WSDB vs. SJLD

Last updated Aug 5, 2026

WSDB (Weitz Short Duration Bond ETF) and SJLD (SanJac Alpha Low Duration ETF) are both Short-Term Bond funds. Both are actively managed. Their 0.36 correlation means their historical movements had little consistent relationship. WSDB charges 0.45%/yr vs 0.35%/yr for SJLD.

Performance

WSDB vs. SJLD - Performance Comparison

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

Returns By Period

WSDB

• 1D: 0.11%
• 1M: 0.01%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

SJLD

• 1D: -0.02%
• 1M: 0.42%
• 6M: 2.24%
• YTD: 2.28%
• 1Y: 4.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.43%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SJLD SanJac Alpha Low Duration ETF	$937.10	$1.08K	$3.19K
WSDB Weitz Short Duration Bond ETF	$24.48K	$93.50K	$46.51K

WSDB vs. SJLD - Yearly Performance Comparison

	2026 (YTD)
WSDB Weitz Short Duration Bond ETF	0.59%
SJLD SanJac Alpha Low Duration ETF	1.86%

Correlation

The correlation between WSDB and SJLD is 0.36, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 1, 2026	0.36

Return for Risk

WSDB vs. SJLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.

SJLD

SJLD Risk / Return Rank: 93
SJLD Sharpe Ratio Rank: 93
SJLD Sortino Ratio Rank: 94
SJLD Omega Ratio Rank: 96
SJLD Calmar Ratio Rank: 88
SJLD Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WSDB vs. SJLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Short Duration Bond ETF (WSDB) and SanJac Alpha Low Duration ETF (SJLD). 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	SJLD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.63	—
Sortino ratio: Return per unit of downside risk	—	4.08	—
Omega ratio: Gain probability vs. loss probability	—	1.63	—
Calmar ratio: Return relative to maximum drawdown	—	3.97	—
Martin ratio: Return relative to average drawdown	—	19.22	—

Drawdowns

WSDB vs. SJLD - Drawdown Comparison

The maximum WSDB drawdown since its inception was -0.56%, smaller than the maximum SJLD drawdown of -1.04%. Use the drawdown chart below to compare losses from any high point for WSDB and SJLD.

Drawdown Indicators

	WSDB	SJLD	Difference
Max Drawdown Largest peak-to-trough decline	-0.56%	-1.04%	+0.48%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.04%	—
Current Drawdown Current decline from peak	-0.19%	-0.02%	-0.17%
Average Drawdown Average peak-to-trough decline	-0.17%	-0.11%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.22%	—

Volatility

Volatility by Period

	WSDB	SJLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.44%	1.60%	-0.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.44%	1.88%	-0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.44%	1.88%	-0.44%

WSDB vs. SJLD - Expense Ratio Comparison

WSDB has a 0.45% expense ratio, which is higher than SJLD's 0.35% expense ratio.

Dividends

WSDB vs. SJLD - Dividend Comparison

WSDB's dividend yield for the trailing twelve months is around 1.09%, less than SJLD's 4.40% yield.

Position	TTM	2025	2024
SJLD SanJac Alpha Low Duration ETF	4.40%	3.74%	1.26%
WSDB Weitz Short Duration Bond ETF	1.09%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WSDB and SJLD in my portfolio?

WSDB and SJLD have a correlation of 0.36, 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 SJLD?

On fees, SJLD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WSDB or SJLD?

SJLD is cheaper with a 0.35% expense ratio, compared with 0.45% for WSDB.

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

SJLD has the higher dividend yield at 4.40%, compared with 1.09% for WSDB.

What is the main difference between WSDB and SJLD?

They also come from different issuers: Weitz and SanJac Alpha. Their fees differ too: 0.45% for WSDB and 0.35% for SJLD.