BLST vs. DDV

Last updated Jun 24, 2026

BLST (Bluemonte Short Term Bond ETF) and DDV (Defined Duration 5 ETF) are both exchange-traded funds - BLST is a Short-Term Bond fund managed by Bluemonte, while DDV is a Intermediate Core Bond fund actively managed by Discipline Funds. A 0.65 correlation means they provide meaningful diversification when combined. BLST charges 0.23%/yr vs 0.25%/yr for DDV.

Performance

BLST vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bluemonte Short Term Bond ETF (BLST) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BLST achieves a 0.35% return, which is significantly lower than DDV's 2.12% return.

BLST

• 1D: 0.08%
• 1M: 0.35%
• YTD: 0.35%
• 6M: 0.52%
• 1Y: 3.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DDV

• 1D: -0.30%
• 1M: 0.20%
• YTD: 2.12%
• 6M: 2.22%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BLST vs. DDV - Yearly Performance Comparison

	2026 (YTD)	2025
BLST Bluemonte Short Term Bond ETF	0.35%	0.49%
DDV Defined Duration 5 ETF	2.12%	0.47%

Correlation

The correlation between BLST and DDV is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025	0.65

Return for Risk

BLST vs. DDV — Risk / Return Rank

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

BLST

BLST Risk / Return Rank: 44
BLST Sharpe Ratio Rank: 45
BLST Sortino Ratio Rank: 49
BLST Omega Ratio Rank: 43
BLST Calmar Ratio Rank: 42
BLST Martin Ratio Rank: 41

DDV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BLST vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bluemonte Short Term Bond ETF (BLST) and Defined Duration 5 ETF (DDV). 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.

	BLST	DDV	Difference
Sharpe ratio: Return per unit of total volatility	1.45	—	—
Sortino ratio: Return per unit of downside risk	2.19	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	1.92	—	—
Martin ratio: Return relative to average drawdown	5.89	—	—

Drawdowns

BLST vs. DDV - Drawdown Comparison

The maximum BLST drawdown since its inception was -1.69%, smaller than the maximum DDV drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for BLST and DDV.

Drawdown Indicators

	BLST	DDV	Difference
Max Drawdown Largest peak-to-trough decline	-1.69%	-1.92%	+0.23%
Max Drawdown (1Y) Largest decline over 1 year	-1.69%	—	—
Current Drawdown Current decline from peak	-0.82%	-0.32%	-0.50%
Average Drawdown Average peak-to-trough decline	-0.37%	-0.35%	-0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.55%	—	—

Volatility

Volatility by Period

	BLST	DDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.69%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.25%	2.69%	-0.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.25%	2.69%	-0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.25%	2.69%	-0.44%

BLST vs. DDV - Expense Ratio Comparison

BLST has a 0.23% expense ratio, which is lower than DDV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BLST vs. DDV - Dividend Comparison

BLST's dividend yield for the trailing twelve months is around 3.38%, more than DDV's 1.21% yield.

Position	TTM	2025
BLST Bluemonte Short Term Bond ETF	3.38%	2.11%
DDV Defined Duration 5 ETF	1.21%	0.42%

Frequently Asked Questions

Can I hold both BLST and DDV in my portfolio?

BLST and DDV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BLST or DDV?

On fees, BLST is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BLST or DDV?

BLST is cheaper with a 0.23% expense ratio, compared with 0.25% for DDV.

Which ETF pays a higher dividend yield, BLST or DDV?

BLST has the higher dividend yield at 3.38%, compared with 1.21% for DDV.

What is the main difference between BLST and DDV?

BLST is categorized as Short-Term Bond, while DDV is Intermediate Core Bond. They also come from different issuers: Bluemonte and Discipline Funds. Their fees differ too: 0.23% for BLST and 0.25% for DDV.