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

Correlation

The correlation between LDUR and PYLD is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

LDUR vs. PYLD - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
3.05%
5.12%
LDUR
PYLD

Key characteristics

Sharpe Ratio

LDUR:

3.04

PYLD:

2.01

Sortino Ratio

LDUR:

4.94

PYLD:

2.86

Omega Ratio

LDUR:

1.65

PYLD:

1.38

Calmar Ratio

LDUR:

9.80

PYLD:

3.49

Martin Ratio

LDUR:

24.71

PYLD:

9.63

Ulcer Index

LDUR:

0.24%

PYLD:

0.75%

Daily Std Dev

LDUR:

1.79%

PYLD:

3.62%

Max Drawdown

LDUR:

-8.68%

PYLD:

-4.52%

Current Drawdown

LDUR:

0.00%

PYLD:

-0.84%

Returns By Period

In the year-to-date period, LDUR achieves a 5.09% return, which is significantly lower than PYLD's 7.26% return.


LDUR

YTD

5.09%

1M

0.28%

6M

3.06%

1Y

5.09%

5Y*

2.01%

10Y*

2.32%

PYLD

YTD

7.26%

1M

-0.34%

6M

5.13%

1Y

7.26%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LDUR vs. PYLD - Expense Ratio Comparison

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


LDUR
PIMCO Enhanced Low Duration Active ETF
Expense ratio chart for LDUR: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for PYLD: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

LDUR vs. PYLD - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for LDUR, currently valued at 3.04, compared to the broader market0.002.004.003.042.01
The chart of Sortino ratio for LDUR, currently valued at 4.94, compared to the broader market-2.000.002.004.006.008.0010.004.942.86
The chart of Omega ratio for LDUR, currently valued at 1.65, compared to the broader market0.501.001.502.002.503.001.651.38
The chart of Calmar ratio for LDUR, currently valued at 9.80, compared to the broader market0.005.0010.0015.009.803.49
The chart of Martin ratio for LDUR, currently valued at 24.71, compared to the broader market0.0020.0040.0060.0080.00100.0024.719.63
LDUR
PYLD

The current LDUR Sharpe Ratio is 3.04, which is higher than the PYLD Sharpe Ratio of 2.01. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember
3.04
2.01
LDUR
PYLD

Dividends

LDUR vs. PYLD - Dividend Comparison

LDUR's dividend yield for the trailing twelve months is around 4.36%, less than PYLD's 5.44% yield.


TTM2023202220212020201920182017201620152014
LDUR
PIMCO Enhanced Low Duration Active ETF
4.36%4.87%2.22%0.90%2.15%3.14%3.36%2.08%1.85%2.92%1.66%
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
5.44%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LDUR vs. PYLD - Drawdown Comparison

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.


-2.00%-1.50%-1.00%-0.50%0.00%AugustSeptemberOctoberNovemberDecember0
-0.84%
LDUR
PYLD

Volatility

LDUR vs. PYLD - Volatility Comparison

The current volatility for PIMCO Enhanced Low Duration Active ETF (LDUR) is 0.66%, while PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) has a volatility of 0.77%. 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.


0.40%0.60%0.80%1.00%1.20%AugustSeptemberOctoberNovemberDecember
0.66%
0.77%
LDUR
PYLD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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