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LSST vs. ISDB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSST vs. ISDB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Short Duration Income ETF (LSST) and Invesco Short Duration Bond ETF (ISDB). The values are adjusted to include any dividend payments, if applicable.

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LSST vs. ISDB - Yearly Performance Comparison


2026 (YTD)2025202420232022
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%4.76%5.52%0.33%
ISDB
Invesco Short Duration Bond ETF
0.15%6.23%5.35%5.17%0.01%

Returns By Period


LSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ISDB

1D
0.17%
1M
-0.66%
YTD
0.15%
6M
1.63%
1Y
4.84%
3Y*
5.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSST vs. ISDB - Expense Ratio Comparison

LSST has a 0.38% expense ratio, which is higher than ISDB's 0.36% expense ratio.


Return for Risk

LSST vs. ISDB — Risk / Return Rank

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

LSST

ISDB
ISDB Risk / Return Rank: 9797
Overall Rank
ISDB Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ISDB Sortino Ratio Rank: 9898
Sortino Ratio Rank
ISDB Omega Ratio Rank: 9898
Omega Ratio Rank
ISDB Calmar Ratio Rank: 9696
Calmar Ratio Rank
ISDB Martin Ratio Rank: 9797
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.

LSST vs. ISDB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Short Duration Income ETF (LSST) and Invesco Short Duration Bond ETF (ISDB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LSST vs. ISDB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LSSTISDBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.34

Sharpe Ratio (All Time)

Calculated using the full available price history

2.75

Correlation

The correlation between LSST and ISDB is 0.63, 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.


Dividends

LSST vs. ISDB - Dividend Comparison

LSST has not paid dividends to shareholders, while ISDB's dividend yield for the trailing twelve months is around 4.69%.


TTM20252024202320222021202020192018
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%3.44%3.85%1.93%2.73%3.96%2.70%2.59%
ISDB
Invesco Short Duration Bond ETF
4.69%4.89%5.50%5.20%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LSST vs. ISDB - Drawdown Comparison


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Drawdown Indicators


LSSTISDBDifference

Max Drawdown

Largest peak-to-trough decline

-1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

Current Drawdown

Current decline from peak

-0.70%

Average Drawdown

Average peak-to-trough decline

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

LSST vs. ISDB - Volatility Comparison


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Volatility by Period


LSSTISDBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.87%