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INEQ vs. SBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INEQ vs. SBND - 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 Bond ETF (SBND). 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 SBND's 0.86% 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%

SBND

1D
0.03%
1M
-0.29%
6M
0.46%
YTD
0.86%
1Y
3.56%
3Y*
5.86%
5Y*
10Y*
ALL TIME*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$606.92K$766.57K$703.44K
$2.32M$2.73M$1.61M

INEQ vs. SBND - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INEQ
Columbia International Equity Income ETF
12.10%39.85%6.02%20.88%-5.95%-0.63%
SBND
Columbia Short Duration Bond ETF
0.86%7.50%4.83%7.20%-7.24%-0.70%

Correlation

The correlation between INEQ and SBND is 0.43, which is low. Their historical price movements had little consistent relationship.


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

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2021

0.40

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Return for Risk

INEQ vs. SBND — 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

SBND
SBND Risk / Return Rank: 7070
Overall Rank
SBND Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SBND Sortino Ratio Rank: 7373
Sortino Ratio Rank
SBND Omega Ratio Rank: 7373
Omega Ratio Rank
SBND Calmar Ratio Rank: 6262
Calmar Ratio Rank
SBND Martin Ratio Rank: 7373
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. SBND - 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 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.

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.


INEQSBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.38

1.30

+0.08

Calmar ratioReturn relative to maximum drawdown

3.00

2.18

+0.82

Martin ratioReturn relative to average drawdown

9.69

9.00

+0.68

INEQ vs. SBND - Sharpe Ratio Comparison

The current INEQ Sharpe Ratio is 2.12, which is higher than the SBND Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of INEQ and SBND, 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. SBND - Drawdown Comparison

The maximum INEQ drawdown since its inception was -41.71%, which is greater than SBND's maximum drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for INEQ and SBND.


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Drawdown Indicators


INEQSBNDDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-10.78%

-30.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-1.71%

-7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-14.38%

-1.71%

-12.67%

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%

-0.40%

-0.21%

Average Drawdown

Average peak-to-trough decline

-7.00%

-2.78%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.41%

+2.55%

Volatility

INEQ vs. SBND - Volatility Comparison

Columbia International Equity Income ETF (INEQ) has a higher volatility of 4.27% compared to Columbia Short Duration Bond ETF (SBND) at 0.56%. This indicates that INEQ'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


INEQSBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

0.56%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

1.75%

+9.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

2.40%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

3.57%

+11.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

3.57%

+12.80%

INEQ vs. SBND - Expense Ratio Comparison

INEQ has a 0.45% expense ratio, which is higher than SBND's 0.25% expense ratio.


Dividends

INEQ vs. SBND - Dividend Comparison

INEQ's dividend yield for the trailing twelve months is around 9.31%, more than SBND's 4.52% yield.


PositionTTM2025202420232022202120202019201820172016
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%
SBND
Columbia Short Duration Bond ETF
4.10%4.65%4.58%3.90%2.80%0.43%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INEQ and SBND have a correlation of 0.43, 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 SBND (0.56%). In terms of maximum drawdown, INEQ dropped -41.71% vs SBND's -10.78%.

On 3-year performance, INEQ leads with 20.29% vs 5.86% for SBND. On fees, SBND is cheaper at 0.25% per year. On volatility, SBND has been the lower-risk option at 0.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, INEQ has performed better with a 20.29% return vs 5.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SBND is cheaper with a 0.25% expense ratio, compared with 0.45% for INEQ.

INEQ has the higher dividend yield at 9.31%, compared with 4.10% for SBND.

INEQ is categorized as Dividend, while SBND is Short-Term Bond. Their fees differ too: 0.45% for INEQ and 0.25% for SBND.

INEQ currently has the higher Sharpe Ratio (2.12 vs 1.56), 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 SBND

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