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CMBS vs. MBSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMBS vs. MBSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares CMBS ETF (CMBS) and FlexShares Disciplined Duration MBS Index Fund (MBSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMBS achieves a 0.14% return, which is significantly lower than MBSD's 0.42% return. Over the past 10 years, CMBS has outperformed MBSD with an annualized return of 2.06%, while MBSD has yielded a comparatively lower 1.37% annualized return.


CMBS

1D
-0.04%
1M
-0.05%
YTD
0.14%
6M
0.28%
1Y
4.26%
3Y*
5.15%
5Y*
0.79%
10Y*
2.06%

MBSD

1D
-0.22%
1M
0.16%
YTD
0.42%
6M
0.52%
1Y
5.26%
3Y*
4.31%
5Y*
0.62%
10Y*
1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMBS vs. MBSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMBS
iShares CMBS ETF
0.14%7.67%4.27%5.06%-11.21%-1.82%7.86%7.94%0.77%2.95%
MBSD
FlexShares Disciplined Duration MBS Index Fund
0.42%7.12%2.30%4.46%-9.49%-1.40%5.43%6.05%0.32%0.86%

Correlation

The correlation between CMBS and MBSD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2014

0.40

The correlation between CMBS and MBSD shifts across timeframes, from 0.31 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CMBS vs. MBSD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMBS
CMBS Risk / Return Rank: 3232
Overall Rank
CMBS Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CMBS Sortino Ratio Rank: 3333
Sortino Ratio Rank
CMBS Omega Ratio Rank: 2929
Omega Ratio Rank
CMBS Calmar Ratio Rank: 3535
Calmar Ratio Rank
CMBS Martin Ratio Rank: 3232
Martin Ratio Rank

MBSD
MBSD Risk / Return Rank: 4545
Overall Rank
MBSD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MBSD Sortino Ratio Rank: 4444
Sortino Ratio Rank
MBSD Omega Ratio Rank: 4242
Omega Ratio Rank
MBSD Calmar Ratio Rank: 4949
Calmar Ratio Rank
MBSD Martin Ratio Rank: 4747
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.

CMBS vs. MBSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares CMBS ETF (CMBS) and FlexShares Disciplined Duration MBS Index Fund (MBSD). 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.


CMBSMBSDDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.20

1.27

-0.07

Calmar ratioReturn relative to maximum drawdown

1.76

2.43

-0.67

Martin ratioReturn relative to average drawdown

4.90

7.71

-2.81

CMBS vs. MBSD - Sharpe Ratio Comparison

The current CMBS Sharpe Ratio is 1.16, which is comparable to the MBSD Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CMBS and MBSD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CMBSMBSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.50

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.12

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.32

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.38

+0.06

Drawdowns

CMBS vs. MBSD - Drawdown Comparison

The maximum CMBS drawdown since its inception was -15.87%, which is greater than MBSD's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for CMBS and MBSD.


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Drawdown Indicators


CMBSMBSDDifference

Max Drawdown

Largest peak-to-trough decline

-15.87%

-14.36%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-2.17%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-3.29%

-4.68%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

-14.10%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

-14.36%

-1.51%

Current Drawdown

Current decline from peak

-1.77%

-1.19%

-0.58%

Average Drawdown

Average peak-to-trough decline

-2.95%

-2.81%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.68%

+0.19%

Volatility

CMBS vs. MBSD - Volatility Comparison

iShares CMBS ETF (CMBS) and FlexShares Disciplined Duration MBS Index Fund (MBSD) have volatilities of 1.11% and 1.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMBSMBSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.15%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

2.47%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

3.53%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

5.15%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

4.26%

+1.51%

CMBS vs. MBSD - Expense Ratio Comparison

CMBS has a 0.25% expense ratio, which is higher than MBSD's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CMBS vs. MBSD - Dividend Comparison

CMBS's dividend yield for the trailing twelve months is around 3.58%, less than MBSD's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
CMBS
iShares CMBS ETF
3.58%3.45%3.31%2.97%2.65%2.46%2.83%2.74%2.70%2.50%2.29%2.31%
MBSD
FlexShares Disciplined Duration MBS Index Fund
4.19%4.23%3.91%3.39%3.03%2.41%2.78%3.42%3.22%3.30%3.02%3.46%

Frequently Asked Questions


CMBS and MBSD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MBSD has higher volatility (1.15%) compared to CMBS (1.11%). In terms of maximum drawdown, CMBS dropped -15.87% vs MBSD's -14.36%.

On 10-year performance, CMBS leads with 2.06% vs 1.37% for MBSD. On fees, MBSD is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CMBS has performed better with a 2.06% return vs 1.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBSD is cheaper with a 0.20% expense ratio, compared with 0.25% for CMBS.

MBSD has the higher dividend yield at 4.19%, compared with 3.58% for CMBS.

CMBS tracks Barclays Capital U.S. CMBS (ERISA Only) Index, while MBSD tracks ICE BofA Constrained Duration US Mortgage Backed Securities. They also come from different issuers: iShares and Northern Trust. Their fees differ too: 0.25% for CMBS and 0.20% for MBSD.

MBSD currently has the higher Sharpe Ratio (1.50 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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