Columbia Short Duration High Yield ETF (HYSD) Sharpe Ratio: 3.18

HYSD's Sharpe Ratio of 3.18 indicates that for each unit of volatility, it generates 3.18 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

HYSD Sharpe Ratio Rank

Exceptional

HYSD ranks above 87.5% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Suitable as a core holding given strong risk-adjusted returns
Monitor rank changes to detect deteriorating return-to-volatility profile
Exceptional Sharpe ratio supports larger position sizes
Compare with category peers to assess whether strength is investment-specific or category-wide

HYSD Sharpe Ratio Market Positioning

The chart shows HYSD's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.26 or lower
Yellow zone (middle 50%): 1.26 to 2.67
Green zone (top 25%): 2.67 or higher
Top 1%: 7.24+
Median: 2.07 — half of all investments score higher

How it compares to other similar ETFs

The table compares Columbia Short Duration High Yield ETF's Sharpe Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how HYSD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 14, 2026.

Symbol	Name	1Y Sharpe Ratio
IBHE	iShares iBonds 2025 Term High Yield & Income ETF	4.56
BSJQ	Invesco BulletShares 2026 High Yield Corp Bond ETF	4.45
FLRT	Pacific Global Senior Loan ETF	4.38
XHYE	BondBloxx US High Yield Energy Sector ETF	3.55
PHYL	PGIM Active High Yield Bond ETF	3.50
GTOH	Invesco Short Duration High Yield ETF	3.39
PHYD	Putnam ESG High Yield ETF -	3.38
BRHY	iShares High Yield Active ETF	3.38
BSJR	Invesco BulletShares 2027 High Yield Corporate Bond ETF	3.35
LDRH	iShares iBonds 1-5 Year High Yield and Income Ladder ETF	3.31
HYSD	Columbia Short Duration High Yield ETF	3.18

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows HYSD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HYSD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore HYSD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

HYSD Sortino Ratio