LDUR vs. PYLD

In the year-to-date period, LDUR achieves a 1.74% return, which is significantly lower than PYLD's 1.96% return.

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LDUR has a 0.56% expense ratio, which is higher than PYLD's 0.55% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD). 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 comparable to the PYLD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of LDUR and PYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither LDUR nor PYLD has paid dividends to shareholders.

The maximum LDUR drawdown since its inception was -8.68%, which is greater than PYLD's maximum drawdown of -4.52%. Use the drawdown chart below to compare losses from any high point for LDUR and PYLD. For additional features, visit the drawdowns tool.

The current volatility for PIMCO Enhanced Low Duration Active ETF (LDUR) is 0.89%, while PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) has a volatility of 1.24%. This indicates that LDUR experiences smaller price fluctuations and is considered to be less risky than PYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.