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CWB vs. PFF
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

CWB vs. PFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Convertible Securities ETF (CWB) and undefined (PFF). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2025FebruaryMarch
378.47%
207.13%
CWB
PFF

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Risk-Adjusted Performance

CWB vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Convertible Securities ETF (CWB) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for CWB, currently valued at 0.88, compared to the broader market0.002.004.000.880.30
The chart of Sortino ratio for CWB, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.0010.0012.001.240.48
The chart of Omega ratio for CWB, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.06
The chart of Calmar ratio for CWB, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.420.22
The chart of Martin ratio for CWB, currently valued at 3.86, compared to the broader market0.0020.0040.0060.0080.00100.003.861.04
CWB
PFF


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.88
0.30
CWB
PFF

Drawdowns

CWB vs. PFF - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-10.44%
-5.42%
CWB
PFF

Volatility

CWB vs. PFF - Volatility Comparison

SPDR Bloomberg Barclays Convertible Securities ETF (CWB) has a higher volatility of 3.58% compared to undefined (PFF) at 1.70%. This indicates that CWB's price experiences larger fluctuations and is considered to be riskier than PFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%OctoberNovemberDecember2025FebruaryMarch
3.58%
1.70%
CWB
PFF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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