PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ZTRE vs. LDUR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ZTRE vs. LDUR

Last updated Apr 2, 2026

Compare and contrast key facts about F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) and PIMCO Enhanced Low Duration Active ETF (LDUR).

ZTRE and LDUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZTRE is a passively managed fund by F/m that tracks the performance of the ICE 3-Year US Target Maturity Corporate Index - Benchmark TR Gross. It was launched on Jan 10, 2024. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014.

Performance

ZTRE vs. LDUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) and PIMCO Enhanced Low Duration Active ETF (LDUR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ZTRE vs. LDUR - Yearly Performance Comparison

2026 (YTD)20252024
ZTRE
F/M 3-Year Investment Grade Corporate Bond ETF		0.00%6.60%0.38%
LDUR
PIMCO Enhanced Low Duration Active ETF		0.43%5.76%0.26%

Returns By Period

ZTRE

1D
0.01%
1M
-0.63%
YTD
0.00%
6M
1.06%
1Y
4.54%
3Y*
—
5Y*
—
10Y*
—

LDUR

1D
-0.08%
1M
-0.28%
YTD
0.43%
6M
1.60%
1Y
4.29%
3Y*
4.96%
5Y*
2.16%
10Y*
2.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

F/M 3-Year Investment Grade Corporate Bond ETF

PIMCO Enhanced Low Duration Active ETF

Often compared with ZTRE:
ZTRE vs. ZTWOZTRE vs. OXLCZTRE vs. ZTENZTRE vs. RBILZTRE vs. FCSHZTRE vs. FLDBZTRE vs. DCRE
Often compared with LDUR:
LDUR vs. PYLDLDUR vs. JPIELDUR vs. FXAIXLDUR vs. USHYLDUR vs. BONDLDUR vs. BNDLDUR vs. JNK

ZTRE vs. LDUR - Expense Ratio Comparison

ZTRE has a 0.15% expense ratio, which is lower than LDUR's 0.54% expense ratio.

LDUR
PIMCO Enhanced Low Duration Active ETF
ZTRE
F/M 3-Year Investment Grade Corporate Bond ETF

Return for Risk

ZTRE vs. LDUR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ZTRE
ZTRE Risk / Return Rank: 9191
Overall Rank
ZTRE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ZTRE Sortino Ratio Rank: 9595
Sortino Ratio Rank
ZTRE Omega Ratio Rank: 9393
Omega Ratio Rank
ZTRE Calmar Ratio Rank: 8888
Calmar Ratio Rank
ZTRE Martin Ratio Rank: 9191
Martin Ratio Rank
LDUR
LDUR Risk / Return Rank: 9595
Overall Rank
LDUR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
LDUR Sortino Ratio Rank: 9696
Sortino Ratio Rank
LDUR Omega Ratio Rank: 9494
Omega Ratio Rank
LDUR Calmar Ratio Rank: 9393
Calmar Ratio Rank
LDUR Martin Ratio Rank: 9696
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.

ZTRE vs. LDUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.

ZTRELDURDifference

Sharpe ratio

Return per unit of total volatility

2.11

2.32

-0.21

Sortino ratio

Return per unit of downside risk

3.19

3.50

-0.31

Omega ratio

Gain probability vs. loss probability

1.43

1.46

-0.03

Calmar ratio

Return relative to maximum drawdown

3.17

3.69

-0.52

Martin ratio

Return relative to average drawdown

13.22

17.57

-4.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ZTRE vs. LDUR - Sharpe Ratio Comparison

The current ZTRE Sharpe Ratio is 2.11, which is comparable to the LDUR Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ZTRE and LDUR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

ZTRELDURDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

2.32

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.07

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.60

0.86

+1.74

Correlation

The correlation between ZTRE and LDUR is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

ZTRE vs. LDUR - Dividend Comparison

ZTRE's dividend yield for the trailing twelve months is around 4.29%, less than LDUR's 4.43% yield.

TTM20252024202320222021202020192018201720162015
ZTRE
F/M 3-Year Investment Grade Corporate Bond ETF		4.29%4.37%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LDUR
PIMCO Enhanced Low Duration Active ETF		4.43%4.60%4.77%4.11%2.22%0.90%2.15%3.14%2.66%2.08%1.85%2.92%

Drawdowns

ZTRE vs. LDUR - Drawdown Comparison

The maximum ZTRE drawdown since its inception was -1.45%, smaller than the maximum LDUR drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for ZTRE and LDUR.

Loading graphics...

Drawdown Indicators

ZTRELDURDifference

Max Drawdown

Largest peak-to-trough decline

-1.45%

-8.68%

+7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

-1.17%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

—

-6.75%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-8.68%

—

Current Drawdown

Current decline from peak

-0.80%

-0.44%

-0.36%

Average Drawdown

Average peak-to-trough decline

-0.17%

-0.86%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.25%

+0.10%

Volatility

ZTRE vs. LDUR - Volatility Comparison

F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) has a higher volatility of 0.96% compared to PIMCO Enhanced Low Duration Active ETF (LDUR) at 0.75%. This indicates that ZTRE's price experiences larger fluctuations and is considered to be riskier than LDUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

ZTRELDURDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.75%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.29%

1.12%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

1.86%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.12%

2.02%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.12%

2.79%

-0.67%