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

6.84%

-3.36%

LDRH vs. HYS - Expense Ratio Comparison

LDRH has a 0.35% expense ratio, which is lower than HYS's 0.56% expense ratio.


Dividends

LDRH vs. HYS - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 6.98%, less than HYS's 7.34% yield.


PositionTTM20252024202320222021202020192018201720162015
HYS
PIMCO 0-5 Year High Yield Corporate Bond Index ETF
7.34%7.20%7.43%6.44%5.01%3.74%4.52%4.98%4.64%5.01%5.13%5.22%
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%

Frequently Asked Questions


LDRH and HYS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYS has higher volatility (0.79%) compared to LDRH (0.60%). In terms of maximum drawdown, LDRH dropped -3.17% vs HYS's -20.91%.

On 1-year performance, HYS leads with 6.73% 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, HYS has performed better with a 6.73% 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 0.56% for HYS.

HYS has the higher dividend yield at 7.34%, compared with 6.98% for LDRH.

LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while HYS tracks ICE BofA US High Yield Constrained (0-5 Y). They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.35% for LDRH and 0.56% for HYS.

LDRH currently has the higher Sharpe Ratio (2.41 vs 1.94), 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.

Portfolio Optimizer

Find the right allocation for LDRH and HYS

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