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LDRT vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRT vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRT achieves a 0.73% return, which is significantly lower than WTIU's 104.80% return.


LDRT

1D
-0.16%
1M
-0.32%
6M
0.65%
YTD
0.73%
1Y
2.63%
3Y*
5Y*
10Y*
ALL TIME*
3.89%

WTIU

1D
3.15%
1M
45.95%
6M
51.31%
YTD
104.80%
1Y
114.64%
3Y*
0.02%
5Y*
10Y*
ALL TIME*
-4.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.94M$4.70M$2.36M
$1.32M$870.89K$849.27K

LDRT vs. WTIU - Yearly Performance Comparison


2026 (YTD)20252024
LDRT
iShares iBonds 1-5 Year Treasury Ladder ETF
0.73%5.55%0.44%
WTIU
MicroSectors Energy 3X Leveraged ETN
104.80%-17.13%-23.66%

Correlation

The correlation between LDRT and WTIU is -0.32, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.32

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

-0.25

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Return for Risk

LDRT vs. WTIU — Risk / Return Rank

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

LDRT
LDRT Risk / Return Rank: 5656
Overall Rank
LDRT Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LDRT Sortino Ratio Rank: 4545
Sortino Ratio Rank
LDRT Omega Ratio Rank: 4949
Omega Ratio Rank
LDRT Calmar Ratio Rank: 8181
Calmar Ratio Rank
LDRT Martin Ratio Rank: 6161
Martin Ratio Rank

WTIU
WTIU Risk / Return Rank: 5555
Overall Rank
WTIU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 5656
Sortino Ratio Rank
WTIU Omega Ratio Rank: 5454
Omega Ratio Rank
WTIU Calmar Ratio Rank: 6060
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4444
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.

LDRT vs. WTIU - 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 MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


LDRTWTIUDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

2.96

2.09

+0.86

Martin ratioReturn relative to average drawdown

7.38

4.79

+2.60

LDRT vs. WTIU - Sharpe Ratio Comparison

The current LDRT Sharpe Ratio is 1.14, which is comparable to the WTIU Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of LDRT and WTIU, 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

LDRT vs. WTIU - Drawdown Comparison

The maximum LDRT drawdown since its inception was -1.11%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for LDRT and WTIU.


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Drawdown Indicators


LDRTWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-1.11%

-75.73%

+74.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.11%

-48.11%

+47.00%

Max Drawdown (3Y)

Largest decline over 3 years

-75.73%

Current Drawdown

Current decline from peak

-0.56%

-27.41%

+26.85%

Average Drawdown

Average peak-to-trough decline

-0.33%

-39.21%

+38.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

21.07%

-20.63%

Volatility

LDRT vs. WTIU - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year Treasury Ladder ETF (LDRT) is 0.97%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 21.18%. This indicates that LDRT experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRTWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

21.18%

-20.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.82%

57.82%

-56.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

69.90%

-67.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

70.86%

-68.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.79%

70.86%

-68.07%

LDRT vs. WTIU - Expense Ratio Comparison

LDRT has a 0.07% expense ratio, which is lower than WTIU's 0.95% expense ratio.


Dividends

LDRT vs. WTIU - Dividend Comparison

LDRT's dividend yield for the trailing twelve months is around 4.07%, while WTIU has not paid dividends to shareholders.


PositionTTM20252024
LDRT
iShares iBonds 1-5 Year Treasury Ladder ETF
4.07%3.86%0.69%
WTIU
MicroSectors Energy 3X Leveraged ETN
0.00%0.00%0.00%

Frequently Asked Questions


LDRT and WTIU have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTIU has higher volatility (21.18%) compared to LDRT (0.97%). In terms of maximum drawdown, LDRT dropped -1.11% vs WTIU's -75.73%.

On 1-year performance, WTIU leads with 114.64% vs 2.63% for LDRT. On fees, LDRT is cheaper at 0.07% per year. On volatility, LDRT has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WTIU has performed better with a 114.64% return vs 2.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDRT is cheaper with a 0.07% expense ratio, compared with 0.95% for WTIU.

LDRT has the higher dividend yield at 4.07%, compared with 0.00% for WTIU.

LDRT is categorized as Government Bonds, while WTIU is Leveraged Equities. LDRT tracks BlackRock iBonds® 1-5 Year Treasury Ladder Index, while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: iShares and REX. Their fees differ too: 0.07% for LDRT and 0.95% for WTIU.

WTIU currently has the higher Sharpe Ratio (1.44 vs 1.14), 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

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