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Columbia Short Duration Bond ETF (SBND)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS19761L8880
IssuerColumbia
Inception DateSep 21, 2021
RegionNorth America (U.S.)
CategoryShort-Term Bond
Leveraged1x
Index TrackedBloomberg Beta Advantage Short Term Bond (-300%)
Asset ClassBond

Expense Ratio

SBND has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for SBND: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: SBND vs. DFSD, SBND vs. VOO

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.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
5.04%
8.81%
SBND (Columbia Short Duration Bond ETF)
Benchmark (^GSPC)

Returns By Period

Columbia Short Duration Bond ETF had a return of 5.28% year-to-date (YTD) and 10.06% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.28%18.13%
1 month1.51%1.45%
6 months5.04%8.81%
1 year10.06%26.52%
5 years (annualized)N/A13.43%
10 years (annualized)N/A10.88%

Monthly Returns

The table below presents the monthly returns of SBND, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.35%-0.52%0.73%-0.96%1.27%0.65%1.48%1.41%5.28%
20232.07%-1.43%1.64%0.42%-0.47%0.22%0.58%-0.04%-0.70%-0.14%2.61%2.31%7.20%
2022-1.49%-1.07%-1.68%-2.21%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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SBND is 90, placing it in the top 10% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SBND is 9090
SBND (Columbia Short Duration Bond ETF)
The Sharpe Ratio Rank of SBND is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of SBND is 9595Sortino Ratio Rank
The Omega Ratio Rank of SBND is 9595Omega Ratio Rank
The Calmar Ratio Rank of SBND is 6767Calmar Ratio Rank
The Martin Ratio Rank of SBND is 9696Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Columbia Short Duration Bond ETF (SBND) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SBND
Sharpe ratio
The chart of Sharpe ratio for SBND, currently valued at 2.80, compared to the broader market0.002.004.002.80
Sortino ratio
The chart of Sortino ratio for SBND, currently valued at 4.43, compared to the broader market0.005.0010.004.43
Omega ratio
The chart of Omega ratio for SBND, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.57
Calmar ratio
The chart of Calmar ratio for SBND, currently valued at 1.53, compared to the broader market0.005.0010.0015.001.53
Martin ratio
The chart of Martin ratio for SBND, currently valued at 22.23, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market0.005.0010.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.08

Sharpe Ratio

The current Columbia Short Duration Bond ETF Sharpe ratio is 2.80. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Columbia Short Duration Bond ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.80
2.10
SBND (Columbia Short Duration Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Columbia Short Duration Bond ETF granted a 4.33% dividend yield in the last twelve months. The annual payout for that period amounted to $0.81 per share.


PeriodTTM202320222021
Dividend$0.81$0.72$0.50$0.08

Dividend yield

4.33%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
2024$0.00$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.56
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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.58%
SBND (Columbia Short Duration Bond ETF)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.78%Sep 23, 2021272Oct 20, 2022407Jun 5, 2024679
-0.54%Jun 7, 20242Jun 10, 20242Jun 12, 20244
-0.43%Jul 15, 20245Jul 19, 20248Jul 31, 202413
-0.4%Aug 5, 20243Aug 7, 20244Aug 13, 20247
-0.31%Jun 20, 20248Jul 1, 20243Jul 5, 202411

Volatility

Volatility Chart

The current Columbia Short Duration Bond ETF volatility is 0.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
0.83%
4.08%
SBND (Columbia Short Duration Bond ETF)
Benchmark (^GSPC)