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CRED vs. SBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRED vs. SBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Real Estate ETF (CRED) and Columbia Short Duration Bond ETF (SBND). The values are adjusted to include any dividend payments, if applicable.

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CRED vs. SBND - Yearly Performance Comparison


2026 (YTD)202520242023
CRED
Columbia Research Enhanced Real Estate ETF
3.12%-2.30%5.21%13.18%
SBND
Columbia Short Duration Bond ETF
-0.06%7.50%4.83%4.46%

Returns By Period

In the year-to-date period, CRED achieves a 3.12% return, which is significantly higher than SBND's -0.06% return.


CRED

1D
1.49%
1M
-6.02%
YTD
3.12%
6M
-0.85%
1Y
0.04%
3Y*
5Y*
10Y*

SBND

1D
0.45%
1M
-1.10%
YTD
-0.06%
6M
1.20%
1Y
5.81%
3Y*
5.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRED vs. SBND - Expense Ratio Comparison

CRED has a 0.33% expense ratio, which is higher than SBND's 0.25% expense ratio.


Return for Risk

CRED vs. SBND — Risk / Return Rank

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

CRED
CRED Risk / Return Rank: 1212
Overall Rank
CRED Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CRED Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRED Omega Ratio Rank: 1111
Omega Ratio Rank
CRED Calmar Ratio Rank: 1414
Calmar Ratio Rank
CRED Martin Ratio Rank: 1414
Martin Ratio Rank

SBND
SBND Risk / Return Rank: 9393
Overall Rank
SBND Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SBND Sortino Ratio Rank: 9595
Sortino Ratio Rank
SBND Omega Ratio Rank: 9393
Omega Ratio Rank
SBND Calmar Ratio Rank: 9393
Calmar Ratio Rank
SBND Martin Ratio Rank: 9393
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.

CRED vs. SBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Real Estate ETF (CRED) and Columbia Short Duration Bond ETF (SBND). 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.


CREDSBNDDifference

Sharpe ratio

Return per unit of total volatility

0.00

2.06

-2.06

Sortino ratio

Return per unit of downside risk

0.11

3.02

-2.91

Omega ratio

Gain probability vs. loss probability

1.01

1.43

-0.41

Calmar ratio

Return relative to maximum drawdown

0.10

3.41

-3.30

Martin ratio

Return relative to average drawdown

0.29

13.86

-13.56

CRED vs. SBND - Sharpe Ratio Comparison

The current CRED Sharpe Ratio is 0.00, which is lower than the SBND Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CRED and SBND, 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


CREDSBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

2.06

-2.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.65

-0.26

Correlation

The correlation between CRED and SBND is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRED vs. SBND - Dividend Comparison

CRED's dividend yield for the trailing twelve months is around 4.94%, more than SBND's 4.62% yield.


TTM20252024202320222021
CRED
Columbia Research Enhanced Real Estate ETF
4.94%5.50%4.82%2.72%0.00%0.00%
SBND
Columbia Short Duration Bond ETF
4.62%4.65%4.58%3.90%2.80%0.43%

Drawdowns

CRED vs. SBND - Drawdown Comparison

The maximum CRED drawdown since its inception was -17.59%, which is greater than SBND's maximum drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for CRED and SBND.


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Drawdown Indicators


CREDSBNDDifference

Max Drawdown

Largest peak-to-trough decline

-17.59%

-10.78%

-6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-1.71%

-9.65%

Current Drawdown

Current decline from peak

-7.62%

-1.10%

-6.52%

Average Drawdown

Average peak-to-trough decline

-5.88%

-2.96%

-2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

0.42%

+3.50%

Volatility

CRED vs. SBND - Volatility Comparison

Columbia Research Enhanced Real Estate ETF (CRED) has a higher volatility of 4.29% compared to Columbia Short Duration Bond ETF (SBND) at 1.08%. This indicates that CRED's price experiences larger fluctuations and is considered to be riskier than SBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CREDSBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

1.08%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

1.67%

+7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.46%

2.83%

+12.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

3.66%

+12.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

3.66%

+12.72%