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EQIN vs. SBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQIN vs. SBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) and Columbia Short Duration Bond ETF (SBND). The values are adjusted to include any dividend payments, if applicable.

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EQIN vs. SBND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQIN
Columbia U.S. Equity Income ETF
3.68%9.37%13.82%11.58%0.66%9.72%
SBND
Columbia Short Duration Bond ETF
0.02%7.50%4.83%7.20%-7.24%-0.68%

Returns By Period

In the year-to-date period, EQIN achieves a 3.68% return, which is significantly higher than SBND's 0.02% return.


EQIN

1D
-0.31%
1M
-3.23%
YTD
3.68%
6M
6.50%
1Y
9.11%
3Y*
12.42%
5Y*
10.28%
10Y*

SBND

1D
0.08%
1M
-0.76%
YTD
0.02%
6M
1.01%
1Y
5.74%
3Y*
5.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQIN vs. SBND - Expense Ratio Comparison

EQIN has a 0.35% expense ratio, which is higher than SBND's 0.25% expense ratio.


Return for Risk

EQIN vs. SBND — Risk / Return Rank

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

EQIN
EQIN Risk / Return Rank: 3030
Overall Rank
EQIN Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EQIN Sortino Ratio Rank: 3030
Sortino Ratio Rank
EQIN Omega Ratio Rank: 3030
Omega Ratio Rank
EQIN Calmar Ratio Rank: 2828
Calmar Ratio Rank
EQIN Martin Ratio Rank: 3131
Martin Ratio Rank

SBND
SBND Risk / Return Rank: 9292
Overall Rank
SBND Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SBND Sortino Ratio Rank: 9494
Sortino Ratio Rank
SBND Omega Ratio Rank: 9292
Omega Ratio Rank
SBND Calmar Ratio Rank: 9191
Calmar Ratio Rank
SBND Martin Ratio Rank: 9292
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.

EQIN vs. SBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) and Columbia Short Duration Bond ETF (SBND). 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.


EQINSBNDDifference

Sharpe ratio

Return per unit of total volatility

0.64

2.04

-1.40

Sortino ratio

Return per unit of downside risk

0.99

2.98

-1.99

Omega ratio

Gain probability vs. loss probability

1.14

1.42

-0.28

Calmar ratio

Return relative to maximum drawdown

0.88

3.46

-2.58

Martin ratio

Return relative to average drawdown

3.27

13.90

-10.63

EQIN vs. SBND - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 0.64, which is lower than the SBND Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of EQIN and SBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EQINSBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

2.04

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.66

-0.02

Correlation

The correlation between EQIN and SBND is 0.30, 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

EQIN vs. SBND - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.98%, less than SBND's 4.56% yield.


TTM2025202420232022202120202019201820172016
EQIN
Columbia U.S. Equity Income ETF
1.98%2.05%4.34%2.41%2.71%2.57%2.54%2.70%7.81%11.52%2.44%
SBND
Columbia Short Duration Bond ETF
4.56%4.65%4.58%3.90%2.80%0.43%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EQIN vs. SBND - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, which is greater than SBND's maximum drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for EQIN and SBND.


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Drawdown Indicators


EQINSBNDDifference

Max Drawdown

Largest peak-to-trough decline

-42.16%

-10.78%

-31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-1.71%

-8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

Current Drawdown

Current decline from peak

-4.23%

-1.02%

-3.21%

Average Drawdown

Average peak-to-trough decline

-4.95%

-2.96%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

0.42%

+2.43%

Volatility

EQIN vs. SBND - Volatility Comparison

Columbia U.S. Equity Income ETF (EQIN) has a higher volatility of 3.02% compared to Columbia Short Duration Bond ETF (SBND) at 1.09%. This indicates that EQIN's price experiences larger fluctuations and is considered to be riskier than SBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQINSBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

1.09%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

1.67%

+6.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

2.83%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

3.65%

+11.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

3.65%

+15.11%