Eaton Vance Short Duration Income ETF

10-Year Study

EVSD.US · · US · ETF

Executive Summary: Eaton Vance Short Duration Income ETF has compounded at 5.8% annually over the last 10 years, with a maximum drawdown of 1.2% and an annualized volatility of 7.6%.

1Y CAGR
+4.2%
3Y CAGR
+5.8%
5Y CAGR
+5.8%
10Y CAGR
+5.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
1.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.2-1.20.5————————-0.1%
20250.60.90.30.70.30.90.11.10.50.30.60.46.8%
2024——————1.41.11.1-0.60.60.34.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 7.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 87.6% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-06-0110000
2024-07-0110140.41285149266
2024-08-0110248.079319499377
2024-09-0110365.064745083166
2024-10-0110302.931137237905
2024-11-0110365.194777049359
2024-12-0110399.653248090157
2025-01-0110457.712520994744
2025-02-0110555.539903559626
2025-03-0110582.976648426073
2025-04-0110652.218670423146
2025-05-0110679.612071300862
2025-06-0110779.780029257194
2025-07-0110795.232161239639
2025-08-0110909.508587527767
2025-09-0110963.168445576204
2025-10-0110999.035596250746
2025-11-0111061.125860107277
2025-12-0111106.745408246195
2026-01-0111152.408300373841
2026-02-0111172.99669502086
2026-03-0111039.713929674377
2026-04-0111090.64311643279
Annual Return Matrix
YearAnnual Return
20250.06799189773811842
2026-0.001449775899378114
Total Factor Risk
0.0757528564516152
VTI.US Exposure
0.03473403113914797
VEA.US Exposure
0.011332492747699194
VWO.US Exposure
0.002538799426096802
QQQ.US Exposure
-0.020657448737429848
VTV.US Exposure
-0.008451861084760495
IJR.US Exposure
0.00178184298436137
QUAL.US Exposure
-0.0009040627677363499
SHV.US Exposure
0.8764111896369363
TLT.US Exposure
0.00046458852867506997
LQD.US Exposure
0.07395769156421787
HYG.US Exposure
0.03507809142596467
GLD.US Exposure
-0.0011419096435484769
USO.US Exposure
0.0016522441997467927
VNQ.US Exposure
-0.010863361643010742
BTC-USD.CC Exposure
-0.0007441996253103667
CPER.US Exposure
0.0008083665884399436
VIX.INDX Exposure
-0.0007451431109013367
UUP.US Exposure
-0.00023117836673661781
TIP.US Exposure
0.003701011870665577
Idiosyncratic Exposure
0.0012788148674828053
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
7.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.59%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$79
Avg Yield on Cost
0.79%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$78.780.79%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Eaton Vance Short Duration Income ETF a high-risk investment?

Eaton Vance Short Duration Income ETF (EVSD.US) has an annualized volatility of 7.6% and experienced a maximum drawdown of 1.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EVSD.US?

Over the past 10 years, EVSD.US has generated a Compound Annual Growth Rate (CAGR) of 5.8%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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