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LDRH vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRH vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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 higher than TLT's -0.27% return.


LDRH

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

TLT

1D
-0.40%
1M
0.81%
YTD
-0.27%
6M
-2.02%
1Y
4.93%
3Y*
-1.80%
5Y*
-6.31%
10Y*
-1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRH vs. TLT - Yearly Performance Comparison


Correlation

The correlation between LDRH and TLT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.40

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Return for Risk

LDRH vs. TLT — 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

TLT
TLT Risk / Return Rank: 1616
Overall Rank
TLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLT Omega Ratio Rank: 1515
Omega Ratio Rank
TLT Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLT Martin Ratio Rank: 1616
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. TLT - 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 20+ Year Treasury Bond ETF (TLT). 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.


LDRHTLTDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+3.19

Omega ratioGain probability vs. loss probability

1.49

1.09

+0.40

Calmar ratioReturn relative to maximum drawdown

5.24

0.65

+4.59

Martin ratioReturn relative to average drawdown

21.81

1.63

+20.19

LDRH vs. TLT - Sharpe Ratio Comparison

The current LDRH Sharpe Ratio is 2.48, which is higher than the TLT Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of LDRH and TLT, 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


LDRHTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

0.51

+1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.26

+1.43

Drawdowns

LDRH vs. TLT - Drawdown Comparison

The maximum LDRH drawdown since its inception was -3.17%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for LDRH and TLT.


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Drawdown Indicators


LDRHTLTDifference

Max Drawdown

Largest peak-to-trough decline

-3.17%

-48.35%

+45.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-7.58%

+6.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-43.70%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-0.20%

-40.44%

+40.24%

Average Drawdown

Average peak-to-trough decline

-0.24%

-13.82%

+13.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

3.04%

-2.74%

Volatility

LDRH vs. TLT - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH) is 0.69%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 2.76%. This indicates that LDRH experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRHTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

2.76%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

6.50%

-4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

9.77%

-7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.52%

15.87%

-12.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

14.91%

-11.39%

LDRH vs. TLT - Expense Ratio Comparison

LDRH has a 0.35% expense ratio, which is higher than TLT's 0.15% expense ratio.


Dividends

LDRH vs. TLT - Dividend Comparison

LDRH's dividend yield for the trailing twelve months is around 7.00%, more than TLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TLT
iShares 20+ Year Treasury Bond ETF
4.59%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


LDRH and TLT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLT has higher volatility (2.76%) compared to LDRH (0.69%). In terms of maximum drawdown, LDRH dropped -3.17% vs TLT's -48.35%.

On 1-year performance, LDRH leads with 6.43% vs 4.93% for TLT. On fees, TLT is cheaper at 0.15% 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, LDRH has performed better with a 6.43% return vs 4.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TLT is cheaper with a 0.15% expense ratio, compared with 0.35% for LDRH.

LDRH has the higher dividend yield at 7.00%, compared with 4.59% for TLT.

LDRH is categorized as High Yield Bonds, while TLT is Government Bonds. LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. Their fees differ too: 0.35% for LDRH and 0.15% for TLT.

LDRH currently has the higher Sharpe Ratio (2.48 vs 0.51), 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.

Portfolio Optimizer

Find the right allocation for LDRH and TLT

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