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LDSF vs. USTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDSF vs. USTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Low Duration Strategic Focus ETF (LDSF) and VictoryShares Short-Term Bond ETF (USTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDSF achieves a 0.74% return, which is significantly lower than USTB's 1.19% return.


LDSF

1D
-0.05%
1M
0.26%
YTD
0.74%
6M
1.04%
1Y
5.06%
3Y*
5.29%
5Y*
2.38%
10Y*

USTB

1D
-0.04%
1M
0.32%
YTD
1.19%
6M
1.58%
1Y
4.75%
3Y*
6.13%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDSF vs. USTB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LDSF
First Trust Low Duration Strategic Focus ETF
0.74%6.82%4.20%6.53%-5.47%-0.28%2.48%4.52%
USTB
VictoryShares Short-Term Bond ETF
1.19%6.08%6.49%6.69%-2.82%0.90%5.12%4.92%

Correlation

The correlation between LDSF and USTB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2019

0.46

The correlation between LDSF and USTB shifts across timeframes, from 0.46 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LDSF vs. USTB — Risk / Return Rank

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

LDSF
LDSF Risk / Return Rank: 7474
Overall Rank
LDSF Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LDSF Sortino Ratio Rank: 8484
Sortino Ratio Rank
LDSF Omega Ratio Rank: 8484
Omega Ratio Rank
LDSF Calmar Ratio Rank: 5858
Calmar Ratio Rank
LDSF Martin Ratio Rank: 6868
Martin Ratio Rank

USTB
USTB Risk / Return Rank: 9595
Overall Rank
USTB Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USTB Sortino Ratio Rank: 9797
Sortino Ratio Rank
USTB Omega Ratio Rank: 9797
Omega Ratio Rank
USTB Calmar Ratio Rank: 9090
Calmar Ratio Rank
USTB Martin Ratio Rank: 9393
Martin Ratio Rank
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.

LDSF vs. USTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Low Duration Strategic Focus ETF (LDSF) and VictoryShares Short-Term Bond ETF (USTB). 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.


LDSFUSTBDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.51

1.88

-0.37

Calmar ratioReturn relative to maximum drawdown

2.92

5.65

-2.73

Martin ratioReturn relative to average drawdown

12.40

25.66

-13.26

LDSF vs. USTB - Sharpe Ratio Comparison

The current LDSF Sharpe Ratio is 2.47, which is lower than the USTB Sharpe Ratio of 3.93. The chart below compares the historical Sharpe Ratios of LDSF and USTB, 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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Sharpe Ratios by Period


LDSFUSTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

3.93

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.75

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.73

-0.92

Drawdowns

LDSF vs. USTB - Drawdown Comparison

The maximum LDSF drawdown since its inception was -8.56%, which is greater than USTB's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for LDSF and USTB.


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Drawdown Indicators


LDSFUSTBDifference

Max Drawdown

Largest peak-to-trough decline

-8.56%

-5.32%

-3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.74%

-0.84%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-1.74%

-1.02%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-7.83%

-4.96%

-2.87%

Current Drawdown

Current decline from peak

-0.27%

-0.04%

-0.23%

Average Drawdown

Average peak-to-trough decline

-1.46%

-0.66%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.19%

+0.22%

Volatility

LDSF vs. USTB - Volatility Comparison

First Trust Low Duration Strategic Focus ETF (LDSF) has a higher volatility of 0.73% compared to VictoryShares Short-Term Bond ETF (USTB) at 0.33%. This indicates that LDSF's price experiences larger fluctuations and is considered to be riskier than USTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDSFUSTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.33%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

0.84%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

2.06%

1.22%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.08%

2.01%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.18%

2.01%

+1.17%

LDSF vs. USTB - Expense Ratio Comparison

LDSF has a 0.87% expense ratio, which is higher than USTB's 0.34% expense ratio.


Dividends

LDSF vs. USTB - Dividend Comparison

LDSF's dividend yield for the trailing twelve months is around 4.63%, more than USTB's 4.58% yield.


PositionTTM202520242023202220212020201920182017
LDSF
First Trust Low Duration Strategic Focus ETF
4.63%4.52%4.53%4.08%2.61%1.97%2.65%3.06%0.00%0.00%
USTB
VictoryShares Short-Term Bond ETF
4.58%4.62%5.05%4.49%2.54%1.84%2.59%2.69%2.32%0.43%

Frequently Asked Questions


LDSF and USTB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDSF has higher volatility (0.73%) compared to USTB (0.33%). In terms of maximum drawdown, LDSF dropped -8.56% vs USTB's -5.32%.

On 5-year performance, USTB leads with 3.50% vs 2.38% for LDSF. On fees, USTB is cheaper at 0.34% per year. On volatility, USTB has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USTB has performed better with a 3.50% return vs 2.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USTB is cheaper with a 0.34% expense ratio, compared with 0.87% for LDSF.

LDSF has the higher dividend yield at 4.63%, compared with 4.58% for USTB.

They also come from different issuers: First Trust and Victory. Their fees differ too: 0.87% for LDSF and 0.34% for USTB.

USTB currently has the higher Sharpe Ratio (3.93 vs 2.47), 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.

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