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WSDB vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSDB vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Short Duration Bond ETF (WSDB) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WSDB

1D
0.14%
1M
0.27%
6M
YTD
1Y
3Y*
5Y*
10Y*

BSV

1D
0.13%
1M
0.10%
6M
0.53%
YTD
0.59%
1Y
3.51%
3Y*
4.54%
5Y*
1.70%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSDB vs. BSV - Yearly Performance Comparison


Correlation

The correlation between WSDB and BSV is 0.74, 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 Apr 1, 2026

0.74

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Return for Risk

WSDB vs. BSV — Risk / Return Rank

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

WSDB

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


BSV
BSV Risk / Return Rank: 7474
Overall Rank
BSV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 8484
Sortino Ratio Rank
BSV Omega Ratio Rank: 7979
Omega Ratio Rank
BSV Calmar Ratio Rank: 6868
Calmar Ratio Rank
BSV Martin Ratio Rank: 6262
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.

WSDB vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Short Duration Bond ETF (WSDB) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


WSDBBSVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.74

Martin ratioReturn relative to average drawdown

8.81

WSDB vs. BSV - Sharpe Ratio Comparison


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Drawdowns

WSDB vs. BSV - Drawdown Comparison

The maximum WSDB drawdown since its inception was -0.56%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for WSDB and BSV.


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Drawdown Indicators


WSDBBSVDifference

Max Drawdown

Largest peak-to-trough decline

-0.56%

-8.54%

+7.98%

Max Drawdown (1Y)

Largest decline over 1 year

-1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-8.54%

Current Drawdown

Current decline from peak

-0.10%

-0.33%

+0.23%

Average Drawdown

Average peak-to-trough decline

-0.15%

-0.97%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

Volatility

WSDB vs. BSV - Volatility Comparison


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Volatility by Period


WSDBBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

1.84%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.50%

2.74%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.50%

2.38%

-0.88%

WSDB vs. BSV - Expense Ratio Comparison

WSDB has a 0.45% expense ratio, which is higher than BSV's 0.03% expense ratio.


Dividends

WSDB vs. BSV - Dividend Comparison

WSDB's dividend yield for the trailing twelve months is around 0.80%, less than BSV's 4.01% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.01%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
WSDB
Weitz Short Duration Bond ETF
0.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WSDB and BSV have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSV is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSV is cheaper with a 0.03% expense ratio, compared with 0.45% for WSDB.

BSV has the higher dividend yield at 4.01%, compared with 0.80% for WSDB.

They also come from different issuers: Weitz and Vanguard. Their fees differ too: 0.45% for WSDB and 0.03% for BSV.

Portfolio Optimizer

Find the right allocation for WSDB and BSV

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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