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LDRH vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LDRH vs. IWM

Last updated Jun 4, 2026

LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - LDRH is a High Yield Bonds fund tracking the BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past year, LDRH returned 6.43% vs 39.10% for IWM. A 0.68 correlation means they provide meaningful diversification when combined. LDRH charges 0.35%/yr vs 0.19%/yr for IWM.

Performance

LDRH vs. IWM - 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 Russell 2000 ETF (IWM). 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 1.79% return, which is significantly lower than IWM's 17.07% return.

LDRH

1D
-0.20%
1M
0.18%
YTD
1.79%
6M
2.28%
1Y
6.43%
3Y*
—
5Y*
—
10Y*
—

IWM

1D
-1.37%
1M
3.52%
YTD
17.07%
6M
15.83%
1Y
39.10%
3Y*
17.88%
5Y*
6.11%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRH vs. IWM - Yearly Performance Comparison

2026 (YTD)20252024
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF		1.79%7.18%0.21%
IWM
iShares Russell 2000 ETF		17.07%12.66%-6.93%

Correlation

The correlation between LDRH and IWM is 0.63, 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

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.68

The correlation between LDRH and IWM has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

LDRH vs. IWM - Sectors Allocation Comparison

Sectors
LDRH
IWM

Energy

100.0%
6.0%

Basic Materials

-

4.5%

Communication Services

-

2.0%

Consumer Cyclical

-

7.8%

Consumer Defensive

-

2.1%

Financial Services

-

15.8%

Healthcare

-

15.8%

Industrials

-

17.1%

Real Estate

-

5.7%

Technology

-

19.5%

Utilities

-

3.0%

Energy

LDRH
100.0%
IWM
6.0%

Basic Materials

LDRH

-

IWM
4.5%

Communication Services

LDRH

-

IWM
2.0%

Consumer Cyclical

LDRH

-

IWM
7.8%

Consumer Defensive

LDRH

-

IWM
2.1%

Financial Services

LDRH

-

IWM
15.8%

Healthcare

LDRH

-

IWM
15.8%

Industrials

LDRH

-

IWM
17.1%

Real Estate

LDRH

-

IWM
5.7%

Technology

LDRH

-

IWM
19.5%

Utilities

LDRH

-

IWM
3.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares iBonds 1-5 Year High Yield and Income Ladder ETF

iShares Russell 2000 ETF

Often compared with LDRH:
LDRH vs. IBHELDRH vs. HYBLLDRH vs. SPHYLDRH vs. HYSLDRH vs. VGHYLDRH vs. GHYBLDRH vs. IBHG
Often compared with IWM:
IWM vs. SPYIWM vs. VTWOIWM vs. IJRIWM vs. AVUVIWM vs. IWNIWM vs. VOOIWM vs. IWO

Return for Risk

LDRH vs. IWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LDRH
LDRH Risk / Return Rank: 8585
Overall Rank
LDRH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8787
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8181
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8888
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9191
Martin Ratio Rank
IWM
IWM Risk / Return Rank: 6262
Overall Rank
IWM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWM Omega Ratio Rank: 5353
Omega Ratio Rank
IWM Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWM Martin Ratio Rank: 6767
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. IWM - 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 Russell 2000 ETF (IWM). 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.

LDRHIWMDifference
Sharpe ratioReturn per unit of total volatility
2.48
2.05

+0.42

Sortino ratioReturn per unit of downside risk
3.99
2.85

+1.14

Omega ratioGain probability vs. loss probability

1.49

1.34

+0.15

Calmar ratioReturn relative to maximum drawdown

5.24

3.56

+1.68

Martin ratioReturn relative to average drawdown

21.81

12.64

+9.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDRH vs. IWM - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 2.48, which is comparable to the IWM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of LDRH and IWM, 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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Sharpe Ratios by Period

LDRHIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

2.05

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.27

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.48

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.37

+1.32

Drawdowns

LDRH vs. IWM - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for LDRH and IWM.

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Drawdown Indicators

LDRHIWMDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-59.05%

+55.88%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-11.03%

+9.80%

Max Drawdown (3Y)

Largest decline over 3 years

—

-27.50%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-31.91%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.13%

—

Current Drawdown

Current decline from peak

-0.20%

-1.49%

+1.29%

Average Drawdown

Average peak-to-trough decline

-0.24%

-10.77%

+10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

3.10%

-2.80%

Volatility

LDRH vs. IWM - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) is 0.69%, while iShares Russell 2000 ETF (IWM) has a volatility of 5.75%. This indicates that LDRH experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LDRHIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

5.75%

-5.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

13.53%

-11.56%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

19.20%

-16.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

22.52%

-19.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

23.04%

-19.52%

LDRH vs. IWM - Expense Ratio Comparison

LDRH has a 0.35% expense ratio, which is higher than IWM's 0.19% expense ratio.

Dividends

LDRH vs. IWM - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 7.00%, more than IWM's 0.88% yield.

PositionTTM20252024202320222021202020192018201720162015
IWM
iShares Russell 2000 ETF		0.88%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF		7.00%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 IWM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has higher volatility (5.75%) compared to LDRH (0.69%). In terms of maximum drawdown, LDRH dropped -3.17% vs IWM's -59.05%.

On 1-year performance, IWM leads with 39.10% vs 6.43% for LDRH. On fees, IWM is cheaper at 0.19% per year. On volatility, LDRH has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IWM has performed better with a 39.10% return vs 6.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWM is cheaper with a 0.19% expense ratio, compared with 0.35% for LDRH.

LDRH has the higher dividend yield at 7.00%, compared with 0.88% for IWM.

LDRH is categorized as High Yield Bonds, while IWM is Small Cap Blend Equities. LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while IWM tracks Russell 2000 Index. Their fees differ too: 0.35% for LDRH and 0.19% for IWM.

LDRH currently has the higher Sharpe Ratio (2.48 vs 2.05), 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.

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