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NEAR vs. DDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEAR vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Duration Bond Active ETF (NEAR) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEAR achieves a 0.75% return, which is significantly lower than DDV's 2.21% return.


NEAR

1D
0.02%
1M
0.17%
YTD
0.75%
6M
1.25%
1Y
4.14%
3Y*
5.63%
5Y*
3.86%
10Y*
2.85%

DDV

1D
-0.02%
1M
0.49%
YTD
2.21%
6M
2.67%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEAR vs. DDV - Yearly Performance Comparison


2026 (YTD)2025
NEAR
iShares Short Duration Bond Active ETF
0.75%0.83%
DDV
Defined Duration 5 ETF
2.21%0.71%

Correlation

The correlation between NEAR and DDV is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 14, 2025

0.63

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Return for Risk

NEAR vs. DDV — Risk / Return Rank

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

NEAR
NEAR Risk / Return Rank: 8787
Overall Rank
NEAR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9494
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9393
Omega Ratio Rank
NEAR Calmar Ratio Rank: 7474
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8383
Martin Ratio Rank

DDV
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.

NEAR vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration Bond Active ETF (NEAR) and Defined Duration 5 ETF (DDV). 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.


NEARDDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.64

Calmar ratioReturn relative to maximum drawdown

3.67

Martin ratioReturn relative to average drawdown

16.84

NEAR vs. DDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NEARDDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

2.04

-0.95

Drawdowns

NEAR vs. DDV - Drawdown Comparison

The maximum NEAR drawdown since its inception was -9.61%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for NEAR and DDV.


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Drawdown Indicators


NEARDDVDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

-1.92%

-7.69%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

Current Drawdown

Current decline from peak

-0.07%

-0.14%

+0.07%

Average Drawdown

Average peak-to-trough decline

-0.16%

-0.35%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

NEAR vs. DDV - Volatility Comparison


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Volatility by Period


NEARDDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

2.67%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.34%

2.67%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.50%

2.67%

-0.17%

NEAR vs. DDV - Expense Ratio Comparison

Both NEAR and DDV have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

NEAR vs. DDV - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.43%, more than DDV's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
DDV
Defined Duration 5 ETF
1.21%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEAR
iShares Short Duration Bond Active ETF
4.43%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%

Frequently Asked Questions


NEAR and DDV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

NEAR and DDV have the same expense ratio: 0.25% per year.

NEAR has the higher dividend yield at 4.43%, compared with 1.21% for DDV.

NEAR is categorized as Short-Term Bond, while DDV is Intermediate Core Bond. They also come from different issuers: iShares and Discipline Funds.

Portfolio Optimizer

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