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INEQ vs. HYSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INEQ vs. HYSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia International Equity Income ETF (INEQ) and Columbia Short Duration High Yield ETF (HYSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INEQ achieves a 12.10% return, which is significantly higher than HYSD's 1.90% return.


INEQ

1D
-0.61%
1M
4.84%
6M
7.09%
YTD
12.10%
1Y
28.80%
3Y*
20.29%
5Y*
13.46%
10Y*
9.92%
ALL TIME*
10.16%

HYSD

1D
0.05%
1M
-0.32%
6M
1.42%
YTD
1.90%
1Y
5.07%
3Y*
5Y*
10Y*
ALL TIME*
5.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$178.36K$174.11K$125.44K
$606.92K$766.57K$703.44K

INEQ vs. HYSD - Yearly Performance Comparison


2026 (YTD)20252024
INEQ
Columbia International Equity Income ETF
12.10%39.85%-5.12%
HYSD
Columbia Short Duration High Yield ETF
1.90%7.74%0.94%

Correlation

The correlation between INEQ and HYSD is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

0.55

The correlation between INEQ and HYSD has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.

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Return for Risk

INEQ vs. HYSD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

INEQ
INEQ Risk / Return Rank: 8484
Overall Rank
INEQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
INEQ Sortino Ratio Rank: 8787
Sortino Ratio Rank
INEQ Omega Ratio Rank: 8686
Omega Ratio Rank
INEQ Calmar Ratio Rank: 8181
Calmar Ratio Rank
INEQ Martin Ratio Rank: 7676
Martin Ratio Rank

HYSD
HYSD Risk / Return Rank: 8686
Overall Rank
HYSD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
HYSD Sortino Ratio Rank: 8686
Sortino Ratio Rank
HYSD Omega Ratio Rank: 8585
Omega Ratio Rank
HYSD Calmar Ratio Rank: 8888
Calmar Ratio Rank
HYSD Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INEQ vs. HYSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Equity Income ETF (INEQ) and Columbia Short Duration High Yield ETF (HYSD). 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.


INEQHYSDDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.00

3.54

-0.54

Martin ratioReturn relative to average drawdown

9.69

15.12

-5.43

INEQ vs. HYSD - Sharpe Ratio Comparison

The current INEQ Sharpe Ratio is 2.12, which is comparable to the HYSD Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of INEQ and HYSD, 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

INEQ vs. HYSD - Drawdown Comparison

The maximum INEQ drawdown since its inception was -41.71%, which is greater than HYSD's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for INEQ and HYSD.


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Drawdown Indicators


INEQHYSDDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-2.69%

-39.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-1.46%

-8.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

Current Drawdown

Current decline from peak

-0.61%

-0.47%

-0.14%

Average Drawdown

Average peak-to-trough decline

-7.00%

-0.25%

-6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.34%

+2.62%

Volatility

INEQ vs. HYSD - Volatility Comparison

Columbia International Equity Income ETF (INEQ) has a higher volatility of 4.27% compared to Columbia Short Duration High Yield ETF (HYSD) at 0.46%. This indicates that INEQ's price experiences larger fluctuations and is considered to be riskier than HYSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INEQHYSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

0.46%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

2.23%

+9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

2.79%

+10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

3.42%

+11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

3.42%

+12.95%

INEQ vs. HYSD - Expense Ratio Comparison

INEQ has a 0.45% expense ratio, which is higher than HYSD's 0.44% expense ratio.


Dividends

INEQ vs. HYSD - Dividend Comparison

INEQ's dividend yield for the trailing twelve months is around 9.31%, more than HYSD's 5.84% yield.


PositionTTM2025202420232022202120202019201820172016
HYSD
Columbia Short Duration High Yield ETF
5.35%5.60%1.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INEQ
Columbia International Equity Income ETF
9.31%9.76%3.11%3.27%3.57%3.43%2.64%3.34%7.25%4.63%2.52%

Frequently Asked Questions


INEQ and HYSD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INEQ has higher volatility (4.27%) compared to HYSD (0.46%). In terms of maximum drawdown, INEQ dropped -41.71% vs HYSD's -2.69%.

On 1-year performance, INEQ leads with 28.80% vs 5.07% for HYSD. On fees, HYSD is cheaper at 0.44% per year. On volatility, HYSD has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, INEQ has performed better with a 28.80% return vs 5.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYSD is cheaper with a 0.44% expense ratio, compared with 0.45% for INEQ.

INEQ has the higher dividend yield at 9.31%, compared with 5.35% for HYSD.

INEQ is categorized as Dividend, while HYSD is High Yield Bonds. Their fees differ too: 0.45% for INEQ and 0.44% for HYSD.

INEQ currently has the higher Sharpe Ratio (2.12 vs 1.85), 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.

Portfolio Optimizer

Find the right allocation for INEQ and HYSD

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