LDRH vs. STIP
LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) and STIP (iShares 0-5 Year TIPS Bond 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 STIP is a Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Both are passively managed. Over the past year, LDRH returned 6.43% vs 4.68% for STIP. At a 0.23 correlation, their price movements are largely independent. LDRH charges 0.35%/yr vs 0.06%/yr for STIP.
Performance
LDRH vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, LDRH achieves a 1.79% return, which is significantly lower than STIP's 2.04% return.
LDRH
- 1D
- -0.20%
- 1M
- 0.18%
- YTD
- 1.79%
- 6M
- 2.28%
- 1Y
- 6.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STIP
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 2.04%
- 6M
- 2.03%
- 1Y
- 4.68%
- 3Y*
- 5.23%
- 5Y*
- 3.37%
- 10Y*
- 3.18%
LDRH vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 1.79% | 7.18% | 0.21% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 6.03% | 0.14% |
Correlation
The correlation between LDRH and STIP is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.23 |
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Return for Risk
LDRH vs. STIP — Risk / Return Rank
LDRH
STIP
LDRH vs. STIP - 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 0-5 Year TIPS Bond ETF (STIP). 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.
| LDRH | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.69 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 5.24 | 6.76 | -1.52 |
| Martin ratioReturn relative to average drawdown | 21.81 | 26.37 | -4.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDRH | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 3.23 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.69 | 1.07 | +0.62 |
Drawdowns
LDRH vs. STIP - Drawdown Comparison
The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum STIP drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for LDRH and STIP.
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Drawdown Indicators
| LDRH | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.17% | -5.50% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -1.23% | -0.69% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.95% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -0.20% | -0.03% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -0.99% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 0.18% | +0.12% |
Volatility
LDRH vs. STIP - Volatility Comparison
iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) has a higher volatility of 0.69% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that LDRH's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRH | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 0.40% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 1.97% | 0.99% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.61% | 1.46% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.52% | 2.75% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 2.45% | +1.07% |
LDRH vs. STIP - Expense Ratio Comparison
LDRH has a 0.35% expense ratio, which is higher than STIP's 0.06% expense ratio.
Dividends
LDRH vs. STIP - Dividend Comparison
LDRH's dividend yield for the trailing twelve months is around 7.00%, more than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.30% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Frequently Asked Questions
LDRH and STIP have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDRH has higher volatility (0.69%) compared to STIP (0.40%). In terms of maximum drawdown, LDRH dropped -3.17% vs STIP's -5.50%.
On 1-year performance, LDRH leads with 6.43% vs 4.68% for STIP. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRH has performed better with a 6.43% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STIP is cheaper with a 0.06% expense ratio, compared with 0.35% for LDRH.
LDRH has the higher dividend yield at 7.00%, compared with 4.30% for STIP.
LDRH is categorized as High Yield Bonds, while STIP is Inflation-Protected Bonds. LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while STIP tracks Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Their fees differ too: 0.35% for LDRH and 0.06% for STIP.
STIP currently has the higher Sharpe Ratio (3.23 vs 2.48), 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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