BGRN vs. LSST
BGRN (iShares USD Green Bond ETF) and LSST (Natixis Loomis Sayles Short Duration Income ETF) are both exchange-traded funds - BGRN is a Global Bonds fund tracking the Bloomberg MSCI USD Green Bond Select Index, while LSST is a Short-Term Bond fund actively managed by Groupe BPCE. BGRN is passively managed, while LSST is actively managed. A 0.58 correlation means they provide meaningful diversification when combined. BGRN charges 0.20%/yr vs 0.38%/yr for LSST.
Performance
BGRN vs. LSST - Performance Comparison
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Returns By Period
BGRN
- 1D
- -0.20%
- 1M
- 0.31%
- YTD
- 0.43%
- 6M
- 0.49%
- 1Y
- 5.19%
- 3Y*
- 4.75%
- 5Y*
- 0.54%
- 10Y*
- —
LSST
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BGRN vs. LSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BGRN iShares USD Green Bond ETF | 0.43% | 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% |
Correlation
The correlation between BGRN and LSST is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2018 | 0.58 |
The correlation between BGRN and LSST has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.
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Return for Risk
BGRN vs. LSST — Risk / Return Rank
BGRN
LSST
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | — | — |
| Martin ratioReturn relative to average drawdown | 7.85 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGRN | LSST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | — | — |
Drawdowns
BGRN vs. LSST - Drawdown Comparison
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Drawdown Indicators
| BGRN | LSST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.16% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -2.23% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -4.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.73% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.79% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.66% | — | — |
Volatility
BGRN vs. LSST - Volatility Comparison
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Volatility by Period
| BGRN | LSST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.24% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.97% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.00% | — | — |
BGRN vs. LSST - Expense Ratio Comparison
BGRN has a 0.20% expense ratio, which is lower than LSST's 0.38% expense ratio.
Dividends
BGRN vs. LSST - Dividend Comparison
BGRN's dividend yield for the trailing twelve months is around 4.29%, while LSST has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BGRN iShares USD Green Bond ETF | 4.29% | 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% |
Frequently Asked Questions
BGRN and LSST have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BGRN is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BGRN is cheaper with a 0.20% expense ratio, compared with 0.38% for LSST.
BGRN has the higher dividend yield at 4.29%, compared with 0.00% for LSST.
BGRN is categorized as Global Bonds, while LSST is Short-Term Bond. They also come from different issuers: iShares and Groupe BPCE. Their fees differ too: 0.20% for BGRN and 0.38% for LSST.
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