NBSD vs. LDUR

Last updated Apr 1, 2026

Compare and contrast key facts about Neuberger Berman Short Duration Income ETF (NBSD) and PIMCO Enhanced Low Duration Active ETF (LDUR).

NBSD and LDUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NBSD is an actively managed fund by Neuberger Berman. It was launched on Jun 21, 2010. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014.

Performance

NBSD vs. LDUR - Performance Comparison

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

NBSD vs. LDUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NBSD Neuberger Berman Short Duration Income ETF	0.21%	6.18%	3.97%
LDUR PIMCO Enhanced Low Duration Active ETF	0.43%	5.76%	3.28%

Returns By Period

In the year-to-date period, NBSD achieves a 0.21% return, which is significantly lower than LDUR's 0.43% return.

NBSD

• 1D: 0.26%
• 1M: -0.53%
• YTD: 0.21%
• 6M: 1.44%
• 1Y: 4.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LDUR

• 1D: -0.08%
• 1M: -0.28%
• YTD: 0.43%
• 6M: 1.60%
• 1Y: 4.29%
• 3Y*: 4.96%
• 5Y*: 2.16%
• 10Y*: 2.51%

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

NBSD vs. LDUR - Expense Ratio Comparison

NBSD has a 0.35% expense ratio, which is lower than LDUR's 0.54% expense ratio.

LDUR

PIMCO Enhanced Low Duration Active ETF

NBSD

Neuberger Berman Short Duration Income ETF

Return for Risk

NBSD vs. LDUR — Risk / Return Rank

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

NBSD

NBSD Risk / Return Rank: 81
NBSD Sharpe Ratio Rank: 76
NBSD Sortino Ratio Rank: 75
NBSD Omega Ratio Rank: 91
NBSD Calmar Ratio Rank: 69
NBSD Martin Ratio Rank: 93

LDUR

LDUR Risk / Return Rank: 95
LDUR Sharpe Ratio Rank: 94
LDUR Sortino Ratio Rank: 96
LDUR Omega Ratio Rank: 94
LDUR Calmar Ratio Rank: 93
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.

NBSD vs. LDUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Short Duration Income ETF (NBSD) 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.

	NBSD	LDUR	Difference
Sharpe ratio Return per unit of total volatility	1.43	2.32	-0.89
Sortino ratio Return per unit of downside risk	1.96	3.50	-1.54
Omega ratio Gain probability vs. loss probability	1.40	1.46	-0.06
Calmar ratio Return relative to maximum drawdown	1.82	3.69	-1.86
Martin ratio Return relative to average drawdown	14.11	17.57	-3.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NBSD vs. LDUR - Sharpe Ratio Comparison

The current NBSD Sharpe Ratio is 1.43, which is lower than the LDUR Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of NBSD and LDUR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NBSD	LDUR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	2.32	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.07	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.04	0.86	+1.18

Correlation

The correlation between NBSD and LDUR is 0.43, 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

NBSD vs. LDUR - Dividend Comparison

NBSD's dividend yield for the trailing twelve months is around 4.90%, more than LDUR's 4.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NBSD Neuberger Berman Short Duration Income ETF	4.90%	5.06%	2.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LDUR PIMCO Enhanced Low Duration Active ETF	4.43%	4.60%	4.77%	4.11%	2.22%	0.90%	2.15%	3.14%	2.66%	2.08%	1.85%	2.92%

Drawdowns

NBSD vs. LDUR - Drawdown Comparison

The maximum NBSD drawdown since its inception was -2.63%, smaller than the maximum LDUR drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for NBSD and LDUR.

Drawdown Indicators

	NBSD	LDUR	Difference
Max Drawdown Largest peak-to-trough decline	-2.63%	-8.68%	+6.05%
Max Drawdown (1Y) Largest decline over 1 year	-2.55%	-1.17%	-1.38%
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	-0.62%	-0.44%	-0.18%
Average Drawdown Average peak-to-trough decline	-0.24%	-0.86%	+0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	0.25%	+0.09%

Volatility

NBSD vs. LDUR - Volatility Comparison

The current volatility for Neuberger Berman Short Duration Income ETF (NBSD) is 0.70%, while PIMCO Enhanced Low Duration Active ETF (LDUR) has a volatility of 0.75%. This indicates that NBSD experiences smaller price fluctuations and is considered to be less risky than LDUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NBSD	LDUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.70%	0.75%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	0.97%	1.12%	-0.15%
Volatility (1Y) Calculated over the trailing 1-year period	3.13%	1.86%	+1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.89%	2.02%	+0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.89%	2.79%	+0.10%