LDUR vs. EMNT
Compare and contrast key facts about PIMCO Enhanced Low Duration Active ETF (LDUR) and PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT).
LDUR and EMNT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014. EMNT is an actively managed fund by PIMCO. It was launched on Dec 10, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LDUR or EMNT.
Key characteristics
| LDUR | EMNT | |
|---|---|---|
| YTD Return | 4.23% | 5.07% |
| 1Y Return | 7.26% | 6.09% |
| 3Y Return (Ann) | 1.58% | 3.44% |
| Sharpe Ratio | 3.36 | 5.05 |
| Sortino Ratio | 5.54 | 7.82 |
| Omega Ratio | 1.77 | 4.55 |
| Calmar Ratio | 2.66 | 8.31 |
| Martin Ratio | 30.97 | 125.46 |
| Ulcer Index | 0.23% | 0.05% |
| Daily Std Dev | 2.14% | 1.20% |
| Max Drawdown | -8.68% | -2.28% |
| Current Drawdown | -0.50% | -0.06% |
Correlation
The correlation between LDUR and EMNT is 0.36, 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. EMNT - Performance Comparison
In the year-to-date period, LDUR achieves a 4.23% return, which is significantly lower than EMNT's 5.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LDUR vs. EMNT - Expense Ratio Comparison
LDUR has a 0.56% expense ratio, which is higher than EMNT's 0.27% expense ratio.
Risk-Adjusted Performance
LDUR vs. EMNT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT). 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.
Dividends
LDUR vs. EMNT - Dividend Comparison
LDUR's dividend yield for the trailing twelve months is around 5.50%, more than EMNT's 5.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 5.50% | 4.87% | 2.22% | 0.90% | 2.15% | 3.14% | 3.36% | 2.08% | 1.85% | 2.92% | 1.66% |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.18% | 4.62% | 2.79% | 0.83% | 1.44% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LDUR vs. EMNT - Drawdown Comparison
The maximum LDUR drawdown since its inception was -8.68%, which is greater than EMNT's maximum drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for LDUR and EMNT. For additional features, visit the drawdowns tool.
Volatility
LDUR vs. EMNT - Volatility Comparison
PIMCO Enhanced Low Duration Active ETF (LDUR) has a higher volatility of 0.56% compared to PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT) at 0.20%. This indicates that LDUR's price experiences larger fluctuations and is considered to be riskier than EMNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.