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LDRH vs. IBHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRH vs. IBHE - 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 2025 Term High Yield & Income ETF (IBHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LDRH

1D
-0.15%
1M
-0.00%
6M
1.69%
YTD
1.95%
1Y
5.50%
3Y*
5Y*
10Y*

IBHE

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

LDRH vs. IBHE - Yearly Performance Comparison


Correlation

The correlation between LDRH and IBHE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

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

0.19

The correlation between LDRH and IBHE shifts across timeframes, from -0.02 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LDRH vs. IBHE — 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: 8585
Omega Ratio Rank
LDRH Calmar Ratio Rank: 9191
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9393
Martin Ratio Rank

IBHE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IBHE - 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 2025 Term High Yield & Income ETF (IBHE). 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.


LDRHIBHEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

4.49

Martin ratioReturn relative to average drawdown

18.48

LDRH vs. IBHE - Sharpe Ratio Comparison


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Drawdowns

LDRH vs. IBHE - Drawdown Comparison


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Drawdown Indicators


LDRHIBHEDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

Current Drawdown

Current decline from peak

-0.38%

Average Drawdown

Average peak-to-trough decline

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

LDRH vs. IBHE - Volatility Comparison


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Volatility by Period


LDRHIBHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.44%

LDRH vs. IBHE - Expense Ratio Comparison

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


Dividends

LDRH vs. IBHE - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 6.97%, while IBHE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
1.87%4.53%6.92%7.17%5.77%4.84%5.74%3.73%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
6.97%6.41%1.13%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LDRH and IBHE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LDRH and IBHE have the same expense ratio: 0.35% per year.

LDRH has the higher dividend yield at 6.97%, compared with 1.87% for IBHE.

LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while IBHE tracks Bloomberg 2025 Term High Yield and Income Index.

Portfolio Optimizer

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