SDFI vs. DCRE

Last updated Jun 24, 2026

SDFI (AB Short Duration Income ETF) and DCRE (DoubleLine Commercial Real Estate ETF) are both Short-Term Bond funds. SDFI is passively managed, while DCRE is actively managed. Over the past year, SDFI returned 3.91% vs 4.41% for DCRE. At a 0.48 correlation, their price movements are largely independent. SDFI charges 0.30%/yr vs 0.40%/yr for DCRE.

Performance

SDFI vs. DCRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Short Duration Income ETF (SDFI) and DoubleLine Commercial Real Estate ETF (DCRE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SDFI achieves a 0.89% return, which is significantly lower than DCRE's 1.47% return.

SDFI

• 1D: 0.03%
• 1M: 0.20%
• YTD: 0.89%
• 6M: 1.13%
• 1Y: 3.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DCRE

• 1D: 0.00%
• 1M: 0.30%
• YTD: 1.47%
• 6M: 1.60%
• 1Y: 4.41%
• 3Y*: 6.09%
• 5Y*: —
• 10Y*: —

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

SDFI vs. DCRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SDFI AB Short Duration Income ETF	0.89%	6.39%	3.73%
DCRE DoubleLine Commercial Real Estate ETF	1.47%	5.86%	3.85%

Correlation

The correlation between SDFI and DCRE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jun 10, 2024	0.48

Return for Risk

SDFI vs. DCRE — Risk / Return Rank

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

SDFI

SDFI Risk / Return Rank: 71
SDFI Sharpe Ratio Rank: 65
SDFI Sortino Ratio Rank: 69
SDFI Omega Ratio Rank: 71
SDFI Calmar Ratio Rank: 72
SDFI Martin Ratio Rank: 77

DCRE

DCRE Risk / Return Rank: 95
DCRE Sharpe Ratio Rank: 96
DCRE Sortino Ratio Rank: 97
DCRE Omega Ratio Rank: 97
DCRE Calmar Ratio Rank: 94
DCRE Martin Ratio Rank: 93

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.

SDFI vs. DCRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Short Duration Income ETF (SDFI) and DoubleLine Commercial Real Estate ETF (DCRE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SDFI	DCRE	Difference
Sharpe ratio: Return per unit of total volatility	1.92	3.82	-1.90
Sortino ratio: Return per unit of downside risk	2.82	6.49	-3.66
Omega ratio: Gain probability vs. loss probability	1.38	1.85	-0.48
Calmar ratio: Return relative to maximum drawdown	3.27	6.50	-3.23
Martin ratio: Return relative to average drawdown	13.25	23.58	-10.34

SDFI vs. DCRE - Sharpe Ratio Comparison

The current SDFI Sharpe Ratio is 1.92, which is lower than the DCRE Sharpe Ratio of 3.82. The chart below compares the historical Sharpe Ratios of SDFI and DCRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SDFI vs. DCRE - Drawdown Comparison

The maximum SDFI drawdown since its inception was -1.21%, which is greater than DCRE's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for SDFI and DCRE.

Drawdown Indicators

	SDFI	DCRE	Difference
Max Drawdown Largest peak-to-trough decline	-1.21%	-0.84%	-0.37%
Max Drawdown (1Y) Largest decline over 1 year	-1.20%	-0.68%	-0.52%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.84%	—
Current Drawdown Current decline from peak	-0.20%	-0.17%	-0.03%
Average Drawdown Average peak-to-trough decline	-0.22%	-0.11%	-0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.30%	0.19%	+0.11%

Volatility

SDFI vs. DCRE - Volatility Comparison

AB Short Duration Income ETF (SDFI) has a higher volatility of 0.61% compared to DoubleLine Commercial Real Estate ETF (DCRE) at 0.36%. This indicates that SDFI's price experiences larger fluctuations and is considered to be riskier than DCRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDFI	DCRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.61%	0.36%	+0.25%
Volatility (6M) Calculated over the trailing 6-month period	1.39%	0.91%	+0.48%
Volatility (1Y) Calculated over the trailing 1-year period	2.05%	1.16%	+0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.48%	1.58%	+0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.48%	1.58%	+0.90%

SDFI vs. DCRE - Expense Ratio Comparison

SDFI has a 0.30% expense ratio, which is lower than DCRE's 0.40% expense ratio.

Dividends

SDFI vs. DCRE - Dividend Comparison

SDFI's dividend yield for the trailing twelve months is around 4.61%, less than DCRE's 4.75% yield.

Position	TTM	2025	2024	2023
DCRE DoubleLine Commercial Real Estate ETF	4.75%	4.84%	5.52%	3.47%
SDFI AB Short Duration Income ETF	4.61%	4.66%	3.11%	0.00%

Frequently Asked Questions

Can I hold both SDFI and DCRE in my portfolio?

SDFI and DCRE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SDFI or DCRE?

SDFI has higher volatility (0.61%) compared to DCRE (0.36%). In terms of maximum drawdown, SDFI dropped -1.21% vs DCRE's -0.84%.

Which ETF is better, SDFI or DCRE?

On 1-year performance, DCRE leads with 4.41% vs 3.91% for SDFI. On fees, SDFI is cheaper at 0.30% per year. On volatility, DCRE has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SDFI or DCRE?

Over the 1-year period, DCRE has performed better with a 4.41% return vs 3.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SDFI or DCRE?

SDFI is cheaper with a 0.30% expense ratio, compared with 0.40% for DCRE.

Which ETF pays a higher dividend yield, SDFI or DCRE?

DCRE has the higher dividend yield at 4.75%, compared with 4.61% for SDFI.

What is the main difference between SDFI and DCRE?

They also come from different issuers: AllianceBernstein and DoubleLine. Their fees differ too: 0.30% for SDFI and 0.40% for DCRE.

Which has better risk-adjusted returns?

DCRE currently has the higher Sharpe Ratio (3.82 vs 1.92), 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.