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LDRH vs. IBHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDRH vs. IBHD - 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 iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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LDRH vs. IBHD - Yearly Performance Comparison


Returns By Period


LDRH

1D
0.65%
1M
0.04%
YTD
0.51%
6M
1.75%
1Y
6.58%
3Y*
5Y*
10Y*

IBHD

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

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LDRH vs. IBHD - Expense Ratio Comparison

Both LDRH and IBHD have an expense ratio of 0.35%.


Return for Risk

LDRH vs. IBHD — Risk / Return Rank

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

LDRH
LDRH Risk / Return Rank: 8888
Overall Rank
LDRH Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 9090
Sortino Ratio Rank
LDRH Omega Ratio Rank: 9292
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8181
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9494
Martin Ratio Rank

IBHD
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. IBHD - 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 iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


LDRHIBHDDifference

Sharpe ratio

Return per unit of total volatility

1.70

Sortino ratio

Return per unit of downside risk

2.61

Omega ratio

Gain probability vs. loss probability

1.40

Calmar ratio

Return relative to maximum drawdown

2.32

Martin ratio

Return relative to average drawdown

14.23

LDRH vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LDRHIBHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

Dividends

LDRH vs. IBHD - Dividend Comparison

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


Drawdowns

LDRH vs. IBHD - Drawdown Comparison

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


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Drawdown Indicators


LDRHIBHDDifference

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

-0.46%

0.00%

-0.46%

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

LDRH vs. IBHD - Volatility Comparison


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Volatility by Period


LDRHIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

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%