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DSCO vs. DLUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSCO vs. DLUX - Performance Comparison

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

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Returns By Period


DSCO

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

DLUX

1D
0.00%
1M
0.42%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSCO vs. DLUX - Yearly Performance Comparison


Correlation

The correlation between DSCO and DLUX 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 Securitized Credit ETF

DoubleLine Ultrashort Income ETF

Return for Risk

DSCO vs. DLUX - Risk-Adjusted Trends Comparison

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

DSCO vs. DLUX - Sharpe Ratio Comparison


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Drawdowns

DSCO vs. DLUX - Drawdown Comparison

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


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Drawdown Indicators


DSCODLUXDifference

Max Drawdown

Largest peak-to-trough decline

-1.64%

-0.13%

-1.51%

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-0.62%

-0.03%

-0.59%

Volatility

DSCO vs. DLUX - Volatility Comparison


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Volatility by Period


DSCODLUXDifference

Volatility (1Y)

Calculated over the trailing 1-year period

2.44%

0.91%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.44%

0.91%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.44%

0.91%

+1.53%

DSCO vs. DLUX - Expense Ratio Comparison

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


Dividends

DSCO vs. DLUX - Dividend Comparison

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


Frequently Asked Questions


DSCO and DLUX 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.

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

Portfolio Optimizer

Find the right allocation for DSCO and DLUX

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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