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LDRH vs. IBHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDRH vs. IBHG - 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 2027 Term High Yield and Income ETF (IBHG). The values are adjusted to include any dividend payments, if applicable.

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LDRH vs. IBHG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LDRH achieves a 0.51% return, which is significantly higher than IBHG's 0.09% return.


LDRH

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

IBHG

1D
0.41%
1M
-0.00%
YTD
0.09%
6M
1.35%
1Y
5.45%
3Y*
7.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LDRH vs. IBHG - Expense Ratio Comparison

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


Return for Risk

LDRH vs. IBHG — 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

IBHG
IBHG Risk / Return Rank: 8080
Overall Rank
IBHG Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IBHG Sortino Ratio Rank: 8080
Sortino Ratio Rank
IBHG Omega Ratio Rank: 8787
Omega Ratio Rank
IBHG Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBHG Martin Ratio Rank: 8989
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. IBHG - 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 2027 Term High Yield and Income ETF (IBHG). 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.


LDRHIBHGDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.44

+0.26

Sortino ratio

Return per unit of downside risk

2.61

2.08

+0.52

Omega ratio

Gain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratio

Return relative to maximum drawdown

2.32

1.67

+0.66

Martin ratio

Return relative to average drawdown

14.23

11.25

+2.98

LDRH vs. IBHG - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 1.70, which is comparable to the IBHG Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of LDRH and IBHG, 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


LDRHIBHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.44

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

0.55

+1.04

Correlation

The correlation between LDRH and IBHG is 0.71, 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. IBHG - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 6.99%, more than IBHG's 6.25% yield.


TTM20252024202320222021
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
6.99%6.41%1.13%0.00%0.00%0.00%
IBHG
iShares iBonds 2027 Term High Yield and Income ETF
6.25%6.33%7.02%6.66%5.62%2.13%

Drawdowns

LDRH vs. IBHG - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum IBHG drawdown of -13.85%. Use the drawdown chart below to compare losses from any high point for LDRH and IBHG.


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Drawdown Indicators


LDRHIBHGDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-13.85%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-3.28%

+0.46%

Current Drawdown

Current decline from peak

-0.46%

-0.14%

-0.32%

Average Drawdown

Average peak-to-trough decline

-0.25%

-2.76%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.48%

-0.02%

Volatility

LDRH vs. IBHG - Volatility Comparison

iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) has a higher volatility of 1.41% compared to iShares iBonds 2027 Term High Yield and Income ETF (IBHG) at 1.02%. This indicates that LDRH's price experiences larger fluctuations and is considered to be riskier than IBHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRHIBHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.02%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

1.53%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

3.80%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.62%

6.47%

-2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

6.47%

-2.85%