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WINC vs. WABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WINC and WABF is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

WINC vs. WABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Short Duration Income ETF (WINC) and Western Asset Bond ETF (WABF). The values are adjusted to include any dividend payments, if applicable.

7.00%8.00%9.00%10.00%11.00%12.00%NovemberDecember2025FebruaryMarchApril
12.28%
10.97%
WINC
WABF

Key characteristics

Sharpe Ratio

WINC:

3.21

WABF:

1.16

Sortino Ratio

WINC:

4.99

WABF:

1.68

Omega Ratio

WINC:

1.71

WABF:

1.20

Calmar Ratio

WINC:

3.84

WABF:

1.37

Martin Ratio

WINC:

22.38

WABF:

3.11

Ulcer Index

WINC:

0.30%

WABF:

2.36%

Daily Std Dev

WINC:

2.07%

WABF:

6.35%

Max Drawdown

WINC:

-17.36%

WABF:

-5.36%

Current Drawdown

WINC:

0.00%

WABF:

-1.76%

Returns By Period

In the year-to-date period, WINC achieves a 2.08% return, which is significantly lower than WABF's 2.56% return.


WINC

YTD

2.08%

1M

0.44%

6M

2.71%

1Y

6.73%

5Y*

3.71%

10Y*

N/A

WABF

YTD

2.56%

1M

0.44%

6M

1.79%

1Y

7.71%

5Y*

N/A

10Y*

N/A

*Annualized

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WINC vs. WABF - Expense Ratio Comparison

WINC has a 0.29% expense ratio, which is lower than WABF's 0.35% expense ratio.


Expense ratio chart for WABF: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WABF: 0.35%
Expense ratio chart for WINC: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WINC: 0.29%

Risk-Adjusted Performance

WINC vs. WABF — Risk-Adjusted Performance Rank

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

WINC
The Risk-Adjusted Performance Rank of WINC is 9898
Overall Rank
The Sharpe Ratio Rank of WINC is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of WINC is 9898
Sortino Ratio Rank
The Omega Ratio Rank of WINC is 9898
Omega Ratio Rank
The Calmar Ratio Rank of WINC is 9696
Calmar Ratio Rank
The Martin Ratio Rank of WINC is 9898
Martin Ratio Rank

WABF
The Risk-Adjusted Performance Rank of WABF is 8282
Overall Rank
The Sharpe Ratio Rank of WABF is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of WABF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of WABF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of WABF is 8888
Calmar Ratio Rank
The Martin Ratio Rank of WABF is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WINC vs. WABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Short Duration Income ETF (WINC) and Western Asset Bond ETF (WABF). 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.


The chart of Sharpe ratio for WINC, currently valued at 3.21, compared to the broader market-1.000.001.002.003.004.00
WINC: 3.21
WABF: 1.16
The chart of Sortino ratio for WINC, currently valued at 4.99, compared to the broader market-2.000.002.004.006.008.00
WINC: 4.99
WABF: 1.68
The chart of Omega ratio for WINC, currently valued at 1.71, compared to the broader market0.501.001.502.002.50
WINC: 1.71
WABF: 1.20
The chart of Calmar ratio for WINC, currently valued at 6.68, compared to the broader market0.002.004.006.008.0010.0012.00
WINC: 6.68
WABF: 1.37
The chart of Martin ratio for WINC, currently valued at 22.38, compared to the broader market0.0020.0040.0060.00
WINC: 22.38
WABF: 3.11

The current WINC Sharpe Ratio is 3.21, which is higher than the WABF Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of WINC and WABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.21
1.16
WINC
WABF

Dividends

WINC vs. WABF - Dividend Comparison

WINC's dividend yield for the trailing twelve months is around 4.82%, less than WABF's 6.62% yield.


TTM202420232022202120202019
WINC
Western Asset Short Duration Income ETF
4.82%4.92%4.35%2.49%1.95%3.90%3.72%
WABF
Western Asset Bond ETF
6.62%6.25%1.46%0.00%0.00%0.00%0.00%

Drawdowns

WINC vs. WABF - Drawdown Comparison

The maximum WINC drawdown since its inception was -17.36%, which is greater than WABF's maximum drawdown of -5.36%. Use the drawdown chart below to compare losses from any high point for WINC and WABF. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril0
-1.76%
WINC
WABF

Volatility

WINC vs. WABF - Volatility Comparison

The current volatility for Western Asset Short Duration Income ETF (WINC) is 1.10%, while Western Asset Bond ETF (WABF) has a volatility of 2.91%. This indicates that WINC experiences smaller price fluctuations and is considered to be less risky than WABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
1.10%
2.91%
WINC
WABF