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LDRH vs. SEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRH vs. SEIX - 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 Virtus Seix Senior Loan ETF (SEIX). 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 2.26% return, which is significantly lower than SEIX's 3.10% return.


LDRH

1D
0.17%
1M
0.04%
6M
1.81%
YTD
2.26%
1Y
5.42%
3Y*
5Y*
10Y*
ALL TIME*
5.56%

SEIX

1D
0.15%
1M
0.83%
6M
3.15%
YTD
3.10%
1Y
5.59%
3Y*
7.18%
5Y*
5.79%
10Y*
ALL TIME*
5.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$107.73K$143.61K$311.26K
$1.85M$1.52M$1.74M

LDRH vs. SEIX - Yearly Performance Comparison


2026 (YTD)20252024
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
2.26%7.18%0.21%
SEIX
Virtus Seix Senior Loan ETF
3.10%5.10%1.48%

Correlation

The correlation between LDRH and SEIX is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

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

0.33

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Return for Risk

LDRH vs. SEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LDRH
LDRH Risk / Return Rank: 9090
Overall Rank
LDRH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 9191
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8787
Omega Ratio Rank
LDRH Calmar Ratio Rank: 9292
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9393
Martin Ratio Rank

SEIX
SEIX Risk / Return Rank: 9696
Overall Rank
SEIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SEIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEIX Omega Ratio Rank: 9797
Omega Ratio Rank
SEIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
SEIX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LDRH vs. SEIX - 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 Virtus Seix Senior Loan ETF (SEIX). 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.


LDRHSEIXDifference
Sharpe ratioReturn per unit of total volatility

-1.36

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.40

1.76

-0.36

Calmar ratioReturn relative to maximum drawdown

4.42

4.97

-0.54

Martin ratioReturn relative to average drawdown

17.63

19.73

-2.10

LDRH vs. SEIX - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 2.09, which is lower than the SEIX Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of LDRH and SEIX, 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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Drawdowns

LDRH vs. SEIX - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum SEIX drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for LDRH and SEIX.


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Drawdown Indicators


LDRHSEIXDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-17.51%

+14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-1.13%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-6.69%

Current Drawdown

Current decline from peak

-0.08%

-0.04%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.85%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.28%

+0.03%

Volatility

LDRH vs. SEIX - Volatility Comparison

iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) has a higher volatility of 0.53% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.44%. This indicates that LDRH's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRHSEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

0.44%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

1.32%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

1.63%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.39%

2.92%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

4.29%

-0.90%

LDRH vs. SEIX - Expense Ratio Comparison

LDRH has a 0.35% expense ratio, which is lower than SEIX's 0.57% expense ratio.


Dividends

LDRH vs. SEIX - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 6.95%, less than SEIX's 7.15% yield.


PositionTTM2025202420232022202120202019
LDRH
iShares iBonds 1-5 Year High Yield and Income Ladder ETF
6.95%6.41%1.13%0.00%0.00%0.00%0.00%0.00%
SEIX
Virtus Seix Senior Loan ETF
7.15%7.52%8.09%8.74%5.76%4.16%3.75%3.82%

Frequently Asked Questions


LDRH and SEIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDRH has higher volatility (0.53%) compared to SEIX (0.44%). In terms of maximum drawdown, LDRH dropped -3.17% vs SEIX's -17.51%.

On 1-year performance, SEIX leads with 5.59% vs 5.42% for LDRH. On fees, LDRH is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SEIX has performed better with a 5.59% return vs 5.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDRH is cheaper with a 0.35% expense ratio, compared with 0.57% for SEIX.

SEIX has the higher dividend yield at 7.15%, compared with 6.95% for LDRH.

LDRH is categorized as High Yield Bonds, while SEIX is Bank Loan. They also come from different issuers: iShares and Virtus. Their fees differ too: 0.35% for LDRH and 0.57% for SEIX.

SEIX currently has the higher Sharpe Ratio (3.45 vs 2.09), 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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