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DUSB vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DUSB and BND is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

DUSB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Ultrashort Fixed Income ETF (DUSB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025February
2.57%
-1.48%
DUSB
BND

Key characteristics

Sharpe Ratio

DUSB:

10.22

BND:

0.79

Sortino Ratio

DUSB:

21.89

BND:

1.15

Omega Ratio

DUSB:

5.12

BND:

1.14

Calmar Ratio

DUSB:

46.78

BND:

0.30

Martin Ratio

DUSB:

293.88

BND:

1.97

Ulcer Index

DUSB:

0.02%

BND:

2.06%

Daily Std Dev

DUSB:

0.54%

BND:

5.18%

Max Drawdown

DUSB:

-0.12%

BND:

-18.84%

Current Drawdown

DUSB:

-0.03%

BND:

-8.61%

Returns By Period

In the year-to-date period, DUSB achieves a 0.60% return, which is significantly lower than BND's 0.81% return.


DUSB

YTD

0.60%

1M

0.42%

6M

2.56%

1Y

5.46%

5Y*

N/A

10Y*

N/A

BND

YTD

0.81%

1M

0.76%

6M

-1.26%

1Y

4.11%

5Y*

-0.68%

10Y*

1.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DUSB vs. BND - Expense Ratio Comparison

DUSB has a 0.15% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


DUSB
Dimensional Ultrashort Fixed Income ETF
Expense ratio chart for DUSB: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DUSB vs. BND — Risk-Adjusted Performance Rank

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

DUSB
The Risk-Adjusted Performance Rank of DUSB is 9999
Overall Rank
The Sharpe Ratio Rank of DUSB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of DUSB is 9999
Sortino Ratio Rank
The Omega Ratio Rank of DUSB is 9999
Omega Ratio Rank
The Calmar Ratio Rank of DUSB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of DUSB is 9999
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 2222
Overall Rank
The Sharpe Ratio Rank of BND is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 2424
Sortino Ratio Rank
The Omega Ratio Rank of BND is 2222
Omega Ratio Rank
The Calmar Ratio Rank of BND is 1616
Calmar Ratio Rank
The Martin Ratio Rank of BND is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DUSB vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Ultrashort Fixed Income ETF (DUSB) and Vanguard Total Bond Market ETF (BND). 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.


Sharpe ratio
The chart of Sharpe ratio for DUSB, currently valued at 10.22, compared to the broader market0.002.004.0010.220.79
The chart of Sortino ratio for DUSB, currently valued at 21.89, compared to the broader market0.005.0010.0021.891.15
The chart of Omega ratio for DUSB, currently valued at 5.12, compared to the broader market0.501.001.502.002.503.005.121.14
The chart of Calmar ratio for DUSB, currently valued at 46.78, compared to the broader market0.005.0010.0015.0020.0046.780.86
The chart of Martin ratio for DUSB, currently valued at 293.88, compared to the broader market0.0020.0040.0060.0080.00100.00120.00293.881.97
DUSB
BND

The current DUSB Sharpe Ratio is 10.22, which is higher than the BND Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of DUSB and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.0012.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
10.22
0.79
DUSB
BND

Dividends

DUSB vs. BND - Dividend Comparison

DUSB's dividend yield for the trailing twelve months is around 5.03%, more than BND's 3.68% yield.


TTM20242023202220212020201920182017201620152014
DUSB
Dimensional Ultrashort Fixed Income ETF
5.03%4.92%1.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.68%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

DUSB vs. BND - Drawdown Comparison

The maximum DUSB drawdown since its inception was -0.12%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for DUSB and BND. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.03%
-2.97%
DUSB
BND

Volatility

DUSB vs. BND - Volatility Comparison

The current volatility for Dimensional Ultrashort Fixed Income ETF (DUSB) is 0.15%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.36%. This indicates that DUSB experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
0.15%
1.36%
DUSB
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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