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LDUR vs. BOND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LDUR and BOND is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LDUR vs. BOND - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LDUR:

2.75

BOND:

0.97

Sortino Ratio

LDUR:

4.20

BOND:

1.35

Omega Ratio

LDUR:

1.53

BOND:

1.16

Calmar Ratio

LDUR:

4.94

BOND:

0.49

Martin Ratio

LDUR:

23.26

BOND:

2.62

Ulcer Index

LDUR:

0.25%

BOND:

1.99%

Daily Std Dev

LDUR:

2.11%

BOND:

5.66%

Max Drawdown

LDUR:

-8.68%

BOND:

-19.71%

Current Drawdown

LDUR:

-0.46%

BOND:

-5.59%

Returns By Period

In the year-to-date period, LDUR achieves a 1.74% return, which is significantly higher than BOND's 1.62% return. Over the past 10 years, LDUR has outperformed BOND with an annualized return of 2.28%, while BOND has yielded a comparatively lower 1.85% annualized return.


LDUR

YTD

1.74%

1M

0.79%

6M

2.63%

1Y

5.76%

5Y*

2.08%

10Y*

2.28%

BOND

YTD

1.62%

1M

0.97%

6M

1.06%

1Y

5.43%

5Y*

0.06%

10Y*

1.85%

*Annualized

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LDUR vs. BOND - Expense Ratio Comparison

LDUR has a 0.56% expense ratio, which is lower than BOND's 0.57% expense ratio.


Risk-Adjusted Performance

LDUR vs. BOND — Risk-Adjusted Performance Rank

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

LDUR
The Risk-Adjusted Performance Rank of LDUR is 9797
Overall Rank
The Sharpe Ratio Rank of LDUR is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of LDUR is 9797
Sortino Ratio Rank
The Omega Ratio Rank of LDUR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of LDUR is 9797
Calmar Ratio Rank
The Martin Ratio Rank of LDUR is 9898
Martin Ratio Rank

BOND
The Risk-Adjusted Performance Rank of BOND is 7474
Overall Rank
The Sharpe Ratio Rank of BOND is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BOND is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BOND is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BOND is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BOND is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LDUR vs. BOND - Risk-Adjusted Performance Comparison

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


The current LDUR Sharpe Ratio is 2.75, which is higher than the BOND Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LDUR and BOND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LDUR vs. BOND - Dividend Comparison

LDUR has not paid dividends to shareholders, while BOND's dividend yield for the trailing twelve months is around 5.14%.


TTM20242023202220212020201920182017201620152014
LDUR
PIMCO Enhanced Low Duration Active ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOND
PIMCO Active Bond ETF
5.14%5.02%4.78%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%

Drawdowns

LDUR vs. BOND - Drawdown Comparison

The maximum LDUR drawdown since its inception was -8.68%, smaller than the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for LDUR and BOND. For additional features, visit the drawdowns tool.


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Volatility

LDUR vs. BOND - Volatility Comparison

The current volatility for PIMCO Enhanced Low Duration Active ETF (LDUR) is 0.89%, while PIMCO Active Bond ETF (BOND) has a volatility of 1.94%. This indicates that LDUR experiences smaller price fluctuations and is considered to be less risky than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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