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BKUI vs. CUSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKUI vs. CUSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Ultra Short Income ETF (BKUI) and CrossingBridge Ultra-Short Duration ETF (CUSD). The values are adjusted to include any dividend payments, if applicable.

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BKUI vs. CUSD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BKUI
BNY Mellon Ultra Short Income ETF
0.74%4.93%5.50%5.75%-0.08%-0.32%
CUSD
CrossingBridge Ultra-Short Duration ETF
2.92%5.02%4.57%6.05%2.03%2.40%

Returns By Period

In the year-to-date period, BKUI achieves a 0.74% return, which is significantly lower than CUSD's 2.92% return.


BKUI

1D
0.01%
1M
0.07%
YTD
0.74%
6M
1.82%
1Y
4.36%
3Y*
5.30%
5Y*
10Y*

CUSD

1D
1.58%
1M
1.88%
YTD
2.92%
6M
3.01%
1Y
6.54%
3Y*
5.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKUI vs. CUSD - Expense Ratio Comparison

BKUI has a 0.12% expense ratio, which is lower than CUSD's 0.81% expense ratio.


Return for Risk

BKUI vs. CUSD — Risk / Return Rank

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

BKUI
BKUI Risk / Return Rank: 9999
Overall Rank
BKUI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BKUI Sortino Ratio Rank: 9999
Sortino Ratio Rank
BKUI Omega Ratio Rank: 9999
Omega Ratio Rank
BKUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
BKUI Martin Ratio Rank: 9999
Martin Ratio Rank

CUSD
CUSD Risk / Return Rank: 3535
Overall Rank
CUSD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CUSD Sortino Ratio Rank: 2828
Sortino Ratio Rank
CUSD Omega Ratio Rank: 3636
Omega Ratio Rank
CUSD Calmar Ratio Rank: 4545
Calmar Ratio Rank
CUSD Martin Ratio Rank: 3838
Martin Ratio Rank
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.

BKUI vs. CUSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Ultra Short Income ETF (BKUI) 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.


BKUICUSDDifference

Sharpe ratio

Return per unit of total volatility

9.52

0.51

+9.01

Sortino ratio

Return per unit of downside risk

20.08

0.86

+19.22

Omega ratio

Gain probability vs. loss probability

4.99

1.15

+3.84

Calmar ratio

Return relative to maximum drawdown

17.21

1.22

+16.00

Martin ratio

Return relative to average drawdown

112.11

3.53

+108.59

BKUI vs. CUSD - Sharpe Ratio Comparison

The current BKUI Sharpe Ratio is 9.52, which is higher than the CUSD Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BKUI and CUSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKUICUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.52

0.51

+9.01

Sharpe Ratio (All Time)

Calculated using the full available price history

6.01

0.79

+5.22

Correlation

The correlation between BKUI and CUSD is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BKUI vs. CUSD - Dividend Comparison

BKUI's dividend yield for the trailing twelve months is around 4.34%, less than CUSD's 13.65% yield.


TTM20252024202320222021
BKUI
BNY Mellon Ultra Short Income ETF
4.34%4.48%5.11%4.29%1.82%0.22%
CUSD
CrossingBridge Ultra-Short Duration ETF
13.65%14.05%7.10%3.62%1.14%0.00%

Drawdowns

BKUI vs. CUSD - Drawdown Comparison

The maximum BKUI drawdown since its inception was -1.72%, smaller than the maximum CUSD drawdown of -5.42%. Use the drawdown chart below to compare losses from any high point for BKUI and CUSD.


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Drawdown Indicators


BKUICUSDDifference

Max Drawdown

Largest peak-to-trough decline

-1.72%

-5.42%

+3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-5.42%

+5.17%

Current Drawdown

Current decline from peak

0.00%

-1.31%

+1.31%

Average Drawdown

Average peak-to-trough decline

-0.28%

-0.40%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

1.87%

-1.83%

Volatility

BKUI vs. CUSD - Volatility Comparison

The current volatility for BNY Mellon Ultra Short Income ETF (BKUI) is 0.19%, while CrossingBridge Ultra-Short Duration ETF (CUSD) has a volatility of 3.92%. This indicates that BKUI 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


BKUICUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

3.92%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

0.28%

9.34%

-9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

0.46%

12.81%

-12.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.59%

6.50%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.59%

6.50%

-5.91%