SJLD vs. ISTB
SJLD (SanJac Alpha Low Duration ETF) and ISTB (iShares Core 1-5 Year USD Bond ETF) are both Short-Term Bond funds. SJLD is actively managed, while ISTB is passively managed. Over the past year, SJLD returned 4.58% vs 3.65% for ISTB. At a 0.38 correlation, their price movements are largely independent. SJLD charges 0.35%/yr vs 0.06%/yr for ISTB.
Performance
SJLD vs. ISTB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SJLD achieves a 1.71% return, which is significantly higher than ISTB's 0.53% return.
SJLD
- 1D
- 0.00%
- 1M
- 0.18%
- YTD
- 1.71%
- 6M
- 1.76%
- 1Y
- 4.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISTB
- 1D
- 0.08%
- 1M
- 0.27%
- YTD
- 0.53%
- 6M
- 0.69%
- 1Y
- 3.65%
- 3Y*
- 5.01%
- 5Y*
- 1.91%
- 10Y*
- 2.24%
SJLD vs. ISTB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SJLD SanJac Alpha Low Duration ETF | 1.71% | 5.20% | 0.91% |
ISTB iShares Core 1-5 Year USD Bond ETF | 0.53% | 6.36% | -0.21% |
Correlation
The correlation between SJLD and ISTB is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SJLD vs. ISTB — Risk / Return Rank
SJLD
ISTB
SJLD vs. ISTB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SanJac Alpha Low Duration ETF (SJLD) and iShares Core 1-5 Year USD Bond ETF (ISTB). 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.
| SJLD | ISTB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.39 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.40 | 2.91 | +1.49 |
| Martin ratioReturn relative to average drawdown | 20.13 | 10.69 | +9.44 |
Loading charts...
Drawdowns
SJLD vs. ISTB - Drawdown Comparison
The maximum SJLD drawdown since its inception was -1.04%, smaller than the maximum ISTB drawdown of -9.34%. Use the drawdown chart below to compare losses from any high point for SJLD and ISTB.
Loading charts...
Drawdown Indicators
| SJLD | ISTB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.04% | -9.34% | +8.30% |
Max Drawdown (1Y)Largest decline over 1 year | -1.04% | -1.26% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.34% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.34% | — |
Current DrawdownCurrent decline from peak | -0.16% | -0.38% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -0.12% | -1.22% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 0.34% | -0.11% |
Volatility
SJLD vs. ISTB - Volatility Comparison
The current volatility for SanJac Alpha Low Duration ETF (SJLD) is 0.29%, while iShares Core 1-5 Year USD Bond ETF (ISTB) has a volatility of 0.64%. This indicates that SJLD experiences smaller price fluctuations and is considered to be less risky than ISTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SJLD | ISTB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.29% | 0.64% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.16% | 1.36% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.98% | 1.79% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.93% | 2.80% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.93% | 2.51% | -0.58% |
SJLD vs. ISTB - Expense Ratio Comparison
SJLD has a 0.35% expense ratio, which is higher than ISTB's 0.06% expense ratio.
Dividends
SJLD vs. ISTB - Dividend Comparison
SJLD's dividend yield for the trailing twelve months is around 4.43%, more than ISTB's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISTB iShares Core 1-5 Year USD Bond ETF | 4.25% | 4.12% | 3.83% | 2.97% | 2.01% | 1.69% | 2.20% | 2.75% | 2.57% | 2.06% | 1.90% | 1.58% |
SJLD SanJac Alpha Low Duration ETF | 4.43% | 3.74% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SJLD and ISTB have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISTB has higher volatility (0.64%) compared to SJLD (0.29%). In terms of maximum drawdown, SJLD dropped -1.04% vs ISTB's -9.34%.
On 1-year performance, SJLD leads with 4.58% vs 3.65% for ISTB. On fees, ISTB is cheaper at 0.06% per year. On volatility, SJLD has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SJLD has performed better with a 4.58% return vs 3.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISTB is cheaper with a 0.06% expense ratio, compared with 0.35% for SJLD.
SJLD has the higher dividend yield at 4.43%, compared with 4.25% for ISTB.
They also come from different issuers: SanJac Alpha and iShares. Their fees differ too: 0.35% for SJLD and 0.06% for ISTB.
SJLD currently has the higher Sharpe Ratio (2.35 vs 2.05), 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.
Find the right allocation for SJLD and ISTB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer