LDRT vs. VGSH
LDRT (iShares iBonds 1-5 Year Treasury Ladder ETF) and VGSH (Vanguard Short-Term Treasury ETF) are both Government Bonds funds - LDRT tracks the BlackRock iBonds® 1-5 Year Treasury Ladder Index while VGSH tracks the Bloomberg U.S. Treasury 1-3 Year Index. Both are passively managed. Over the past year, LDRT returned 3.68% vs 3.31% for VGSH. A 0.71 correlation means they provide meaningful diversification when combined. LDRT charges 0.07%/yr vs 0.03%/yr for VGSH.
Performance
LDRT vs. VGSH - Performance Comparison
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Returns By Period
In the year-to-date period, LDRT achieves a 0.74% return, which is significantly higher than VGSH's 0.54% return.
LDRT
- 1D
- 0.02%
- 1M
- 0.08%
- YTD
- 0.74%
- 6M
- 0.93%
- 1Y
- 3.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGSH
- 1D
- 0.05%
- 1M
- 0.09%
- YTD
- 0.54%
- 6M
- 0.88%
- 1Y
- 3.31%
- 3Y*
- 4.15%
- 5Y*
- 1.82%
- 10Y*
- 1.74%
LDRT vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 0.74% | 5.55% | 0.44% |
VGSH Vanguard Short-Term Treasury ETF | 0.54% | 5.07% | 0.59% |
Correlation
The correlation between LDRT and VGSH is 0.68, 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 | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.71 |
The correlation between LDRT and VGSH has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.
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Return for Risk
LDRT vs. VGSH — Risk / Return Rank
LDRT
VGSH
LDRT vs. VGSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) and Vanguard Short-Term Treasury ETF (VGSH). 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.
| LDRT | VGSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.55 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | 3.76 | -0.44 |
| Martin ratioReturn relative to average drawdown | 8.83 | 15.00 | -6.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDRT | VGSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.60 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.56 | 1.02 | +0.54 |
Drawdowns
LDRT vs. VGSH - Drawdown Comparison
The maximum LDRT drawdown since its inception was -1.11%, smaller than the maximum VGSH drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for LDRT and VGSH.
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Drawdown Indicators
| LDRT | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.11% | -5.70% | +4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -1.11% | -0.88% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.70% | — |
Current DrawdownCurrent decline from peak | -0.50% | -0.24% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -0.32% | -0.60% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.22% | +0.20% |
Volatility
LDRT vs. VGSH - Volatility Comparison
iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) has a higher volatility of 0.88% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that LDRT's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRT | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.35% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 1.65% | 0.88% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.80% | 1.29% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.79% | 1.97% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.79% | 1.57% | +1.22% |
LDRT vs. VGSH - Expense Ratio Comparison
LDRT has a 0.07% expense ratio, which is higher than VGSH's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LDRT vs. VGSH - Dividend Comparison
LDRT's dividend yield for the trailing twelve months is around 4.08%, more than VGSH's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDRT iShares iBonds 1-5 Year Treasury Ladder ETF | 4.08% | 3.86% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Frequently Asked Questions
LDRT and VGSH have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LDRT has higher volatility (0.88%) compared to VGSH (0.35%). In terms of maximum drawdown, LDRT dropped -1.11% vs VGSH's -5.70%.
On 1-year performance, LDRT leads with 3.68% vs 3.31% for VGSH. On fees, VGSH is cheaper at 0.03% per year. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRT has performed better with a 3.68% return vs 3.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGSH is cheaper with a 0.03% expense ratio, compared with 0.07% for LDRT.
LDRT has the higher dividend yield at 4.08%, compared with 3.87% for VGSH.
LDRT tracks BlackRock iBonds® 1-5 Year Treasury Ladder Index, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for LDRT and 0.03% for VGSH.
VGSH currently has the higher Sharpe Ratio (2.60 vs 1.32), 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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