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FLUD vs. WINC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLUD and WINC is 0.04, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

FLUD vs. WINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Ultra Short Bond ETF (FLUD) and Western Asset Short Duration Income ETF (WINC). The values are adjusted to include any dividend payments, if applicable.

10.00%11.00%12.00%13.00%14.00%15.00%NovemberDecember2025FebruaryMarchApril
14.63%
13.00%
FLUD
WINC

Key characteristics

Sharpe Ratio

FLUD:

2.82

WINC:

3.21

Sortino Ratio

FLUD:

4.41

WINC:

4.99

Omega Ratio

FLUD:

1.62

WINC:

1.71

Calmar Ratio

FLUD:

8.82

WINC:

3.84

Martin Ratio

FLUD:

34.31

WINC:

22.38

Ulcer Index

FLUD:

0.15%

WINC:

0.30%

Daily Std Dev

FLUD:

1.85%

WINC:

2.07%

Max Drawdown

FLUD:

-1.66%

WINC:

-17.36%

Current Drawdown

FLUD:

0.00%

WINC:

0.00%

Returns By Period

In the year-to-date period, FLUD achieves a 1.64% return, which is significantly lower than WINC's 2.08% return.


FLUD

YTD

1.64%

1M

0.21%

6M

2.42%

1Y

5.21%

5Y*

N/A

10Y*

N/A

WINC

YTD

2.08%

1M

0.44%

6M

2.71%

1Y

6.73%

5Y*

3.71%

10Y*

N/A

*Annualized

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FLUD vs. WINC - Expense Ratio Comparison

FLUD has a 0.15% expense ratio, which is lower than WINC's 0.29% expense ratio.


Expense ratio chart for WINC: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WINC: 0.29%
Expense ratio chart for FLUD: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLUD: 0.15%

Risk-Adjusted Performance

FLUD vs. WINC — Risk-Adjusted Performance Rank

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

FLUD
The Risk-Adjusted Performance Rank of FLUD is 9898
Overall Rank
The Sharpe Ratio Rank of FLUD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FLUD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FLUD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLUD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of FLUD is 9898
Martin Ratio Rank

WINC
The Risk-Adjusted Performance Rank of WINC is 9898
Overall Rank
The Sharpe Ratio Rank of WINC is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of WINC is 9898
Sortino Ratio Rank
The Omega Ratio Rank of WINC is 9898
Omega Ratio Rank
The Calmar Ratio Rank of WINC is 9696
Calmar Ratio Rank
The Martin Ratio Rank of WINC is 9898
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.

FLUD vs. WINC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Ultra Short Bond ETF (FLUD) and Western Asset Short Duration Income ETF (WINC). 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.


The chart of Sharpe ratio for FLUD, currently valued at 2.82, compared to the broader market-1.000.001.002.003.004.00
FLUD: 2.82
WINC: 3.21
The chart of Sortino ratio for FLUD, currently valued at 4.41, compared to the broader market-2.000.002.004.006.008.00
FLUD: 4.41
WINC: 4.99
The chart of Omega ratio for FLUD, currently valued at 1.62, compared to the broader market0.501.001.502.00
FLUD: 1.62
WINC: 1.71
The chart of Calmar ratio for FLUD, currently valued at 8.82, compared to the broader market0.002.004.006.008.0010.0012.00
FLUD: 8.82
WINC: 3.84
The chart of Martin ratio for FLUD, currently valued at 34.31, compared to the broader market0.0020.0040.0060.00
FLUD: 34.31
WINC: 22.38

The current FLUD Sharpe Ratio is 2.82, which is comparable to the WINC Sharpe Ratio of 3.21. The chart below compares the historical Sharpe Ratios of FLUD and WINC, 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 Ratio2.503.003.504.00NovemberDecember2025FebruaryMarchApril
2.82
3.21
FLUD
WINC

Dividends

FLUD vs. WINC - Dividend Comparison

FLUD's dividend yield for the trailing twelve months is around 4.74%, less than WINC's 4.82% yield.


TTM202420232022202120202019
FLUD
Franklin Liberty Ultra Short Bond ETF
4.74%4.97%4.72%1.39%0.92%0.87%0.00%
WINC
Western Asset Short Duration Income ETF
4.82%4.92%4.35%2.49%1.95%3.90%3.72%

Drawdowns

FLUD vs. WINC - Drawdown Comparison

The maximum FLUD drawdown since its inception was -1.66%, smaller than the maximum WINC drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for FLUD and WINC. For additional features, visit the drawdowns tool.


-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril00
FLUD
WINC

Volatility

FLUD vs. WINC - Volatility Comparison

The current volatility for Franklin Liberty Ultra Short Bond ETF (FLUD) is 0.52%, while Western Asset Short Duration Income ETF (WINC) has a volatility of 1.10%. This indicates that FLUD experiences smaller price fluctuations and is considered to be less risky than WINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.40%0.60%0.80%1.00%NovemberDecember2025FebruaryMarchApril
0.52%
1.10%
FLUD
WINC