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SDSI vs. BBSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDSI vs. BBSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Strategic Income ETF (SDSI) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDSI achieves a 1.35% return, which is significantly higher than BBSB's 0.39% return.


SDSI

1D
0.07%
1M
0.36%
YTD
1.35%
6M
1.54%
1Y
4.84%
3Y*
5.85%
5Y*
10Y*

BBSB

1D
-0.06%
1M
0.09%
YTD
0.39%
6M
0.51%
1Y
3.03%
3Y*
4.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDSI vs. BBSB - Yearly Performance Comparison


2026 (YTD)202520242023
SDSI
American Century Short Duration Strategic Income ETF
1.35%6.54%5.63%4.02%
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
0.39%5.12%4.00%2.56%

Correlation

The correlation between SDSI and BBSB is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

0.76

The correlation between SDSI and BBSB shifts across timeframes, from 0.65 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SDSI vs. BBSB — Risk / Return Rank

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

SDSI
SDSI Risk / Return Rank: 9191
Overall Rank
SDSI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SDSI Sortino Ratio Rank: 9494
Sortino Ratio Rank
SDSI Omega Ratio Rank: 9393
Omega Ratio Rank
SDSI Calmar Ratio Rank: 8383
Calmar Ratio Rank
SDSI Martin Ratio Rank: 9090
Martin Ratio Rank

BBSB
BBSB Risk / Return Rank: 8080
Overall Rank
BBSB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BBSB Sortino Ratio Rank: 9090
Sortino Ratio Rank
BBSB Omega Ratio Rank: 8484
Omega Ratio Rank
BBSB Calmar Ratio Rank: 7373
Calmar Ratio Rank
BBSB Martin Ratio Rank: 7777
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.

SDSI vs. BBSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) and JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB). 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.


SDSIBBSBDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.61

1.49

+0.12

Calmar ratioReturn relative to maximum drawdown

4.15

3.56

+0.60

Martin ratioReturn relative to average drawdown

19.56

14.24

+5.32

SDSI vs. BBSB - Sharpe Ratio Comparison

The current SDSI Sharpe Ratio is 3.03, which is comparable to the BBSB Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SDSI and BBSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SDSI vs. BBSB - Drawdown Comparison

The maximum SDSI drawdown since its inception was -1.29%, smaller than the maximum BBSB drawdown of -1.57%. Use the drawdown chart below to compare losses from any high point for SDSI and BBSB.


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Drawdown Indicators


SDSIBBSBDifference

Max Drawdown

Largest peak-to-trough decline

-1.29%

-1.57%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-0.86%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-1.29%

-0.96%

-0.33%

Current Drawdown

Current decline from peak

-0.07%

-0.33%

+0.26%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.31%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

0.21%

+0.04%

Volatility

SDSI vs. BBSB - Volatility Comparison

American Century Short Duration Strategic Income ETF (SDSI) has a higher volatility of 0.49% compared to JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) at 0.41%. This indicates that SDSI's price experiences larger fluctuations and is considered to be riskier than BBSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDSIBBSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.41%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

0.90%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

1.61%

1.28%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.27%

1.66%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.27%

1.66%

+0.61%

SDSI vs. BBSB - Expense Ratio Comparison

SDSI has a 0.33% expense ratio, which is higher than BBSB's 0.04% expense ratio.


Dividends

SDSI vs. BBSB - Dividend Comparison

SDSI's dividend yield for the trailing twelve months is around 4.78%, more than BBSB's 3.81% yield.


PositionTTM2025202420232022
BBSB
JPMorgan BetaBuilders U.S. Treasury Bond 1-3 Year ETF
3.81%3.69%4.84%3.50%0.00%
SDSI
American Century Short Duration Strategic Income ETF
4.78%4.91%5.49%5.37%0.98%

Frequently Asked Questions


SDSI and BBSB have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDSI has higher volatility (0.49%) compared to BBSB (0.41%). In terms of maximum drawdown, SDSI dropped -1.29% vs BBSB's -1.57%.

On 3-year performance, SDSI leads with 5.85% vs 4.17% for BBSB. On fees, BBSB is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SDSI has performed better with a 5.85% return vs 4.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBSB is cheaper with a 0.04% expense ratio, compared with 0.33% for SDSI.

SDSI has the higher dividend yield at 4.78%, compared with 3.81% for BBSB.

SDSI is categorized as Short-Term Bond, while BBSB is Government Bonds. SDSI tracks Bloomberg U.S. 1-3 Year Government/Credit Bond Index, while BBSB tracks ICE U.S. Treasury 1-3 Year Bond Index. They also come from different issuers: American Century and JPMorgan. Their fees differ too: 0.33% for SDSI and 0.04% for BBSB.

SDSI currently has the higher Sharpe Ratio (3.02 vs 2.39), 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.

Portfolio Optimizer

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