WSDB vs. FLDR

Last updated Jul 16, 2026

WSDB (Weitz Short Duration Bond ETF) and FLDR (Fidelity Low Duration Bond Factor ETF) are both Short-Term Bond funds. WSDB is actively managed, while FLDR is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. WSDB charges 0.45%/yr vs 0.15%/yr for FLDR.

Performance

WSDB vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Short Duration Bond ETF (WSDB) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WSDB

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

FLDR

• 1D: 0.00%
• 1M: 0.25%
• 6M: 1.72%
• YTD: 1.83%
• 1Y: 4.51%
• 3Y*: 5.28%
• 5Y*: 3.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WSDB vs. FLDR - Yearly Performance Comparison

	2026 (YTD)
WSDB Weitz Short Duration Bond ETF	0.68%
FLDR Fidelity Low Duration Bond Factor ETF	1.17%

Correlation

The correlation between WSDB and FLDR is 0.67, 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	0.67

Return for Risk

WSDB vs. FLDR — 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.

FLDR

FLDR Risk / Return Rank: 98
FLDR Sharpe Ratio Rank: 99
FLDR Sortino Ratio Rank: 99
FLDR Omega Ratio Rank: 99
FLDR Calmar Ratio Rank: 98
FLDR Martin Ratio Rank: 98

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. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Short Duration Bond ETF (WSDB) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.

	WSDB	FLDR	Difference
Sharpe ratio: Return per unit of total volatility	—	5.68	—
Sortino ratio: Return per unit of downside risk	—	9.41	—
Omega ratio: Gain probability vs. loss probability	—	2.63	—
Calmar ratio: Return relative to maximum drawdown	—	9.69	—
Martin ratio: Return relative to average drawdown	—	65.87	—

Drawdowns

WSDB vs. FLDR - Drawdown Comparison

The maximum WSDB drawdown since its inception was -0.56%, smaller than the maximum FLDR drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for WSDB and FLDR.

Drawdown Indicators

	WSDB	FLDR	Difference
Max Drawdown Largest peak-to-trough decline	-0.56%	-12.23%	+11.67%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.47%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-0.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-2.33%	—
Current Drawdown Current decline from peak	-0.10%	-0.03%	-0.07%
Average Drawdown Average peak-to-trough decline	-0.15%	-0.35%	+0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.07%	—

Volatility

Volatility by Period

	WSDB	FLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.50%	0.80%	+0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.50%	1.21%	+0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.50%	5.23%	-3.73%

WSDB vs. FLDR - Expense Ratio Comparison

WSDB has a 0.45% expense ratio, which is higher than FLDR's 0.15% expense ratio.

Dividends

WSDB vs. FLDR - Dividend Comparison

WSDB's dividend yield for the trailing twelve months is around 0.80%, less than FLDR's 4.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FLDR Fidelity Low Duration Bond Factor ETF	4.33%	4.66%	5.50%	5.28%	2.09%	0.51%	1.22%	2.69%	1.38%
WSDB Weitz Short Duration Bond ETF	0.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WSDB and FLDR in my portfolio?

WSDB and FLDR have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WSDB or FLDR?

On fees, FLDR is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WSDB or FLDR?

FLDR is cheaper with a 0.15% expense ratio, compared with 0.45% for WSDB.

Which ETF pays a higher dividend yield, WSDB or FLDR?

FLDR has the higher dividend yield at 4.33%, compared with 0.80% for WSDB.

What is the main difference between WSDB and FLDR?

They also come from different issuers: Weitz and Fidelity. Their fees differ too: 0.45% for WSDB and 0.15% for FLDR.