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ECON vs. BAMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECON vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Emerging Markets Consumer ETF (ECON) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECON achieves a 31.82% return, which is significantly higher than BAMU's 1.18% return.


ECON

1D
-5.13%
1M
5.11%
YTD
31.82%
6M
32.29%
1Y
58.08%
3Y*
22.38%
5Y*
6.68%
10Y*
6.38%

BAMU

1D
0.00%
1M
0.16%
YTD
1.18%
6M
1.29%
1Y
2.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECON vs. BAMU - Yearly Performance Comparison


2026 (YTD)202520242023
ECON
Columbia Emerging Markets Consumer ETF
31.82%34.15%0.22%5.97%
BAMU
Brookstone Ultra-Short Bond ETF
1.18%3.21%4.14%1.20%

Correlation

The correlation between ECON and BAMU is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2023

-0.06

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Return for Risk

ECON vs. BAMU — Risk / Return Rank

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

ECON
ECON Risk / Return Rank: 8282
Overall Rank
ECON Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ECON Sortino Ratio Rank: 7777
Sortino Ratio Rank
ECON Omega Ratio Rank: 8585
Omega Ratio Rank
ECON Calmar Ratio Rank: 8484
Calmar Ratio Rank
ECON Martin Ratio Rank: 8282
Martin Ratio Rank

BAMU
BAMU Risk / Return Rank: 9898
Overall Rank
BAMU Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BAMU Sortino Ratio Rank: 9898
Sortino Ratio Rank
BAMU Omega Ratio Rank: 9898
Omega Ratio Rank
BAMU Calmar Ratio Rank: 9999
Calmar Ratio Rank
BAMU 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.

ECON vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) and Brookstone Ultra-Short Bond ETF (BAMU). 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.


ECONBAMUDifference
Sharpe ratioReturn per unit of total volatility

-2.46

Sortino ratioReturn per unit of downside risk

-5.57

Omega ratioGain probability vs. loss probability

1.47

2.41

-0.94

Calmar ratioReturn relative to maximum drawdown

4.24

24.37

-20.13

Martin ratioReturn relative to average drawdown

15.17

96.52

-81.35

ECON vs. BAMU - Sharpe Ratio Comparison

The current ECON Sharpe Ratio is 2.48, which is lower than the BAMU Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of ECON and BAMU, 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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Drawdowns

ECON vs. BAMU - Drawdown Comparison

The maximum ECON drawdown since its inception was -45.37%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for ECON and BAMU.


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Drawdown Indicators


ECONBAMUDifference

Max Drawdown

Largest peak-to-trough decline

-45.37%

-0.36%

-45.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-0.12%

-13.64%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

Max Drawdown (5Y)

Largest decline over 5 years

-38.08%

Max Drawdown (10Y)

Largest decline over 10 years

-45.37%

Current Drawdown

Current decline from peak

-5.13%

0.00%

-5.13%

Average Drawdown

Average peak-to-trough decline

-16.60%

-0.02%

-16.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

0.03%

+3.81%

Volatility

ECON vs. BAMU - Volatility Comparison

Columbia Emerging Markets Consumer ETF (ECON) has a higher volatility of 13.47% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.09%. This indicates that ECON's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECONBAMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.47%

0.09%

+13.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

0.39%

+20.92%

Volatility (1Y)

Calculated over the trailing 1-year period

23.50%

0.58%

+22.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.95%

0.87%

+20.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

0.87%

+20.36%

ECON vs. BAMU - Expense Ratio Comparison

ECON has a 0.49% expense ratio, which is lower than BAMU's 1.09% expense ratio.


Dividends

ECON vs. BAMU - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 1.34%, less than BAMU's 3.05% yield.


PositionTTM20252024202320222021202020192018201720162015
BAMU
Brookstone Ultra-Short Bond ETF
3.05%3.20%3.97%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ECON
Columbia Emerging Markets Consumer ETF
1.34%1.77%0.76%1.57%2.06%1.08%0.63%1.68%0.98%0.35%0.74%1.10%

Frequently Asked Questions


ECON and BAMU have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECON has higher volatility (13.47%) compared to BAMU (0.09%). In terms of maximum drawdown, ECON dropped -45.37% vs BAMU's -0.36%.

On 1-year performance, ECON leads with 58.08% vs 2.87% for BAMU. On fees, ECON is cheaper at 0.49% per year. On volatility, BAMU has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ECON has performed better with a 58.08% return vs 2.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ECON is cheaper with a 0.49% expense ratio, compared with 1.09% for BAMU.

BAMU has the higher dividend yield at 3.05%, compared with 1.34% for ECON.

ECON is categorized as Emerging Markets Equities, while BAMU is Ultrashort Bond. They also come from different issuers: Ameriprise Financial and Brookstone. Their fees differ too: 0.49% for ECON and 1.09% for BAMU.

BAMU currently has the higher Sharpe Ratio (4.94 vs 2.48), 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.

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