DSCO vs. DBND
DSCO (DoubleLine Securitized Credit ETF) and DBND (DoubleLine Opportunistic Bond ETF) are both exchange-traded funds - DSCO is a Mortgage Backed Securities fund actively managed by DoubleLine, while DBND is a Intermediate Core-Plus Bond fund tracking the Bloomberg US Aggregate Bond Index. DSCO is actively managed, while DBND is passively managed. Their 0.39 correlation means their historical movements had little consistent relationship. Both charge a 0.50% expense ratio.
Performance
DSCO vs. DBND - Performance Comparison
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Returns By Period
DSCO
- 1D
- 0.10%
- 1M
- -0.09%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DBND
- 1D
- 0.18%
- 1M
- -1.19%
- 6M
- -0.97%
- YTD
- -0.72%
- 1Y
- 2.82%
- 3Y*
- 4.33%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.19M | $2.79M | $3.19M | |
| $3.41M | $2.41M | $1.73M |
DSCO vs. DBND - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DSCO DoubleLine Securitized Credit ETF | 1.27% |
DBND DoubleLine Opportunistic Bond ETF | -1.10% |
Correlation
The correlation between DSCO and DBND is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 2, 2026 | 0.39 |
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Return for Risk
DSCO vs. DBND — Risk / Return Rank
DSCO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DBND
DSCO vs. DBND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Securitized Credit ETF (DSCO) and DoubleLine Opportunistic Bond ETF (DBND). 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.
| DSCO | DBND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.15 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.00 | — |
| Martin ratioReturn relative to average drawdown | — | 2.44 | — |
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Drawdowns
DSCO vs. DBND - Drawdown Comparison
The maximum DSCO drawdown since its inception was -1.64%, smaller than the maximum DBND drawdown of -9.39%. Use the drawdown chart below to compare losses from any high point for DSCO and DBND.
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Drawdown Indicators
| DSCO | DBND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.64% | -9.39% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.83% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -5.48% | — |
Current DrawdownCurrent decline from peak | -0.26% | -2.30% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -0.57% | -2.25% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.16% | — |
Volatility
DSCO vs. DBND - Volatility Comparison
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Volatility by Period
| DSCO | DBND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.89% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.56% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.42% | 3.25% | -0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.42% | 5.04% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.42% | 5.04% | -2.62% |
DSCO vs. DBND - Expense Ratio Comparison
Both DSCO and DBND have an expense ratio of 0.50%.
Dividends
DSCO vs. DBND - Dividend Comparison
DSCO's dividend yield for the trailing twelve months is around 2.26%, less than DBND's 4.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DBND DoubleLine Opportunistic Bond ETF | 4.82% | 4.78% | 5.19% | 4.39% | 2.74% |
DSCO DoubleLine Securitized Credit ETF | 2.26% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DSCO and DBND have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DSCO and DBND have the same expense ratio: 0.50% per year.
DBND has the higher dividend yield at 4.82%, compared with 2.26% for DSCO.
DSCO is categorized as Mortgage Backed Securities, while DBND is Intermediate Core-Plus Bond.
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