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ISIN
US19761L8880
Issuer
Columbia
Inception Date
Sep 21, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Beta Advantage Short Term Bond (-300%)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$235M

Share Price Chart


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Performance

SBND Performance Chart

Columbia Short Duration Bond ETF (SBND) is up 0.8% since the beginning of the year. SBND is currently trading at $19 per share.


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S&P 500 Index

Returns By Period

Columbia Short Duration Bond ETF (SBND) has returned 0.83% so far this year and 4.86% over the past 12 months.


Columbia Short Duration Bond ETF

1D
-0.19%
1M
0.28%
YTD
0.83%
6M
1.11%
1Y
4.86%
3Y*
6.00%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBND Monthly Returns History

Based on dividend-adjusted daily data since Sep 21, 2021, SBND's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +2.6%, while the worst month was Sep 2022 at -2.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SBND closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +1.6%, while the worst single day was Jun 13, 2022 at -1.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%0.65%-1.10%0.75%0.21%-0.07%0.83%
20250.79%1.04%-0.30%0.62%0.48%1.45%0.38%0.93%0.62%0.42%0.40%0.43%7.50%
20240.35%-0.52%0.73%-0.97%1.28%0.65%1.48%1.41%0.91%-1.04%0.79%-0.30%4.83%
20232.07%-1.43%1.64%0.42%-0.47%0.22%0.57%-0.04%-0.70%-0.13%2.61%2.31%7.20%
2022-1.49%-1.07%-1.68%-2.22%0.72%-2.22%2.46%-1.72%-2.56%0.22%2.37%-0.15%-7.24%
2021-0.47%-0.25%-0.41%0.43%-0.70%

Benchmark Metrics

Columbia Short Duration Bond ETF has an annualized alpha of 1.35%, beta of 0.09, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since September 21, 2021.

  • This ETF participated in 22.31% of S&P 500 Index downside but only 16.25% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.09 may look defensive, but with R2 of 0.19 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.19 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.35%
Beta
0.09
0.19
Upside Capture
16.25%
Downside Capture
22.31%

Expense Ratio

SBND has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

SBND ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SBND Risk / Return Rank: 6565
Overall Rank
SBND Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SBND Sortino Ratio Rank: 6969
Sortino Ratio Rank
SBND Omega Ratio Rank: 6969
Omega Ratio Rank
SBND Calmar Ratio Rank: 5959
Calmar Ratio Rank
SBND Martin Ratio Rank: 6666
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Columbia Short Duration Bond ETF (SBND) and compare them to S&P 500 Index.

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.


SBNDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

2.86

2.78

+0.07

Martin ratioReturn relative to average drawdown

11.86

12.44

-0.58

Dividends

Dividend History

Columbia Short Duration Bond ETF provided a 4.54% dividend yield over the last twelve months, with an annual payout of $0.85 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.85$0.88$0.85$0.72$0.50$0.08

Dividend yield

4.54%4.65%4.58%3.90%2.80%0.43%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Short Duration Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.07$0.06$0.07$0.07$0.07$0.35
2025$0.00$0.07$0.07$0.08$0.08$0.07$0.07$0.08$0.07$0.07$0.07$0.14$0.88
2024$0.00$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.15$0.85
2023$0.00$0.05$0.05$0.06$0.05$0.06$0.05$0.06$0.07$0.06$0.07$0.13$0.72
2022$0.00$0.03$0.03$0.04$0.03$0.04$0.04$0.05$0.05$0.05$0.05$0.10$0.50
2021$0.04$0.05$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Columbia Short Duration Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Columbia Short Duration Bond ETF was 10.78%, occurring on Oct 20, 2022. Recovery took 407 trading sessions.

The current Columbia Short Duration Bond ETF drawdown is 0.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-10.78%Oct 2022
1y 27d1y 7mo
2y 8moSep 2021 - Jun 2024
2026 pullback2026
-1.71%Mar 2026
25d2mo 20d
3mo 15dMar 2026 - Jun 2026
2025 selloff2025
-1.64%Apr 2025
15d21d
1mo 6dMar 2025 - Apr 2025
2024 pullback2024
-1.23%Nov 2024
1mo2mo 27d
3mo 27dOct 2024 - Jan 2025
2025 pullback2025
-0.66%Nov 2025
8d28d
1mo 6dOct 2025 - Dec 2025

Drawdown Indicators


SBNDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-10.78%

-56.78%

+46.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.71%

-9.10%

+7.39%

Max Drawdown (3Y)

Largest decline over 3 years

-1.71%

-18.90%

+17.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.29%

-1.80%

+1.51%

Average Drawdown

Average peak-to-trough decline

-2.84%

-10.71%

+7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

2.03%

-1.62%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SBND

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