PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Columbia Short Duration Bond ETF (SBND)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US19761L8880

Issuer

Columbia

Inception Date

Sep 21, 2021

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg Beta Advantage Short Term Bond (-300%)

Asset Class

Bond

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


Loading data...

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
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%JulyAugustSeptemberOctoberNovemberDecember
2.79%
7.29%
SBND (Columbia Short Duration Bond ETF)
Benchmark (^GSPC)

Returns By Period

Columbia Short Duration Bond ETF had a return of 4.40% year-to-date (YTD) and 5.02% in the last 12 months.


SBND

YTD

4.40%

1M

-0.04%

6M

2.74%

1Y

5.02%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.00%

1M

-0.84%

6M

7.20%

1Y

24.88%

5Y*

12.77%

10Y*

10.96%

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%0.91%-1.04%0.79%4.40%
20232.07%-1.43%1.64%0.42%-0.47%0.22%0.58%-0.04%-0.70%-0.14%2.61%2.31%7.21%
2022-1.49%-1.07%-1.68%-2.21%0.72%-2.22%2.46%-1.72%-2.56%0.23%2.37%-0.15%-7.23%
2021-0.45%-0.25%-0.41%0.44%-0.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SBND is 70, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SBND is 7070
Overall Rank
The Sharpe Ratio Rank of SBND is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of SBND is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SBND is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SBND is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SBND is 7272
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for SBND, currently valued at 1.56, compared to the broader market0.002.004.001.561.83
The chart of Sortino ratio for SBND, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.002.252.46
The chart of Omega ratio for SBND, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.34
The chart of Calmar ratio for SBND, currently valued at 2.65, compared to the broader market0.005.0010.0015.002.652.72
The chart of Martin ratio for SBND, currently valued at 9.64, compared to the broader market0.0020.0040.0060.0080.00100.009.6411.89
SBND
^GSPC

The current Columbia Short Duration Bond ETF Sharpe ratio is 1.56. 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.56
1.90
SBND (Columbia Short Duration Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Columbia Short Duration Bond ETF provided a 4.53% dividend yield over the last twelve months, with an annual payout of $0.84 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.84$0.72$0.50$0.09

Dividend yield

4.53%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$0.07$0.07$0.07$0.77
2023$0.00$0.06$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$0.05$0.03$0.04$0.04$0.05$0.05$0.05$0.05$0.10$0.50
2021$0.04$0.05$0.09

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%JulyAugustSeptemberOctoberNovemberDecember
-1.08%
-3.58%
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 10.77%, occurring on Oct 20, 2022. Recovery took 407 trading sessions.

The current Columbia Short Duration Bond ETF drawdown is 1.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.77%Sep 23, 2021272Oct 20, 2022407Jun 5, 2024679
-1.23%Oct 2, 202423Nov 1, 2024
-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

Volatility

Volatility Chart

The current Columbia Short Duration Bond ETF volatility is 0.91%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.91%
3.64%
SBND (Columbia Short Duration Bond ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab