BAMU vs. CUSD
BAMU (Brookstone Ultra-Short Bond ETF) and CUSD (CrossingBridge Ultra-Short Duration ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, BAMU returned 2.89% vs 1.57% for CUSD. At a correlation of -0.01, they often move in opposite directions. BAMU charges 1.09%/yr vs 0.81%/yr for CUSD.
Performance
BAMU vs. CUSD - Performance Comparison
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Returns By Period
In the year-to-date period, BAMU achieves a 1.20% return, which is significantly higher than CUSD's 0.18% return.
BAMU
- 1D
- 0.02%
- 1M
- 0.18%
- YTD
- 1.20%
- 6M
- 1.27%
- 1Y
- 2.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CUSD
- 1D
- -4.57%
- 1M
- -1.61%
- YTD
- 0.18%
- 6M
- -3.94%
- 1Y
- 1.57%
- 3Y*
- 4.16%
- 5Y*
- —
- 10Y*
- —
BAMU vs. CUSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BAMU Brookstone Ultra-Short Bond ETF | 1.20% | 3.21% | 4.14% | 1.20% |
CUSD CrossingBridge Ultra-Short Duration ETF | 0.18% | 5.02% | 4.57% | 0.97% |
Correlation
The correlation between BAMU and CUSD is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023 | -0.01 |
The correlation between BAMU and CUSD shifts across timeframes, from -0.12 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BAMU vs. CUSD — Risk / Return Rank
BAMU
CUSD
BAMU vs. CUSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookstone Ultra-Short Bond ETF (BAMU) and CrossingBridge Ultra-Short Duration ETF (CUSD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BAMU | CUSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.87 | ||
| Sortino ratioReturn per unit of downside risk | +8.51 | ||
| Omega ratioGain probability vs. loss probability | 2.42 | 1.04 | +1.38 |
| Calmar ratioReturn relative to maximum drawdown | 24.55 | 0.29 | +24.26 |
| Martin ratioReturn relative to average drawdown | 97.21 | 0.73 | +96.48 |
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Drawdowns
BAMU vs. CUSD - Drawdown Comparison
The maximum BAMU drawdown since its inception was -0.36%, smaller than the maximum CUSD drawdown of -5.42%. Use the drawdown chart below to compare losses from any high point for BAMU and CUSD.
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Drawdown Indicators
| BAMU | CUSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.36% | -5.42% | +5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -0.12% | -5.42% | +5.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.42% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.57% | +4.57% |
Average DrawdownAverage peak-to-trough decline | -0.02% | -0.49% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 2.16% | -2.13% |
Volatility
BAMU vs. CUSD - Volatility Comparison
The current volatility for Brookstone Ultra-Short Bond ETF (BAMU) is 0.08%, while CrossingBridge Ultra-Short Duration ETF (CUSD) has a volatility of 7.81%. This indicates that BAMU experiences smaller price fluctuations and is considered to be less risky than CUSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMU | CUSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 7.81% | -7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 0.39% | 12.85% | -12.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.58% | 15.34% | -14.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.86% | 7.68% | -6.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.86% | 7.68% | -6.82% |
BAMU vs. CUSD - Expense Ratio Comparison
BAMU has a 1.09% expense ratio, which is higher than CUSD's 0.81% expense ratio.
Dividends
BAMU vs. CUSD - Dividend Comparison
BAMU's dividend yield for the trailing twelve months is around 3.05%, less than CUSD's 14.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BAMU Brookstone Ultra-Short Bond ETF | 3.05% | 3.20% | 3.97% | 0.84% | 0.00% |
CUSD CrossingBridge Ultra-Short Duration ETF | 14.03% | 14.05% | 7.10% | 3.62% | 1.14% |
Frequently Asked Questions
BAMU and CUSD have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CUSD has higher volatility (7.81%) compared to BAMU (0.08%). In terms of maximum drawdown, BAMU dropped -0.36% vs CUSD's -5.42%.
On 1-year performance, BAMU leads with 2.89% vs 1.57% for CUSD. On fees, CUSD is cheaper at 0.81% per year. On volatility, BAMU has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BAMU has performed better with a 2.89% return vs 1.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CUSD is cheaper with a 0.81% expense ratio, compared with 1.09% for BAMU.
CUSD has the higher dividend yield at 14.03%, compared with 3.05% for BAMU.
They also come from different issuers: Brookstone and CrossingBridge. Their fees differ too: 1.09% for BAMU and 0.81% for CUSD.
BAMU currently has the higher Sharpe Ratio (4.98 vs 0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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