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UCRD vs. SPSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCRD vs. SPSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares ESG Corporate Bond ETF (UCRD) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). The values are adjusted to include any dividend payments, if applicable.

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UCRD vs. SPSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UCRD
VictoryShares ESG Corporate Bond ETF
-0.35%7.90%2.68%9.27%-17.13%0.30%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
0.32%5.86%5.25%5.60%-3.31%-0.43%

Returns By Period

In the year-to-date period, UCRD achieves a -0.35% return, which is significantly lower than SPSB's 0.32% return.


UCRD

1D
-0.10%
1M
-1.58%
YTD
-0.35%
6M
0.18%
1Y
4.80%
3Y*
5.06%
5Y*
10Y*

SPSB

1D
0.04%
1M
-0.35%
YTD
0.32%
6M
1.39%
1Y
4.49%
3Y*
5.19%
5Y*
2.65%
10Y*
2.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCRD vs. SPSB - Expense Ratio Comparison

UCRD has a 0.40% expense ratio, which is higher than SPSB's 0.07% expense ratio.


Return for Risk

UCRD vs. SPSB — Risk / Return Rank

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

UCRD
UCRD Risk / Return Rank: 4646
Overall Rank
UCRD Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
UCRD Sortino Ratio Rank: 4343
Sortino Ratio Rank
UCRD Omega Ratio Rank: 4141
Omega Ratio Rank
UCRD Calmar Ratio Rank: 5555
Calmar Ratio Rank
UCRD Martin Ratio Rank: 4545
Martin Ratio Rank

SPSB
SPSB Risk / Return Rank: 9797
Overall Rank
SPSB Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SPSB Sortino Ratio Rank: 9898
Sortino Ratio Rank
SPSB Omega Ratio Rank: 9898
Omega Ratio Rank
SPSB Calmar Ratio Rank: 9797
Calmar Ratio Rank
SPSB Martin Ratio Rank: 9797
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.

UCRD vs. SPSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares ESG Corporate Bond ETF (UCRD) and SPDR Portfolio Short Term Corporate Bond ETF (SPSB). 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.


UCRDSPSBDifference

Sharpe ratio

Return per unit of total volatility

0.93

3.01

-2.07

Sortino ratio

Return per unit of downside risk

1.30

4.62

-3.33

Omega ratio

Gain probability vs. loss probability

1.17

1.68

-0.50

Calmar ratio

Return relative to maximum drawdown

1.60

5.19

-3.60

Martin ratio

Return relative to average drawdown

5.02

21.29

-16.28

UCRD vs. SPSB - Sharpe Ratio Comparison

The current UCRD Sharpe Ratio is 0.93, which is lower than the SPSB Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of UCRD and SPSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UCRDSPSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

3.01

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.86

-0.86

Correlation

The correlation between UCRD and SPSB is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UCRD vs. SPSB - Dividend Comparison

UCRD's dividend yield for the trailing twelve months is around 4.16%, less than SPSB's 4.45% yield.


TTM20252024202320222021202020192018201720162015
UCRD
VictoryShares ESG Corporate Bond ETF
4.16%4.05%4.00%3.56%2.72%0.54%0.00%0.00%0.00%0.00%0.00%0.00%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
4.45%4.55%4.85%4.05%1.92%1.19%1.94%2.77%2.36%1.94%1.65%1.43%

Drawdowns

UCRD vs. SPSB - Drawdown Comparison

The maximum UCRD drawdown since its inception was -22.37%, which is greater than SPSB's maximum drawdown of -11.75%. Use the drawdown chart below to compare losses from any high point for UCRD and SPSB.


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Drawdown Indicators


UCRDSPSBDifference

Max Drawdown

Largest peak-to-trough decline

-22.37%

-11.75%

-10.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-0.87%

-2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-5.96%

Max Drawdown (10Y)

Largest decline over 10 years

-11.75%

Current Drawdown

Current decline from peak

-1.98%

-0.43%

-1.55%

Average Drawdown

Average peak-to-trough decline

-8.68%

-0.55%

-8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.21%

+0.80%

Volatility

UCRD vs. SPSB - Volatility Comparison

VictoryShares ESG Corporate Bond ETF (UCRD) has a higher volatility of 2.13% compared to SPDR Portfolio Short Term Corporate Bond ETF (SPSB) at 0.65%. This indicates that UCRD's price experiences larger fluctuations and is considered to be riskier than SPSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCRDSPSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

0.65%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

0.87%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.16%

1.50%

+3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.65%

1.97%

+5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

3.05%

+4.60%