DCMB vs. LDUR

Last updated Apr 1, 2026

Compare and contrast key facts about Doubleline Commercial Real Estate ETF (DCMB) and PIMCO Enhanced Low Duration Active ETF (LDUR).

DCMB and LDUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DCMB is an actively managed fund by DoubleLine. It was launched on Mar 31, 2023. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014.

Performance

DCMB vs. LDUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Commercial Real Estate ETF (DCMB) and PIMCO Enhanced Low Duration Active ETF (LDUR). The values are adjusted to include any dividend payments, if applicable.

DCMB vs. LDUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCMB Doubleline Commercial Real Estate ETF	0.90%	5.86%	6.86%	5.27%
LDUR PIMCO Enhanced Low Duration Active ETF	0.52%	5.76%	5.14%	3.25%

Returns By Period

In the year-to-date period, DCMB achieves a 0.90% return, which is significantly higher than LDUR's 0.52% return.

DCMB

• 1D: 0.06%
• 1M: -0.43%
• YTD: 0.90%
• 6M: 2.14%
• 1Y: 5.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LDUR

• 1D: 0.18%
• 1M: -0.36%
• YTD: 0.52%
• 6M: 1.83%
• 1Y: 4.39%
• 3Y*: 4.99%
• 5Y*: 2.18%
• 10Y*: 2.52%

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

DCMB vs. LDUR - Expense Ratio Comparison

DCMB has a 0.40% expense ratio, which is lower than LDUR's 0.54% expense ratio.

LDUR

PIMCO Enhanced Low Duration Active ETF

DCMB

Doubleline Commercial Real Estate ETF

Return for Risk

DCMB vs. LDUR — Risk / Return Rank

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

DCMB

DCMB Risk / Return Rank: 98
DCMB Sharpe Ratio Rank: 98
DCMB Sortino Ratio Rank: 98
DCMB Omega Ratio Rank: 98
DCMB Calmar Ratio Rank: 98
DCMB Martin Ratio Rank: 98

LDUR

LDUR Risk / Return Rank: 96
LDUR Sharpe Ratio Rank: 95
LDUR Sortino Ratio Rank: 97
LDUR Omega Ratio Rank: 95
LDUR Calmar Ratio Rank: 94
LDUR Martin Ratio Rank: 96

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.

DCMB vs. LDUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Commercial Real Estate ETF (DCMB) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.

	DCMB	LDUR	Difference
Sharpe ratio Return per unit of total volatility	3.69	2.38	+1.31
Sortino ratio Return per unit of downside risk	5.82	3.58	+2.23
Omega ratio Gain probability vs. loss probability	1.85	1.47	+0.38
Calmar ratio Return relative to maximum drawdown	7.60	3.72	+3.88
Martin ratio Return relative to average drawdown	29.95	17.85	+12.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCMB vs. LDUR - Sharpe Ratio Comparison

The current DCMB Sharpe Ratio is 3.69, which is higher than the LDUR Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DCMB and LDUR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DCMB	LDUR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.69	2.38	+1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.08	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	4.01	0.86	+3.14

Correlation

The correlation between DCMB and LDUR is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DCMB vs. LDUR - Dividend Comparison

DCMB's dividend yield for the trailing twelve months is around 4.80%, more than LDUR's 4.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DCMB Doubleline Commercial Real Estate ETF	4.80%	4.84%	5.52%	3.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LDUR PIMCO Enhanced Low Duration Active ETF	4.47%	4.60%	4.77%	4.11%	2.22%	0.90%	2.15%	3.14%	2.66%	2.08%	1.85%	2.92%

Drawdowns

DCMB vs. LDUR - Drawdown Comparison

The maximum DCMB drawdown since its inception was -0.84%, smaller than the maximum LDUR drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for DCMB and LDUR.

Drawdown Indicators

	DCMB	LDUR	Difference
Max Drawdown Largest peak-to-trough decline	-0.84%	-8.68%	+7.84%
Max Drawdown (1Y) Largest decline over 1 year	-0.68%	-1.17%	+0.49%
Max Drawdown (5Y) Largest decline over 5 years	—	-6.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-8.68%	—
Current Drawdown Current decline from peak	-0.43%	-0.36%	-0.07%
Average Drawdown Average peak-to-trough decline	-0.10%	-0.86%	+0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.17%	0.24%	-0.07%

Volatility

DCMB vs. LDUR - Volatility Comparison

The current volatility for Doubleline Commercial Real Estate ETF (DCMB) is 0.43%, while PIMCO Enhanced Low Duration Active ETF (LDUR) has a volatility of 0.75%. This indicates that DCMB experiences smaller price fluctuations and is considered to be less risky than LDUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCMB	LDUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.43%	0.75%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	0.74%	1.12%	-0.38%
Volatility (1Y) Calculated over the trailing 1-year period	1.39%	1.86%	-0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.59%	2.02%	-0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.59%	2.79%	-1.20%