ISDB vs. LDUR

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Short Duration Bond ETF (ISDB) and PIMCO Enhanced Low Duration Active ETF (LDUR).

ISDB and LDUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISDB is an actively managed fund by Invesco. It was launched on Dec 5, 2022. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014.

Performance

ISDB vs. LDUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Short Duration Bond ETF (ISDB) and PIMCO Enhanced Low Duration Active ETF (LDUR). The values are adjusted to include any dividend payments, if applicable.

ISDB vs. LDUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ISDB Invesco Short Duration Bond ETF	0.15%	6.23%	5.35%	5.17%	0.01%
LDUR PIMCO Enhanced Low Duration Active ETF	0.52%	5.76%	5.14%	4.78%	0.68%

Returns By Period

In the year-to-date period, ISDB achieves a 0.15% return, which is significantly lower than LDUR's 0.52% return.

ISDB

• 1D: 0.17%
• 1M: -0.66%
• YTD: 0.15%
• 6M: 1.63%
• 1Y: 4.84%
• 3Y*: 5.44%
• 5Y*: —
• 10Y*: —

LDUR

• 1D: 0.18%
• 1M: -0.36%
• YTD: 0.52%
• 6M: 1.83%
• 1Y: 4.39%
• 3Y*: 4.99%
• 5Y*: 2.18%
• 10Y*: 2.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISDB vs. LDUR - Expense Ratio Comparison

ISDB has a 0.36% expense ratio, which is lower than LDUR's 0.54% expense ratio.

LDUR

PIMCO Enhanced Low Duration Active ETF

ISDB

Invesco Short Duration Bond ETF

Return for Risk

ISDB vs. LDUR — Risk / Return Rank

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

ISDB

ISDB Risk / Return Rank: 97
ISDB Sharpe Ratio Rank: 98
ISDB Sortino Ratio Rank: 98
ISDB Omega Ratio Rank: 98
ISDB Calmar Ratio Rank: 96
ISDB Martin Ratio Rank: 97

LDUR

LDUR Risk / Return Rank: 96
LDUR Sharpe Ratio Rank: 95
LDUR Sortino Ratio Rank: 97
LDUR Omega Ratio Rank: 95
LDUR Calmar Ratio Rank: 94
LDUR Martin Ratio Rank: 96

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.

ISDB vs. LDUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration Bond ETF (ISDB) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.

	ISDB	LDUR	Difference
Sharpe ratio Return per unit of total volatility	3.34	2.38	+0.96
Sortino ratio Return per unit of downside risk	5.13	3.58	+1.54
Omega ratio Gain probability vs. loss probability	1.77	1.47	+0.30
Calmar ratio Return relative to maximum drawdown	4.30	3.72	+0.58
Martin ratio Return relative to average drawdown	19.53	17.85	+1.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ISDB vs. LDUR - Sharpe Ratio Comparison

The current ISDB Sharpe Ratio is 3.34, which is higher than the LDUR Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of ISDB and LDUR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ISDB	LDUR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.34	2.38	+0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.08	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.75	0.86	+1.88

Correlation

The correlation between ISDB and LDUR is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ISDB vs. LDUR - Dividend Comparison

ISDB's dividend yield for the trailing twelve months is around 4.69%, more than LDUR's 4.47% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISDB Invesco Short Duration Bond ETF	4.69%	4.89%	5.50%	5.20%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LDUR PIMCO Enhanced Low Duration Active ETF	4.47%	4.60%	4.77%	4.11%	2.22%	0.90%	2.15%	3.14%	2.66%	2.08%	1.85%	2.92%

Drawdowns

ISDB vs. LDUR - Drawdown Comparison

The maximum ISDB drawdown since its inception was -1.83%, smaller than the maximum LDUR drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for ISDB and LDUR.

Drawdown Indicators

	ISDB	LDUR	Difference
Max Drawdown Largest peak-to-trough decline	-1.83%	-8.68%	+6.85%
Max Drawdown (1Y) Largest decline over 1 year	-1.12%	-1.17%	+0.05%
Max Drawdown (5Y) Largest decline over 5 years	—	-6.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-8.68%	—
Current Drawdown Current decline from peak	-0.70%	-0.36%	-0.34%
Average Drawdown Average peak-to-trough decline	-0.26%	-0.86%	+0.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.25%	0.24%	+0.01%

Volatility

ISDB vs. LDUR - Volatility Comparison

Invesco Short Duration Bond ETF (ISDB) and PIMCO Enhanced Low Duration Active ETF (LDUR) have volatilities of 0.77% and 0.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISDB	LDUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.77%	0.75%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	1.05%	1.12%	-0.07%
Volatility (1Y) Calculated over the trailing 1-year period	1.46%	1.86%	-0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.87%	2.02%	-0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.87%	2.79%	-0.92%