SDSI vs. SBND
SDSI (American Century Short Duration Strategic Income ETF) and SBND (Columbia Short Duration Bond ETF) are both Short-Term Bond funds - SDSI tracks the Bloomberg U.S. 1-3 Year Government/Credit Bond Index while SBND tracks the Bloomberg Beta Advantage Short Term Bond (-300%). Both are passively managed. Over the past 3 years, SDSI returned 5.77%/yr vs 6.04%/yr for SBND. Their 0.73 correlation means they have sometimes moved together and sometimes differently. SDSI charges 0.33%/yr vs 0.25%/yr for SBND.
Performance
SDSI vs. SBND - Performance Comparison
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Returns By Period
In the year-to-date period, SDSI achieves a 1.88% return, which is significantly higher than SBND's 1.56% return.
SDSI
- 1D
- 0.19%
- 1M
- 0.27%
- 6M
- 1.41%
- YTD
- 1.88%
- 1Y
- 4.28%
- 3Y*
- 5.77%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.77%
SBND
- 1D
- 0.48%
- 1M
- 0.40%
- 6M
- 1.27%
- YTD
- 1.56%
- 1Y
- 4.11%
- 3Y*
- 6.04%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.26M | $2.69M | $1.63M | |
| $1.91M | $1.47M | $1.25M |
SDSI vs. SBND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDSI American Century Short Duration Strategic Income ETF | 1.88% | 6.54% | 5.63% | 5.88% | 1.99% |
SBND Columbia Short Duration Bond ETF | 1.56% | 7.50% | 4.83% | 7.20% | 2.42% |
Correlation
The correlation between SDSI and SBND is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2022 | 0.73 |
The correlation between SDSI and SBND shifts across timeframes, from 0.61 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SDSI vs. SBND — Risk / Return Rank
SDSI
SBND
SDSI vs. SBND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) and Columbia Short Duration Bond ETF (SBND). 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.
| SDSI | SBND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.34 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 2.42 | +1.26 |
| Martin ratioReturn relative to average drawdown | 17.03 | 9.97 | +7.05 |
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Drawdowns
SDSI vs. SBND - Drawdown Comparison
The maximum SDSI drawdown since its inception was -1.29%, smaller than the maximum SBND drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for SDSI and SBND.
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Drawdown Indicators
| SDSI | SBND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.29% | -10.78% | +9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -1.71% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -1.29% | -1.71% | +0.42% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -2.77% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 0.41% | -0.16% |
Volatility
SDSI vs. SBND - Volatility Comparison
The current volatility for American Century Short Duration Strategic Income ETF (SDSI) is 0.45%, while Columbia Short Duration Bond ETF (SBND) has a volatility of 0.75%. This indicates that SDSI experiences smaller price fluctuations and is considered to be less risky than SBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDSI | SBND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.45% | 0.75% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 1.22% | 1.82% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.58% | 2.44% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.25% | 3.58% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.25% | 3.58% | -1.33% |
SDSI vs. SBND - Expense Ratio Comparison
SDSI has a 0.33% expense ratio, which is higher than SBND's 0.25% expense ratio.
Dividends
SDSI vs. SBND - Dividend Comparison
SDSI's dividend yield for the trailing twelve months is around 4.32%, less than SBND's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SBND Columbia Short Duration Bond ETF | 4.54% | 4.65% | 4.58% | 3.90% | 2.80% | 0.43% |
SDSI American Century Short Duration Strategic Income ETF | 4.32% | 4.91% | 5.49% | 5.37% | 0.98% | 0.00% |
Frequently Asked Questions
SDSI and SBND have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBND has higher volatility (0.75%) compared to SDSI (0.45%). In terms of maximum drawdown, SDSI dropped -1.29% vs SBND's -10.78%.
On 3-year performance, SBND leads with 6.04% vs 5.77% for SDSI. On fees, SBND is cheaper at 0.25% per year. On volatility, SDSI has been the lower-risk option at 0.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SBND has performed better with a 6.04% return vs 5.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SBND is cheaper with a 0.25% expense ratio, compared with 0.33% for SDSI.
SBND has the higher dividend yield at 4.54%, compared with 4.32% for SDSI.
SDSI tracks Bloomberg U.S. 1-3 Year Government/Credit Bond Index, while SBND tracks Bloomberg Beta Advantage Short Term Bond (-300%). They also come from different issuers: American Century and Columbia. Their fees differ too: 0.33% for SDSI and 0.25% for SBND.
SDSI currently has the higher Sharpe Ratio (2.73 vs 1.70), 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.
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