PortfoliosLab logoPortfoliosLab logo
LDRH vs. SCYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDRH vs. SCYB - 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 Schwab High Yield Bond ETF (SCYB). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LDRH vs. SCYB - Yearly Performance Comparison


2026 (YTD)20252024
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
0.51%7.18%0.21%
SCYB
Schwab High Yield Bond ETF
-0.47%8.33%-0.40%

Returns By Period

In the year-to-date period, LDRH achieves a 0.51% return, which is significantly higher than SCYB's -0.47% return.


LDRH

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

SCYB

1D
0.89%
1M
-1.23%
YTD
-0.47%
6M
0.62%
1Y
6.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LDRH vs. SCYB - Expense Ratio Comparison

LDRH has a 0.35% expense ratio, which is higher than SCYB's 0.03% expense ratio.


Return for Risk

LDRH vs. SCYB — 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

SCYB
SCYB Risk / Return Rank: 7474
Overall Rank
SCYB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCYB Sortino Ratio Rank: 7272
Sortino Ratio Rank
SCYB Omega Ratio Rank: 7777
Omega Ratio Rank
SCYB Calmar Ratio Rank: 6767
Calmar Ratio Rank
SCYB Martin Ratio Rank: 8181
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. SCYB - 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 Schwab High Yield Bond ETF (SCYB). 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.


LDRHSCYBDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.19

+0.51

Sortino ratio

Return per unit of downside risk

2.61

1.75

+0.86

Omega ratio

Gain probability vs. loss probability

1.40

1.28

+0.12

Calmar ratio

Return relative to maximum drawdown

2.32

1.60

+0.72

Martin ratio

Return relative to average drawdown

14.23

8.44

+5.79

LDRH vs. SCYB - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 1.70, which is higher than the SCYB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of LDRH and SCYB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LDRHSCYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.19

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

1.62

-0.03

Correlation

The correlation between LDRH and SCYB is 0.85, 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. SCYB - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 6.99%, which matches SCYB's 7.01% yield.


TTM202520242023
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
6.99%6.41%1.13%0.00%
SCYB
Schwab High Yield Bond ETF
7.01%6.99%7.06%3.36%

Drawdowns

LDRH vs. SCYB - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum SCYB drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for LDRH and SCYB.


Loading graphics...

Drawdown Indicators


LDRHSCYBDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-4.92%

+1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-4.22%

+1.40%

Current Drawdown

Current decline from peak

-0.46%

-1.50%

+1.04%

Average Drawdown

Average peak-to-trough decline

-0.25%

-0.53%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.80%

-0.34%

Volatility

LDRH vs. SCYB - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) is 1.41%, while Schwab High Yield Bond ETF (SCYB) has a volatility of 2.25%. This indicates that LDRH experiences smaller price fluctuations and is considered to be less risky than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LDRHSCYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.25%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

2.91%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

5.67%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.62%

5.20%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.62%

5.20%

-1.58%