ISDB vs. VSDB

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Short Duration Bond ETF (ISDB) and Vanguard Short Duration Bond ETF Shares (VSDB).

ISDB and VSDB 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. VSDB is an actively managed fund by Vanguard. It was launched on Apr 1, 2025.

Performance

ISDB vs. VSDB - Performance Comparison

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

ISDB vs. VSDB - Yearly Performance Comparison

	2026 (YTD)	2025
ISDB Invesco Short Duration Bond ETF	0.15%	4.47%
VSDB Vanguard Short Duration Bond ETF Shares	0.21%	4.85%

Returns By Period

In the year-to-date period, ISDB achieves a 0.15% return, which is significantly lower than VSDB's 0.21% return.

ISDB

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

VSDB

• 1D: 0.28%
• 1M: -0.89%
• YTD: 0.21%
• 6M: 1.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ISDB vs. VSDB - Expense Ratio Comparison

ISDB has a 0.36% expense ratio, which is higher than VSDB's 0.15% expense ratio.

ISDB

Invesco Short Duration Bond ETF

VSDB

Vanguard Short Duration Bond ETF Shares

Return for Risk

ISDB vs. VSDB — 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

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. VSDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Short Duration Bond ETF (ISDB) and Vanguard Short Duration Bond ETF Shares (VSDB). 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	VSDB	Difference
Sharpe ratio Return per unit of total volatility	3.34	—	—
Sortino ratio Return per unit of downside risk	5.13	—	—
Omega ratio Gain probability vs. loss probability	1.77	—	—
Calmar ratio Return relative to maximum drawdown	4.30	—	—
Martin ratio Return relative to average drawdown	19.53	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ISDB	VSDB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.75	2.70	+0.04

Correlation

The correlation between ISDB and VSDB is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ISDB vs. VSDB - Dividend Comparison

ISDB's dividend yield for the trailing twelve months is around 4.69%, more than VSDB's 3.82% yield.

	TTM	2025	2024	2023
ISDB Invesco Short Duration Bond ETF	4.69%	4.89%	5.50%	5.20%
VSDB Vanguard Short Duration Bond ETF Shares	3.82%	3.30%	0.00%	0.00%

Drawdowns

ISDB vs. VSDB - Drawdown Comparison

The maximum ISDB drawdown since its inception was -1.83%, which is greater than VSDB's maximum drawdown of -1.42%. Use the drawdown chart below to compare losses from any high point for ISDB and VSDB.

Drawdown Indicators

	ISDB	VSDB	Difference
Max Drawdown Largest peak-to-trough decline	-1.83%	-1.42%	-0.41%
Max Drawdown (1Y) Largest decline over 1 year	-1.12%	—	—
Current Drawdown Current decline from peak	-0.70%	-0.89%	+0.19%
Average Drawdown Average peak-to-trough decline	-0.26%	-0.17%	-0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.25%	—	—

Volatility

Volatility by Period

	ISDB	VSDB	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.05%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.46%	1.91%	-0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.87%	1.91%	-0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.87%	1.91%	-0.04%