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CUSD vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CUSD vs. FLTR - Performance Comparison

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

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Returns By Period

In the year-to-date period, CUSD achieves a 4.97% return, which is significantly higher than FLTR's 2.19% return.


CUSD

1D
3.80%
1M
3.10%
YTD
4.97%
6M
5.87%
1Y
6.58%
3Y*
5.80%
5Y*
10Y*

FLTR

1D
0.00%
1M
0.38%
YTD
2.19%
6M
2.32%
1Y
5.21%
3Y*
6.16%
5Y*
4.54%
10Y*
3.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUSD vs. FLTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CUSD
CrossingBridge Ultra-Short Duration ETF
4.97%5.02%4.57%6.05%2.03%2.45%
FLTR
VanEck IG Floating Rate ETF
2.19%5.22%7.38%7.41%0.74%-0.14%

Correlation

The correlation between CUSD and FLTR is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2021

0.00

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Return for Risk

CUSD vs. FLTR — Risk / Return Rank

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

CUSD
CUSD Risk / Return Rank: 2020
Overall Rank
CUSD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CUSD Sortino Ratio Rank: 1616
Sortino Ratio Rank
CUSD Omega Ratio Rank: 1919
Omega Ratio Rank
CUSD Calmar Ratio Rank: 2626
Calmar Ratio Rank
CUSD Martin Ratio Rank: 2525
Martin Ratio Rank

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

CUSD vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Ultra-Short Duration ETF (CUSD) and VanEck IG Floating Rate ETF (FLTR). 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.


CUSDFLTRDifference
Sharpe ratioReturn per unit of total volatility

-6.05

Sortino ratioReturn per unit of downside risk

-11.28

Omega ratioGain probability vs. loss probability

1.13

3.02

-1.89

Calmar ratioReturn relative to maximum drawdown

1.22

16.69

-15.47

Martin ratioReturn relative to average drawdown

3.09

97.91

-94.83

CUSD vs. FLTR - Sharpe Ratio Comparison

The current CUSD Sharpe Ratio is 0.45, which is lower than the FLTR Sharpe Ratio of 6.50. The chart below compares the historical Sharpe Ratios of CUSD and FLTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CUSD vs. FLTR - Drawdown Comparison

The maximum CUSD drawdown since its inception was -5.42%, smaller than the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for CUSD and FLTR.


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Drawdown Indicators


CUSDFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-5.42%

-17.84%

+12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-0.31%

-5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-5.42%

-1.93%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

Current Drawdown

Current decline from peak

0.00%

-0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.48%

-0.67%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

0.05%

+2.09%

Volatility

CUSD vs. FLTR - Volatility Comparison

CrossingBridge Ultra-Short Duration ETF (CUSD) has a higher volatility of 6.15% compared to VanEck IG Floating Rate ETF (FLTR) at 0.29%. This indicates that CUSD's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CUSDFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

0.29%

+5.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

0.66%

+11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

0.81%

+13.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.39%

2.13%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.39%

5.00%

+2.39%

CUSD vs. FLTR - Expense Ratio Comparison

CUSD has a 0.81% expense ratio, which is higher than FLTR's 0.14% expense ratio.


Dividends

CUSD vs. FLTR - Dividend Comparison

CUSD's dividend yield for the trailing twelve months is around 13.39%, more than FLTR's 4.72% yield.


PositionTTM20252024202320222021202020192018201720162015
CUSD
CrossingBridge Ultra-Short Duration ETF
13.39%14.05%7.10%3.62%1.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR
VanEck IG Floating Rate ETF
4.72%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%

Frequently Asked Questions


CUSD and FLTR have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CUSD has higher volatility (6.15%) compared to FLTR (0.29%). In terms of maximum drawdown, CUSD dropped -5.42% vs FLTR's -17.84%.

On 3-year performance, FLTR leads with 6.16% vs 5.80% for CUSD. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FLTR has performed better with a 6.16% return vs 5.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.81% for CUSD.

CUSD has the higher dividend yield at 13.39%, compared with 4.72% for FLTR.

CUSD is categorized as Ultrashort Bond, while FLTR is Corporate Bonds. They also come from different issuers: CrossingBridge and VanEck. Their fees differ too: 0.81% for CUSD and 0.14% for FLTR.

FLTR currently has the higher Sharpe Ratio (6.50 vs 0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CUSD and FLTR

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