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NEAR vs. SDCP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEAR vs. SDCP - Performance Comparison

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

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NEAR vs. SDCP - Yearly Performance Comparison


2026 (YTD)202520242023
NEAR
iShares Short Duration Bond Active ETF
0.16%5.90%5.09%2.06%
SDCP
Virtus Newfleet Short Duration Core Plus Bond ETF
0.42%5.37%5.24%1.98%

Returns By Period

In the year-to-date period, NEAR achieves a 0.16% return, which is significantly lower than SDCP's 0.42% return.


NEAR

1D
0.19%
1M
-0.66%
YTD
0.16%
6M
1.39%
1Y
4.52%
3Y*
5.75%
5Y*
3.77%
10Y*
2.83%

SDCP

1D
0.21%
1M
-0.54%
YTD
0.42%
6M
1.66%
1Y
4.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEAR vs. SDCP - Expense Ratio Comparison

NEAR has a 0.25% expense ratio, which is lower than SDCP's 0.35% expense ratio.


Return for Risk

NEAR vs. SDCP — Risk / Return Rank

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

NEAR
NEAR Risk / Return Rank: 9696
Overall Rank
NEAR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9797
Omega Ratio Rank
NEAR Calmar Ratio Rank: 9595
Calmar Ratio Rank
NEAR Martin Ratio Rank: 9595
Martin Ratio Rank

SDCP
SDCP Risk / Return Rank: 9797
Overall Rank
SDCP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SDCP Sortino Ratio Rank: 9797
Sortino Ratio Rank
SDCP Omega Ratio Rank: 9797
Omega Ratio Rank
SDCP Calmar Ratio Rank: 9797
Calmar Ratio Rank
SDCP Martin Ratio Rank: 9696
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.

NEAR vs. SDCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration Bond Active ETF (NEAR) and Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP). 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.


NEARSDCPDifference

Sharpe ratio

Return per unit of total volatility

2.41

2.43

-0.02

Sortino ratio

Return per unit of downside risk

3.59

3.80

-0.21

Omega ratio

Gain probability vs. loss probability

1.56

1.58

-0.02

Calmar ratio

Return relative to maximum drawdown

3.92

5.22

-1.30

Martin ratio

Return relative to average drawdown

15.25

17.26

-2.01

NEAR vs. SDCP - Sharpe Ratio Comparison

The current NEAR Sharpe Ratio is 2.41, which is comparable to the SDCP Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of NEAR and SDCP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEARSDCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.43

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

2.65

-1.58

Correlation

The correlation between NEAR and SDCP is 0.45, 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

NEAR vs. SDCP - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.51%, less than SDCP's 5.27% yield.


TTM20252024202320222021202020192018201720162015
NEAR
iShares Short Duration Bond Active ETF
4.51%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%
SDCP
Virtus Newfleet Short Duration Core Plus Bond ETF
5.27%5.16%5.25%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NEAR vs. SDCP - Drawdown Comparison

The maximum NEAR drawdown since its inception was -9.61%, which is greater than SDCP's maximum drawdown of -1.00%. Use the drawdown chart below to compare losses from any high point for NEAR and SDCP.


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Drawdown Indicators


NEARSDCPDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

-1.00%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-1.16%

-0.82%

-0.34%

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

-0.66%

-0.54%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.16%

-0.18%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.25%

+0.05%

Volatility

NEAR vs. SDCP - Volatility Comparison

iShares Short Duration Bond Active ETF (NEAR) has a higher volatility of 0.62% compared to Virtus Newfleet Short Duration Core Plus Bond ETF (SDCP) at 0.40%. This indicates that NEAR's price experiences larger fluctuations and is considered to be riskier than SDCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEARSDCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.40%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

0.93%

0.94%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

1.90%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.32%

2.10%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.49%

2.10%

+0.39%