DSCO vs. DBND

Last updated Jul 8, 2026

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. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.50% expense ratio.

Performance

DSCO vs. DBND - Performance Comparison

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

Returns By Period

DSCO

• 1D: -0.16%
• 1M: 0.47%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBND

• 1D: -0.33%
• 1M: 0.51%
• 6M: -0.19%
• YTD: -0.11%
• 1Y: 3.78%
• 3Y*: 4.91%
• 5Y*: —
• 10Y*: —

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

DSCO vs. DBND - Yearly Performance Comparison

	2026 (YTD)
DSCO DoubleLine Securitized Credit ETF	1.17%
DBND DoubleLine Opportunistic Bond ETF	-0.49%

Correlation

The correlation between DSCO and DBND is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 2, 2026	0.36

Return for Risk

DSCO vs. DBND — Risk / Return Rank

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

DSCO

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

DBND

DBND Risk / Return Rank: 34
DBND Sharpe Ratio Rank: 37
DBND Sortino Ratio Rank: 37
DBND Omega Ratio Rank: 35
DBND Calmar Ratio Rank: 30
DBND Martin Ratio Rank: 29

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.

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 ratio: Return per unit of total volatility	—	1.17	—
Sortino ratio: Return per unit of downside risk	—	1.72	—
Omega ratio: Gain probability vs. loss probability	—	1.21	—
Calmar ratio: Return relative to maximum drawdown	—	1.34	—
Martin ratio: Return relative to average drawdown	—	3.58	—

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.

Drawdown Indicators

	DSCO	DBND	Difference
Max Drawdown Largest 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	—	-6.25%	—
Current Drawdown Current decline from peak	-0.25%	-1.70%	+1.45%
Average Drawdown Average peak-to-trough decline	-0.62%	-2.25%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.06%	—

Volatility

Volatility by Period

	DSCO	DBND	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	2.44%	3.26%	-0.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.44%	5.06%	-2.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.44%	5.06%	-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 4.79% yield.

Position	TTM	2025	2024	2023	2022
DBND DoubleLine Opportunistic Bond ETF	4.79%	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

Can I hold both DSCO and DBND in my portfolio?

DSCO and DBND have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DSCO or DBND?

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DSCO or DBND?

DSCO and DBND have the same expense ratio: 0.50% per year.

Which ETF pays a higher dividend yield, DSCO or DBND?

DBND has the higher dividend yield at 4.79%, compared with 2.26% for DSCO.

What is the main difference between DSCO and DBND?

DSCO is categorized as Mortgage Backed Securities, while DBND is Intermediate Core-Plus Bond.