BGRN vs. LSST

Last updated Apr 1, 2026

Compare and contrast key facts about iShares USD Green Bond ETF (BGRN) and Natixis Loomis Sayles Short Duration Income ETF (LSST).

BGRN and LSST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BGRN is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI USD Green Bond Select Index. It was launched on Nov 13, 2018. LSST is an actively managed fund by Groupe BPCE. It was launched on Dec 27, 2017.

Performance

BGRN vs. LSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Green Bond ETF (BGRN) and Natixis Loomis Sayles Short Duration Income ETF (LSST). The values are adjusted to include any dividend payments, if applicable.

BGRN vs. LSST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BGRN iShares USD Green Bond ETF	-0.27%	7.27%	2.77%	6.50%	-13.06%	-2.80%	6.86%	9.70%	1.14%
LSST Natixis Loomis Sayles Short Duration Income ETF	0.00%	0.00%	4.76%	5.52%	-3.37%	-0.28%	5.54%	5.55%	0.17%

Returns By Period

BGRN

• 1D: 0.51%
• 1M: -1.53%
• YTD: -0.27%
• 6M: 0.73%
• 1Y: 4.57%
• 3Y*: 4.37%
• 5Y*: 0.31%
• 10Y*: —

LSST

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGRN vs. LSST - Expense Ratio Comparison

BGRN has a 0.20% expense ratio, which is lower than LSST's 0.38% expense ratio.

LSST

Natixis Loomis Sayles Short Duration Income ETF

BGRN

iShares USD Green Bond ETF

Return for Risk

BGRN vs. LSST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGRN

BGRN Risk / Return Rank: 74
BGRN Sharpe Ratio Rank: 74
BGRN Sortino Ratio Rank: 75
BGRN Omega Ratio Rank: 67
BGRN Calmar Ratio Rank: 80
BGRN Martin Ratio Rank: 75

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.

BGRN vs. LSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Green Bond ETF (BGRN) and Natixis Loomis Sayles Short Duration Income ETF (LSST). 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.

	BGRN	LSST	Difference
Sharpe ratio Return per unit of total volatility	1.30	—	—
Sortino ratio Return per unit of downside risk	1.86	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	2.20	—	—
Martin ratio Return relative to average drawdown	7.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGRN	LSST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	—	—

Correlation

The correlation between BGRN and LSST is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BGRN vs. LSST - Dividend Comparison

BGRN's dividend yield for the trailing twelve months is around 4.26%, while LSST has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BGRN iShares USD Green Bond ETF	4.26%	4.21%	4.07%	3.52%	2.66%	0.78%	1.82%	3.66%	0.21%
LSST Natixis Loomis Sayles Short Duration Income ETF	0.00%	0.00%	3.44%	3.85%	1.93%	2.73%	3.96%	2.70%	2.59%

Drawdowns

Drawdown Indicators

	BGRN	LSST	Difference
Max Drawdown Largest peak-to-trough decline	-19.16%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-2.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.73%	—	—
Current Drawdown Current decline from peak	-1.53%	—	—
Average Drawdown Average peak-to-trough decline	-5.91%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.64%	—	—

Volatility

Volatility by Period

	BGRN	LSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.55%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.46%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.03%	—	—