LSST vs. LDUR

Last updated Apr 1, 2026

Compare and contrast key facts about Natixis Loomis Sayles Short Duration Income ETF (LSST) and PIMCO Enhanced Low Duration Active ETF (LDUR).

LSST and LDUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LSST is an actively managed fund by Groupe BPCE. It was launched on Dec 27, 2017. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014.

Performance

LSST vs. LDUR - Performance Comparison

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

LSST vs. LDUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSST Natixis Loomis Sayles Short Duration Income ETF	0.00%	0.00%	4.76%	5.52%	-3.37%	-0.28%	5.54%	5.55%	0.76%	0.00%
LDUR PIMCO Enhanced Low Duration Active ETF	0.52%	5.76%	5.14%	4.78%	-4.23%	-0.55%	4.49%	4.27%	1.05%	-0.02%

Returns By Period

LSST

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LDUR

• 1D: 0.18%
• 1M: -0.36%
• YTD: 0.52%
• 6M: 1.83%
• 1Y: 4.39%
• 3Y*: 4.99%
• 5Y*: 2.18%
• 10Y*: 2.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSST vs. LDUR - Expense Ratio Comparison

LSST has a 0.38% expense ratio, which is lower than LDUR's 0.54% expense ratio.

LDUR

PIMCO Enhanced Low Duration Active ETF

LSST

Natixis Loomis Sayles Short Duration Income ETF

Return for Risk

LSST vs. LDUR — Risk / Return Rank

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

LDUR

LDUR Risk / Return Rank: 96
LDUR Sharpe Ratio Rank: 95
LDUR Sortino Ratio Rank: 97
LDUR Omega Ratio Rank: 95
LDUR Calmar Ratio Rank: 94
LDUR Martin Ratio Rank: 96

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. LDUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Short Duration Income ETF (LSST) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.

Sharpe Ratios by Period

	LSST	LDUR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.38	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.08	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.86	—

Correlation

The correlation between LSST and LDUR is 0.39, 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.

Dividends

LSST vs. LDUR - Dividend Comparison

LSST has not paid dividends to shareholders, while LDUR's dividend yield for the trailing twelve months is around 4.47%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
LDUR PIMCO Enhanced Low Duration Active ETF	4.47%	4.60%	4.77%	4.11%	2.22%	0.90%	2.15%	3.14%	2.66%	2.08%	1.85%	2.92%

Drawdowns

Drawdown Indicators

	LSST	LDUR	Difference
Max Drawdown Largest peak-to-trough decline	—	-8.68%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.17%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-6.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-8.68%	—
Current Drawdown Current decline from peak	—	-0.36%	—
Average Drawdown Average peak-to-trough decline	—	-0.86%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.24%	—

Volatility

Volatility by Period

	LSST	LDUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	1.86%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	2.02%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	2.79%	—