Columbia Short Duration Bond ETF (SBND) Performance
SBND total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +0.5% since Dec 31, 2025
- 1 year
- +1.2% total return
- 5 years
- +2.4% a year
- 10 years
- +21.2% a year
- Since first price
- −0.2% a year since 2010
SBND trailing returns vs AGG, TLT, SPY
| Period | SBND total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.3% | −0.1% | +0.9% | +1.5% | −1.0% |
| 3 months | −0.3% | −1.5% | −0.4% | −1.0% | +3.2% |
| 6 months | −0.2% | −2.6% | −1.5% | −3.8% | +7.8% |
| YTD | +0.5% | −2.9% | −1.0% | −3.4% | +12.3% |
| 1 year | +1.2% | −3.3% | −1.1% | −6.9% | +14.4% |
| 3 years | +19.3%+6.0%/yr | +3.9% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +12.7%+2.4%/yr | −7.6% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| 10 years | +583.1%+21.2%/yr | +460.2% | — | — | — |
| 15 years | +99.5%+4.7%/yr | +63.6% | +32.2%+1.9%/yr | +9.9%+0.6%/yr | +696.0%+14.8%/yr |
| Since inceptionJul 1, 2010 | −2.6%−0.2%/yr | −20.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SBND vs AGG
From Jul 1, 2010: SBND grew to $9,742, AGG to $14,131.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SBND returns by calendar year
5 of 11 full years positive. Best 2021 (+506.7%), worst 2011 (−65.5%). 2026 is year to date.
SBND annual returns table
| Year | SBND | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +0.5% | −2.1% | −1.0% | −3.4% | +12.3% |
| 2025 | +7.5% | −1.6% | +7.2% | +4.3% | +17.7% |
| 2024 | +4.8% | −1.4% | +1.3% | −8.1% | +24.9% |
| 2023 | +7.0% | −2.2% | +5.7% | +2.8% | +26.2% |
| 2022 | −7.0% | −10.0% | −13.0% | −31.2% | −18.2% |
| 2021 | +506.7% | −1.2% | −1.8% | −4.6% | +28.7% |
| 2016 | −31.7% | −44.3% | +2.4% | +1.2% | +12.0% |
| 2015 | −4.2% | −24.2% | +0.5% | −1.8% | +1.2% |
| 2014 | −52.5% | −54.1% | +6.0% | +27.3% | +13.5% |
| 2013 | +41.1% | −21.6% | −2.0% | −13.4% | +32.3% |
| 2012 | −16.7% | −46.2% | +3.8% | +2.6% | +16.0% |
| 2011 | −65.5% | −71.9% | +7.7% | +34.0% | +1.9% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SBND largest drawdowns
Now 25.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 10, 2011 | −91.1% | Jul 8, 2016 | not yet | 5.4 years | 15.7 years so far |
| Jul 29, 2010 | −28.5% | Aug 31, 2010 | Nov 15, 2010 | 33 days | 4 months |
| Nov 15, 2010 | −10.2% | Nov 30, 2010 | Dec 7, 2010 | 15 days | 22 days |
| Jul 13, 2010 | −9.6% | Jul 21, 2010 | Jul 27, 2010 | 8 days | 14 days |
| Dec 15, 2010 | −7.4% | Dec 31, 2010 | Jan 20, 2011 | 16 days | 36 days |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
SBND risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2010 |
|---|---|---|---|---|
| Annualized return | +5.6% | +2.2% | +7.7% | −0.8% |
| Volatility (annualized) | 3.1% | 4.1% | 162.7% | 154.5% |
| Sharpe ratio | 0.37 | -0.34 | 0.25 | 0.20 |
| Sortino ratio | 0.56 | -0.44 | 2.12 | 1.28 |
| Best month | +2.6% | +2.8% | +508.1% | +508.1% |
| Worst month | −1.7% | −2.9% | −26.3% | −33.4% |
| Best 12 months | +10.5% | +10.5% | +531.0% | +531.0% |
| Worst 12 months | +0.9% | −9.7% | −57.7% | −69.1% |
| Positive months | 75% | 62% | 56% | 56% |
| Beta vs S&P 500 | 0.15 | 0.19 | -1.15 | — |
| Correlation with S&P 500 | 0.60 | 0.71 | -0.09 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SBND rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 125 | −69.1% | +2.5% | +531.0% | 54% |
| 3-year (a year) | 101 | −32.4% | +5.7% | +88.7% | 61% |
| 5-year (a year) | 77 | −33.9% | +19.8% | +49.9% | 81% |
| 10-year (a year) | 17 | −2.2% | −0.0% | +8.9% | 47% |
Every holding period starting at a month-end since 2010. Returns for 3 years and longer are annualized.
SBND performance overview
Columbia Short Duration Bond ETF (SBND) returned +1.2% over the past year and +21.2% a year over ten years, with distributions reinvested. Since its first recorded price in 2010 it has returned −0.2% a year, turning $10,000 into about $9,742. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −91.1%, from Feb 10, 2011 to Jul 8, 2016; the fund has not yet regained that high. SBND finished 5 of its 11 full calendar years with a gain; the best year was 2021 (+506.7%) and the worst 2011 (−65.5%). Volatility has been 154.5% a year.
Related: SBND chart, SBND dividends, SBND bond profile. See the SBND overview for the latest quote and fund facts.
SBND performance FAQ
What is the SBND return over the past year?
SBND returned +1.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 3.3%.
What is the average annual return of SBND?
SBND has returned +2.4% a year over 5 years, +21.2% a year over 10 years, −0.2% a year since July 1, 2010 (total return, distributions reinvested).
How much would $10,000 invested in SBND be worth?
$10,000 invested in SBND at its first recorded close on July 1, 2010 would be worth about $9,742 on October 23, 2026 with distributions reinvested.
What was the worst year for SBND?
The worst calendar year was 2011, with a total return of −65.5%. The best was 2021 at +506.7%.
What is the biggest drawdown of SBND?
The largest peak-to-trough decline was −91.1% between February 10, 2011 and July 8, 2016. It has not yet recovered to that high; it is 25.7% below its peak.
How volatile is SBND?
Over the past 3 years SBND had an annualized volatility of 3.1% and a Sharpe ratio of 0.37 (excess return over 1–3 month T-bills per unit of risk).