PortfoliosLab logoPortfoliosLab logo
Columbia Short Duration Bond ETF (SBND)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Columbia Short Duration Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading graphics...

S&P 500 Index

Returns By Period

Columbia Short Duration Bond ETF (SBND) has returned -0.06% so far this year and 5.81% over the past 12 months.


Columbia Short Duration Bond ETF

1D
0.45%
1M
-1.10%
YTD
-0.06%
6M
1.20%
1Y
5.81%
3Y*
5.69%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 21, 2021, SBND's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, your investment would double in approximately 28.9 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 52% 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%-0.06%
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%
2021-0.45%-0.25%-0.41%0.43%-0.68%

Benchmark Metrics

Columbia Short Duration Bond ETF has an annualized alpha of 1.51%, beta of 0.09, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since September 22, 2021.

  • This ETF participated in 22.68% of S&P 500 Index downside but only 17.85% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.09 may look defensive, but with R² of 0.18 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 0.18 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
1.51%
Beta
0.09
0.18
Upside Capture
17.85%
Downside Capture
22.68%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SBND ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SBND Risk / Return Rank: 9393
Overall Rank
SBND Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SBND Sortino Ratio Rank: 9494
Sortino Ratio Rank
SBND Omega Ratio Rank: 9393
Omega Ratio Rank
SBND Calmar Ratio Rank: 9292
Calmar Ratio Rank
SBND Martin Ratio Rank: 9393
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 a chosen benchmark (S&P 500 Index).


SBNDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.06

0.90

+1.17

Sortino ratio

Return per unit of downside risk

3.02

1.39

+1.64

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

3.41

1.40

+2.01

Martin ratio

Return relative to average drawdown

13.86

6.61

+7.25

Explore SBND risk-adjusted metrics in detail

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

Dividends

Dividend History

Columbia Short Duration Bond ETF provided a 4.62% dividend yield over the last twelve months, with an annual payout of $0.87 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$0.87$0.88$0.85$0.72$0.50$0.08

Dividend yield

4.62%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$0.13
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.


Loading graphics...

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 1.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.78%Sep 23, 2021272Oct 20, 2022407Jun 5, 2024679
-1.71%Mar 2, 202620Mar 27, 2026
-1.64%Mar 24, 202512Apr 8, 202514Apr 29, 202526
-1.23%Oct 2, 202423Nov 1, 202456Jan 27, 202579
-0.66%Oct 28, 20257Nov 5, 202519Dec 3, 202526

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...