Summary
LDRH
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 5.22% Volatility 3.96% Sharpe 0.33
Official loaded data — not a live quote.

ISHARES IBONDS 1-5 YEAR HIGH YIELD AND INCOME LADDER ETF

Symbol: LDRH

Exchange: NYSE

Sector: Energy

Category: High Yield Bond

Inception date: 07/11/2024

Latest date: 17/07/2026

Current price: $24.55

Expense ratio: 0.35%

Assets under management
$21.7M
0.02% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.22%

Ann. -7.85% (Sharpe / Sortino numerator)

Volatility

4.67%

Sharpe ratio

-2.458

VaR 95%

-0.46%

CVaR 95%: -0.48%
Max drawdown: -1.69%
Sortino ratio: -5.196
Calmar ratio: -4.64

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.43%

Ann. -3.22% (Sharpe / Sortino numerator)

Volatility

3.36%

Sharpe ratio

-2.036

VaR 95%

-0.41%

CVaR 95%: -0.51%
Max drawdown: -2.39%
Sortino ratio: -2.649
Calmar ratio: -1.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.34%

Ann. 0.56% (Sharpe / Sortino numerator)

Volatility

3.04%

Sharpe ratio

-1.011

VaR 95%

-0.31%

CVaR 95%: -0.45%
Max drawdown: -2.39%
Sortino ratio: -1.440
Calmar ratio: 0.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.22%

Ann. 4.95% (Sharpe / Sortino numerator)

Volatility

3.96%

Sharpe ratio

0.333

VaR 95%

-0.29%

CVaR 95%: -0.57%
Max drawdown: -2.39%
Sortino ratio: 0.425
Calmar ratio: 2.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.53%

Ann. 5.84% (Sharpe / Sortino numerator)

Volatility

3.56%

Sharpe ratio

0.623

VaR 95%

-0.26%

CVaR 95%: -0.50%
Max drawdown: -3.16%
Sortino ratio: 0.800
Calmar ratio: 1.85

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.02%

Best day

0.653%

31/03/2026
Worst day

-0.495%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $24.55 $24.56 $24.55 $24.55 3,500
16/07/2026 $24.55 $24.56 $24.54 $24.55 3,500
15/07/2026 $24.57 $24.57 $24.54 $24.55 4,000
14/07/2026 $24.50 $24.56 $24.50 $24.52 3,600
13/07/2026 $24.52 $24.52 $24.48 $24.50 22,500
10/07/2026 $24.50 $24.55 $24.50 $24.54 3,000
09/07/2026 $24.56 $24.62 $24.56 $24.56 15,600
08/07/2026 $24.53 $24.57 $24.53 $24.54 4,000
07/07/2026 $24.58 $24.65 $24.56 $24.59 7,700
06/07/2026 $24.56 $24.58 $24.55 $24.58 3,800