SBND vs. EQIN

Last updated Jun 5, 2026

SBND (Columbia Short Duration Bond ETF) and EQIN (Columbia U.S. Equity Income ETF) are both exchange-traded funds - SBND is a Short-Term Bond fund tracking the Bloomberg Beta Advantage Short Term Bond (-300%), while EQIN is a Large Cap Value Equities fund actively managed by Columbia. SBND is passively managed, while EQIN is actively managed. Over the past 3 years, SBND returned 6.04%/yr vs 15.46%/yr for EQIN. At a 0.30 correlation, their price movements are largely independent. SBND charges 0.25%/yr vs 0.35%/yr for EQIN.

Performance

SBND vs. EQIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Short Duration Bond ETF (SBND) and Columbia U.S. Equity Income ETF (EQIN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SBND achieves a 0.91% return, which is significantly lower than EQIN's 9.04% return.

SBND

• 1D: 0.00%
• 1M: 0.28%
• YTD: 0.91%
• 6M: 1.54%
• 1Y: 5.45%
• 3Y*: 6.04%
• 5Y*: —
• 10Y*: —

EQIN

• 1D: 1.02%
• 1M: 2.71%
• YTD: 9.04%
• 6M: 9.92%
• 1Y: 19.10%
• 3Y*: 15.46%
• 5Y*: 9.50%
• 10Y*: —

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

SBND vs. EQIN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SBND Columbia Short Duration Bond ETF	0.91%	7.50%	4.83%	7.20%	-7.24%	-0.68%
EQIN Columbia U.S. Equity Income ETF	9.04%	9.37%	13.82%	11.58%	0.66%	9.72%

Correlation

The correlation between SBND and EQIN is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021	0.30

SBND vs. EQIN - Sectors Allocation Comparison

Sectors	SBND	EQIN
Financial Services	9.2%	27.1%
Basic Materials	-	2.2%
Communication Services	-	6.2%
Consumer Cyclical	-	7.8%
Consumer Defensive	-	11.7%
Energy	-	13.3%
Healthcare	-	5.1%
Industrials	-	13.1%
Real Estate	-	-
Technology	-	9.7%
Utilities	-	3.7%

Return for Risk

SBND vs. EQIN — Risk / Return Rank

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

SBND

SBND Risk / Return Rank: 73
SBND Sharpe Ratio Rank: 69
SBND Sortino Ratio Rank: 79
SBND Omega Ratio Rank: 77
SBND Calmar Ratio Rank: 65
SBND Martin Ratio Rank: 73

EQIN

EQIN Risk / Return Rank: 60
EQIN Sharpe Ratio Rank: 55
EQIN Sortino Ratio Rank: 59
EQIN Omega Ratio Rank: 53
EQIN Calmar Ratio Rank: 72
EQIN Martin Ratio Rank: 60

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.

SBND vs. EQIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Short Duration Bond ETF (SBND) and Columbia U.S. Equity Income ETF (EQIN). 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.

	SBND	EQIN	Difference
Sharpe ratio: Return per unit of total volatility	2.24	1.86	+0.38
Sortino ratio: Return per unit of downside risk	3.48	2.73	+0.75
Omega ratio: Gain probability vs. loss probability	1.45	1.33	+0.13
Calmar ratio: Return relative to maximum drawdown	3.20	3.55	-0.34
Martin ratio: Return relative to average drawdown	13.43	10.56	+2.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBND vs. EQIN - Sharpe Ratio Comparison

The current SBND Sharpe Ratio is 2.24, which is comparable to the EQIN Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SBND and EQIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SBND	EQIN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	1.86	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.67	+0.03

Drawdowns

SBND vs. EQIN - Drawdown Comparison

The maximum SBND drawdown since its inception was -10.78%, smaller than the maximum EQIN drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for SBND and EQIN.

Drawdown Indicators

	SBND	EQIN	Difference
Max Drawdown Largest peak-to-trough decline	-10.78%	-42.16%	+31.38%
Max Drawdown (1Y) Largest decline over 1 year	-1.71%	-5.41%	+3.70%
Max Drawdown (3Y) Largest decline over 3 years	-1.71%	-12.05%	+10.34%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.51%	—
Current Drawdown Current decline from peak	-0.14%	0.00%	-0.14%
Average Drawdown Average peak-to-trough decline	-2.86%	-4.89%	+2.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.41%	1.81%	-1.40%

Volatility

SBND vs. EQIN - Volatility Comparison

The current volatility for Columbia Short Duration Bond ETF (SBND) is 0.58%, while Columbia U.S. Equity Income ETF (EQIN) has a volatility of 2.49%. This indicates that SBND experiences smaller price fluctuations and is considered to be less risky than EQIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBND	EQIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.58%	2.49%	-1.91%
Volatility (6M) Calculated over the trailing 6-month period	1.69%	7.68%	-5.99%
Volatility (1Y) Calculated over the trailing 1-year period	2.47%	10.35%	-7.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.61%	14.67%	-11.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.61%	18.63%	-15.02%

SBND vs. EQIN - Expense Ratio Comparison

SBND has a 0.25% expense ratio, which is lower than EQIN's 0.35% expense ratio.

Dividends

SBND vs. EQIN - Dividend Comparison

SBND's dividend yield for the trailing twelve months is around 4.53%, more than EQIN's 1.89% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EQIN Columbia U.S. Equity Income ETF	1.89%	2.05%	4.34%	2.41%	2.71%	2.57%	2.54%	2.70%	7.81%	11.52%	2.44%
SBND Columbia Short Duration Bond ETF	4.53%	4.65%	4.58%	3.90%	2.80%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SBND and EQIN in my portfolio?

SBND and EQIN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SBND or EQIN?

EQIN has higher volatility (2.49%) compared to SBND (0.58%). In terms of maximum drawdown, SBND dropped -10.78% vs EQIN's -42.16%.

Which ETF is better, SBND or EQIN?

On 3-year performance, EQIN leads with 15.46% vs 6.04% for SBND. On fees, SBND is cheaper at 0.25% per year. On volatility, SBND has been the lower-risk option at 0.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SBND or EQIN?

Over the 3-year period, EQIN has performed better with a 15.46% return vs 6.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SBND or EQIN?

SBND is cheaper with a 0.25% expense ratio, compared with 0.35% for EQIN.

Which ETF pays a higher dividend yield, SBND or EQIN?

SBND has the higher dividend yield at 4.53%, compared with 1.89% for EQIN.

What is the main difference between SBND and EQIN?

SBND is categorized as Short-Term Bond, while EQIN is Large Cap Value Equities. Their fees differ too: 0.25% for SBND and 0.35% for EQIN.

Which has better risk-adjusted returns?

SBND currently has the higher Sharpe Ratio (2.24 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.