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DSL vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSL vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Income Solutions Fund (DSL) and iShares Ultra Short Duration Bond Active ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSL achieves a 1.29% return, which is significantly lower than ICSH's 1.43% return. Over the past 10 years, DSL has outperformed ICSH with an annualized return of 5.21%, while ICSH has yielded a comparatively lower 2.77% annualized return.


DSL

1D
-0.09%
1M
-1.36%
YTD
1.29%
6M
2.38%
1Y
-0.92%
3Y*
8.54%
5Y*
0.87%
10Y*
5.21%

ICSH

1D
0.02%
1M
0.18%
YTD
1.43%
6M
1.75%
1Y
4.30%
3Y*
5.15%
5Y*
3.67%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSL vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSL
DoubleLine Income Solutions Fund
1.29%-0.01%15.00%23.41%-22.61%7.39%-6.49%25.10%-6.04%16.39%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.43%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between DSL and ICSH is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2013

0.10

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Return for Risk

DSL vs. ICSH — Risk / Return Rank

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

DSL
DSL Risk / Return Rank: 22
Overall Rank
DSL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DSL Sortino Ratio Rank: 22
Sortino Ratio Rank
DSL Omega Ratio Rank: 22
Omega Ratio Rank
DSL Calmar Ratio Rank: 33
Calmar Ratio Rank
DSL Martin Ratio Rank: 33
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 100100
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
Martin Ratio Rank
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.

DSL vs. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


DSLICSHDifference
Sharpe ratioReturn per unit of total volatility

-11.11

Sortino ratioReturn per unit of downside risk

-27.44

Omega ratioGain probability vs. loss probability

0.99

6.56

-5.57

Calmar ratioReturn relative to maximum drawdown

-0.08

43.67

-43.75

Martin ratioReturn relative to average drawdown

-0.17

288.81

-288.97

DSL vs. ICSH - Sharpe Ratio Comparison

The current DSL Sharpe Ratio is -0.10, which is lower than the ICSH Sharpe Ratio of 11.01. The chart below compares the historical Sharpe Ratios of DSL and ICSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DSLICSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

11.01

-11.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

7.62

-7.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

2.63

-2.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

1.93

-1.73

Drawdowns

DSL vs. ICSH - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for DSL and ICSH.


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Drawdown Indicators


DSLICSHDifference

Max Drawdown

Largest peak-to-trough decline

-49.51%

-3.94%

-45.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-0.10%

-11.06%

Max Drawdown (3Y)

Largest decline over 3 years

-14.43%

-0.10%

-14.33%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

-0.73%

-33.45%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-3.94%

-45.57%

Current Drawdown

Current decline from peak

-6.46%

-0.02%

-6.44%

Average Drawdown

Average peak-to-trough decline

-8.74%

-0.08%

-8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

0.01%

+5.58%

Volatility

DSL vs. ICSH - Volatility Comparison

DoubleLine Income Solutions Fund (DSL) has a higher volatility of 3.53% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.15%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSLICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

0.15%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

0.30%

+7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

0.39%

+8.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

0.48%

+14.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

1.06%

+19.04%

DSL vs. ICSH - Expense Ratio Comparison

DSL has a 2.28% expense ratio, which is higher than ICSH's 0.08% expense ratio.


Dividends

DSL vs. ICSH - Dividend Comparison

DSL's dividend yield for the trailing twelve months is around 12.14%, more than ICSH's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
DSL
DoubleLine Income Solutions Fund
12.14%11.71%11.38%10.78%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%

Frequently Asked Questions


DSL and ICSH have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DSL has higher volatility (3.53%) compared to ICSH (0.15%). In terms of maximum drawdown, DSL dropped -49.51% vs ICSH's -3.94%.

ICSH currently has the higher Sharpe Ratio (11.01 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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