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DLUX vs. DSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLUX vs. DSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Ultrashort Income ETF (DLUX) and DoubleLine Securitized Credit ETF (DSCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DLUX

1D
0.00%
1M
0.42%
6M
YTD
1Y
3Y*
5Y*
10Y*

DSCO

1D
-0.16%
1M
0.47%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLUX vs. DSCO - Yearly Performance Comparison


Correlation

The correlation between DLUX and DSCO is -0.02, 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 (All Time)
Calculated using the full available price history since Apr 1, 2026

-0.02

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DoubleLine Ultrashort Income ETF

DoubleLine Securitized Credit ETF

Return for Risk

DLUX vs. DSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Ultrashort Income ETF (DLUX) and DoubleLine Securitized Credit ETF (DSCO). 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.


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

DLUX vs. DSCO - Sharpe Ratio Comparison


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Drawdowns

DLUX vs. DSCO - Drawdown Comparison

The maximum DLUX drawdown since its inception was -0.13%, smaller than the maximum DSCO drawdown of -1.64%. Use the drawdown chart below to compare losses from any high point for DLUX and DSCO.


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Drawdown Indicators


DLUXDSCODifference

Max Drawdown

Largest peak-to-trough decline

-0.13%

-1.64%

+1.51%

Current Drawdown

Current decline from peak

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

-0.03%

-0.62%

+0.59%

Volatility

DLUX vs. DSCO - Volatility Comparison


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Volatility by Period


DLUXDSCODifference

Volatility (1Y)

Calculated over the trailing 1-year period

0.91%

2.44%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.91%

2.44%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.91%

2.44%

-1.53%

DLUX vs. DSCO - Expense Ratio Comparison

DLUX has a 0.18% expense ratio, which is lower than DSCO's 0.50% expense ratio.


Dividends

DLUX vs. DSCO - Dividend Comparison

DLUX's dividend yield for the trailing twelve months is around 0.80%, less than DSCO's 2.26% yield.


Frequently Asked Questions


DLUX and DSCO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DLUX is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DLUX is cheaper with a 0.18% expense ratio, compared with 0.50% for DSCO.

DSCO has the higher dividend yield at 2.26%, compared with 0.80% for DLUX.

DLUX is categorized as Ultrashort Bond, while DSCO is Mortgage Backed Securities. Their fees differ too: 0.18% for DLUX and 0.50% for DSCO.

Portfolio Optimizer

Find the right allocation for DLUX and DSCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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