EMNT vs. LDUR

Last updated Apr 2, 2026

Compare and contrast key facts about PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) and PIMCO Enhanced Low Duration Active ETF (LDUR).

EMNT and LDUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMNT is an actively managed fund by PIMCO. It was launched on Dec 10, 2019. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014.

Performance

EMNT vs. LDUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) and PIMCO Enhanced Low Duration Active ETF (LDUR). The values are adjusted to include any dividend payments, if applicable.

EMNT vs. LDUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
EMNT PIMCO Enhanced Short Maturity Active ESG ETF	1.02%	4.74%	5.79%	5.84%	-0.57%	0.11%	2.08%	0.09%
LDUR PIMCO Enhanced Low Duration Active ETF	0.43%	5.76%	5.14%	4.78%	-4.23%	-0.55%	4.49%	0.29%

Returns By Period

In the year-to-date period, EMNT achieves a 1.02% return, which is significantly higher than LDUR's 0.43% return.

EMNT

• 1D: 0.06%
• 1M: 0.32%
• YTD: 1.02%
• 6M: 2.07%
• 1Y: 4.50%
• 3Y*: 5.32%
• 5Y*: 3.35%
• 10Y*: —

LDUR

• 1D: -0.08%
• 1M: -0.28%
• YTD: 0.43%
• 6M: 1.60%
• 1Y: 4.29%
• 3Y*: 4.96%
• 5Y*: 2.16%
• 10Y*: 2.51%

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

EMNT vs. LDUR - Expense Ratio Comparison

EMNT has a 0.24% expense ratio, which is lower than LDUR's 0.54% expense ratio.

LDUR

PIMCO Enhanced Low Duration Active ETF

EMNT

PIMCO Enhanced Short Maturity Active ESG ETF

Return for Risk

EMNT vs. LDUR — Risk / Return Rank

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

EMNT

EMNT Risk / Return Rank: 100
EMNT Sharpe Ratio Rank: 100
EMNT Sortino Ratio Rank: 100
EMNT Omega Ratio Rank: 100
EMNT Calmar Ratio Rank: 99
EMNT Martin Ratio Rank: 99

LDUR

LDUR Risk / Return Rank: 95
LDUR Sharpe Ratio Rank: 94
LDUR Sortino Ratio Rank: 96
LDUR Omega Ratio Rank: 94
LDUR Calmar Ratio Rank: 93
LDUR Martin Ratio Rank: 96

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.

EMNT vs. LDUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.

	EMNT	LDUR	Difference
Sharpe ratio Return per unit of total volatility	11.02	2.32	+8.70
Sortino ratio Return per unit of downside risk	22.95	3.50	+19.46
Omega ratio Gain probability vs. loss probability	5.87	1.46	+4.41
Calmar ratio Return relative to maximum drawdown	34.78	3.69	+31.09
Martin ratio Return relative to average drawdown	231.75	17.57	+214.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMNT vs. LDUR - Sharpe Ratio Comparison

The current EMNT Sharpe Ratio is 11.02, which is higher than the LDUR Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of EMNT and LDUR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EMNT	LDUR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	11.02	2.32	+8.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	4.09	1.07	+3.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.46	0.86	+2.60

Correlation

The correlation between EMNT and LDUR is 0.36, 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.

Dividends

EMNT vs. LDUR - Dividend Comparison

EMNT's dividend yield for the trailing twelve months is around 4.13%, less than LDUR's 4.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EMNT PIMCO Enhanced Short Maturity Active ESG ETF	4.13%	4.46%	5.14%	4.62%	2.79%	0.66%	1.44%	0.00%	0.00%	0.00%	0.00%	0.00%
LDUR PIMCO Enhanced Low Duration Active ETF	4.43%	4.60%	4.77%	4.11%	2.22%	0.90%	2.15%	3.14%	2.66%	2.08%	1.85%	2.92%

Drawdowns

EMNT vs. LDUR - Drawdown Comparison

The maximum EMNT drawdown since its inception was -2.28%, smaller than the maximum LDUR drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for EMNT and LDUR.

Drawdown Indicators

	EMNT	LDUR	Difference
Max Drawdown Largest peak-to-trough decline	-2.28%	-8.68%	+6.40%
Max Drawdown (1Y) Largest decline over 1 year	-0.13%	-1.17%	+1.04%
Max Drawdown (5Y) Largest decline over 5 years	-1.70%	-6.75%	+5.05%
Max Drawdown (10Y) Largest decline over 10 years	—	-8.68%	—
Current Drawdown Current decline from peak	0.00%	-0.44%	+0.44%
Average Drawdown Average peak-to-trough decline	-0.24%	-0.86%	+0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	0.25%	-0.23%

Volatility

EMNT vs. LDUR - Volatility Comparison

The current volatility for PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) is 0.25%, while PIMCO Enhanced Low Duration Active ETF (LDUR) has a volatility of 0.75%. This indicates that EMNT experiences smaller price fluctuations and is considered to be less risky than LDUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EMNT	LDUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.25%	0.75%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	0.29%	1.12%	-0.83%
Volatility (1Y) Calculated over the trailing 1-year period	0.41%	1.86%	-1.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.82%	2.02%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.87%	2.79%	-1.92%