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EVSD vs. XAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVSD vs. XAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Short Duration Income ETF (EVSD) and Eaton Vance Income Opportunities ETF (XAGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVSD achieves a 0.77% return, which is significantly lower than XAGG's 1.93% return.


EVSD

1D
-0.08%
1M
0.32%
YTD
0.77%
6M
1.16%
1Y
4.84%
3Y*
5Y*
10Y*

XAGG

1D
-0.15%
1M
0.41%
YTD
1.93%
6M
2.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVSD vs. XAGG - Yearly Performance Comparison


Correlation

The correlation between EVSD and XAGG is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 11, 2025

0.65

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Return for Risk

EVSD vs. XAGG — Risk / Return Rank

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

EVSD
EVSD Risk / Return Rank: 8787
Overall Rank
EVSD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EVSD Sortino Ratio Rank: 9494
Sortino Ratio Rank
EVSD Omega Ratio Rank: 9393
Omega Ratio Rank
EVSD Calmar Ratio Rank: 7676
Calmar Ratio Rank
EVSD Martin Ratio Rank: 8181
Martin Ratio Rank

XAGG
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.

EVSD vs. XAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Income ETF (EVSD) and Eaton Vance Income Opportunities ETF (XAGG). 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.


EVSDXAGGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.67

Calmar ratioReturn relative to maximum drawdown

3.86

Martin ratioReturn relative to average drawdown

16.16

EVSD vs. XAGG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EVSDXAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

Sharpe Ratio (All Time)

Calculated using the full available price history

3.03

1.88

+1.15

Drawdowns

EVSD vs. XAGG - Drawdown Comparison

The maximum EVSD drawdown since its inception was -1.26%, smaller than the maximum XAGG drawdown of -2.88%. Use the drawdown chart below to compare losses from any high point for EVSD and XAGG.


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Drawdown Indicators


EVSDXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-1.26%

-2.88%

+1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

Current Drawdown

Current decline from peak

-0.17%

-0.49%

+0.32%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.57%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

EVSD vs. XAGG - Volatility Comparison


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Volatility by Period


EVSDXAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

3.48%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.94%

3.48%

-1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.94%

3.48%

-1.54%

EVSD vs. XAGG - Expense Ratio Comparison

EVSD has a 0.24% expense ratio, which is lower than XAGG's 0.50% expense ratio.


Dividends

EVSD vs. XAGG - Dividend Comparison

EVSD's dividend yield for the trailing twelve months is around 4.62%, more than XAGG's 3.86% yield.


PositionTTM20252024
EVSD
Eaton Vance Short Duration Income ETF
4.62%4.64%2.91%
XAGG
Eaton Vance Income Opportunities ETF
3.86%1.02%0.00%

Frequently Asked Questions


EVSD and XAGG have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EVSD is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EVSD is cheaper with a 0.24% expense ratio, compared with 0.50% for XAGG.

EVSD has the higher dividend yield at 4.62%, compared with 3.86% for XAGG.

EVSD is categorized as Short-Term Bond, while XAGG is Multisector Bonds. Their fees differ too: 0.24% for EVSD and 0.50% for XAGG.

Portfolio Optimizer

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