SDSI vs. ZTWO
Compare and contrast key facts about American Century Short Duration Strategic Income ETF (SDSI) and F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO).
SDSI and ZTWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDSI is a passively managed fund by American Century that tracks the performance of the Bloomberg U.S. 1-3 Year Government/Credit Bond Index. It was launched on Oct 11, 2022. ZTWO is a passively managed fund by F/m that tracks the performance of the ICE 2-Year US Target Maturity Corporate Index - Benchmark TR Gross. It was launched on Jan 10, 2024. Both SDSI and ZTWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SDSI vs. ZTWO - Performance Comparison
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SDSI vs. ZTWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDSI American Century Short Duration Strategic Income ETF | 0.23% | 6.54% | 0.34% |
ZTWO F/M 2-Year Investment Grade Corporate Bond ETF | 0.29% | 5.49% | 0.36% |
Returns By Period
In the year-to-date period, SDSI achieves a 0.23% return, which is significantly lower than ZTWO's 0.29% return.
SDSI
- 1D
- -0.02%
- 1M
- -0.65%
- YTD
- 0.23%
- 6M
- 1.47%
- 1Y
- 4.92%
- 3Y*
- 5.45%
- 5Y*
- —
- 10Y*
- —
ZTWO
- 1D
- 0.03%
- 1M
- -0.39%
- YTD
- 0.29%
- 6M
- 1.28%
- 1Y
- 4.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SDSI vs. ZTWO - Expense Ratio Comparison
SDSI has a 0.33% expense ratio, which is higher than ZTWO's 0.15% expense ratio.
Return for Risk
SDSI vs. ZTWO — Risk / Return Rank
SDSI
ZTWO
SDSI vs. ZTWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income ETF (SDSI) and F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO). 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.
| SDSI | ZTWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 2.74 | -0.73 |
Sortino ratioReturn per unit of downside risk | 2.77 | 4.28 | -1.51 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.60 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.85 | 4.56 | -0.71 |
Martin ratioReturn relative to average drawdown | 16.05 | 20.63 | -4.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDSI | ZTWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.74 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.56 | 3.24 | -0.68 |
Correlation
The correlation between SDSI and ZTWO is 0.64, 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
SDSI vs. ZTWO - Dividend Comparison
SDSI's dividend yield for the trailing twelve months is around 4.54%, more than ZTWO's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SDSI American Century Short Duration Strategic Income ETF | 4.54% | 4.91% | 5.49% | 5.37% | 0.98% |
ZTWO F/M 2-Year Investment Grade Corporate Bond ETF | 4.19% | 4.31% | 0.39% | 0.00% | 0.00% |
Drawdowns
SDSI vs. ZTWO - Drawdown Comparison
The maximum SDSI drawdown since its inception was -1.29%, which is greater than ZTWO's maximum drawdown of -0.93%. Use the drawdown chart below to compare losses from any high point for SDSI and ZTWO.
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Drawdown Indicators
| SDSI | ZTWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.29% | -0.93% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -1.29% | -0.93% | -0.36% |
Current DrawdownCurrent decline from peak | -0.70% | -0.49% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -0.10% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 0.21% | +0.10% |
Volatility
SDSI vs. ZTWO - Volatility Comparison
American Century Short Duration Strategic Income ETF (SDSI) has a higher volatility of 0.79% compared to F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO) at 0.61%. This indicates that SDSI's price experiences larger fluctuations and is considered to be riskier than ZTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDSI | ZTWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 0.61% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.19% | 0.89% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.46% | 1.53% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.31% | 1.50% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.31% | 1.50% | +0.81% |