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WMSB vs. DIAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WMSB vs. DIAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Multisector Bond ETF (WMSB) and Columbia Diversified Fixed Income Allocation ETF (DIAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WMSB achieves a 1.87% return, which is significantly higher than DIAL's 0.95% return.


WMSB

1D
0.08%
1M
0.65%
6M
1.63%
YTD
1.87%
1Y
3Y*
5Y*
10Y*

DIAL

1D
0.17%
1M
0.29%
6M
0.76%
YTD
0.95%
1Y
4.93%
3Y*
6.19%
5Y*
0.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMSB vs. DIAL - Yearly Performance Comparison


Correlation

The correlation between WMSB and DIAL is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.69

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Return for Risk

WMSB vs. DIAL — Risk / Return Rank

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

WMSB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DIAL
DIAL Risk / Return Rank: 4141
Overall Rank
DIAL Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
DIAL Sortino Ratio Rank: 4242
Sortino Ratio Rank
DIAL Omega Ratio Rank: 4040
Omega Ratio Rank
DIAL Calmar Ratio Rank: 3636
Calmar Ratio Rank
DIAL Martin Ratio Rank: 4343
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.

WMSB vs. DIAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Multisector Bond ETF (WMSB) and Columbia Diversified Fixed Income Allocation ETF (DIAL). 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.


WMSBDIALDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.48

Martin ratioReturn relative to average drawdown

5.62

WMSB vs. DIAL - Sharpe Ratio Comparison


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Drawdowns

WMSB vs. DIAL - Drawdown Comparison

The maximum WMSB drawdown since its inception was -1.89%, smaller than the maximum DIAL drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for WMSB and DIAL.


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Drawdown Indicators


WMSBDIALDifference

Max Drawdown

Largest peak-to-trough decline

-1.89%

-22.19%

+20.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-7.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Current Drawdown

Current decline from peak

-0.31%

-0.81%

+0.50%

Average Drawdown

Average peak-to-trough decline

-0.30%

-5.49%

+5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

WMSB vs. DIAL - Volatility Comparison


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Volatility by Period


WMSBDIALDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.79%

4.13%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

7.05%

-4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.79%

7.01%

-4.22%

WMSB vs. DIAL - Expense Ratio Comparison

WMSB has a 0.65% expense ratio, which is higher than DIAL's 0.29% expense ratio.


Dividends

WMSB vs. DIAL - Dividend Comparison

WMSB's dividend yield for the trailing twelve months is around 3.31%, less than DIAL's 5.08% yield.


PositionTTM202520242023202220212020201920182017
DIAL
Columbia Diversified Fixed Income Allocation ETF
5.08%4.81%4.67%3.77%3.47%2.46%2.61%3.27%3.56%0.65%
WMSB
Weitz Multisector Bond ETF
3.31%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WMSB and DIAL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DIAL is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DIAL is cheaper with a 0.29% expense ratio, compared with 0.65% for WMSB.

DIAL has the higher dividend yield at 5.08%, compared with 3.31% for WMSB.

They also come from different issuers: Weitz and Ameriprise Financial. Their fees differ too: 0.65% for WMSB and 0.29% for DIAL.

Portfolio Optimizer

Find the right allocation for WMSB and DIAL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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