DCMB vs. UYLD

Last updated Apr 1, 2026

Compare and contrast key facts about Doubleline Commercial Real Estate ETF (DCMB) and Angel Oak Ultrashort Income ETF (UYLD).

DCMB and UYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DCMB is an actively managed fund by DoubleLine. It was launched on Mar 31, 2023. UYLD is an actively managed fund by Angel Oak. It was launched on Oct 24, 2022.

Performance

DCMB vs. UYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Commercial Real Estate ETF (DCMB) and Angel Oak Ultrashort Income ETF (UYLD). The values are adjusted to include any dividend payments, if applicable.

DCMB vs. UYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCMB Doubleline Commercial Real Estate ETF	0.90%	5.86%	6.86%	5.27%
UYLD Angel Oak Ultrashort Income ETF	0.87%	5.36%	6.10%	4.73%

Returns By Period

The year-to-date returns for both stocks are quite close, with DCMB having a 0.90% return and UYLD slightly lower at 0.87%.

DCMB

• 1D: 0.06%
• 1M: -0.43%
• YTD: 0.90%
• 6M: 2.14%
• 1Y: 5.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

UYLD

• 1D: 0.07%
• 1M: 0.10%
• YTD: 0.87%
• 6M: 2.10%
• 1Y: 4.90%
• 3Y*: 5.82%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCMB vs. UYLD - Expense Ratio Comparison

DCMB has a 0.40% expense ratio, which is higher than UYLD's 0.29% expense ratio.

DCMB

Doubleline Commercial Real Estate ETF

UYLD

Angel Oak Ultrashort Income ETF

Return for Risk

DCMB vs. UYLD — Risk / Return Rank

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

DCMB

DCMB Risk / Return Rank: 98
DCMB Sharpe Ratio Rank: 98
DCMB Sortino Ratio Rank: 98
DCMB Omega Ratio Rank: 98
DCMB Calmar Ratio Rank: 98
DCMB Martin Ratio Rank: 98

UYLD

UYLD Risk / Return Rank: 99
UYLD Sharpe Ratio Rank: 99
UYLD Sortino Ratio Rank: 99
UYLD Omega Ratio Rank: 99
UYLD Calmar Ratio Rank: 99
UYLD Martin Ratio Rank: 99

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.

DCMB vs. UYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Commercial Real Estate ETF (DCMB) and Angel Oak Ultrashort Income ETF (UYLD). 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.

	DCMB	UYLD	Difference
Sharpe ratio Return per unit of total volatility	3.69	7.82	-4.13
Sortino ratio Return per unit of downside risk	5.82	16.14	-10.32
Omega ratio Gain probability vs. loss probability	1.85	3.57	-1.72
Calmar ratio Return relative to maximum drawdown	7.60	26.19	-18.59
Martin ratio Return relative to average drawdown	29.95	156.31	-126.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCMB vs. UYLD - Sharpe Ratio Comparison

The current DCMB Sharpe Ratio is 3.69, which is lower than the UYLD Sharpe Ratio of 7.82. The chart below compares the historical Sharpe Ratios of DCMB and UYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DCMB	UYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.69	7.82	-4.13
Sharpe Ratio (All Time) Calculated using the full available price history	4.01	5.97	-1.96

Correlation

The correlation between DCMB and UYLD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DCMB vs. UYLD - Dividend Comparison

DCMB's dividend yield for the trailing twelve months is around 4.80%, less than UYLD's 4.90% yield.

	TTM	2025	2024	2023	2022
DCMB Doubleline Commercial Real Estate ETF	4.80%	4.84%	5.52%	3.47%	0.00%
UYLD Angel Oak Ultrashort Income ETF	4.90%	5.07%	4.97%	5.92%	0.75%

Drawdowns

DCMB vs. UYLD - Drawdown Comparison

The maximum DCMB drawdown since its inception was -0.84%, which is greater than UYLD's maximum drawdown of -0.54%. Use the drawdown chart below to compare losses from any high point for DCMB and UYLD.

Drawdown Indicators

	DCMB	UYLD	Difference
Max Drawdown Largest peak-to-trough decline	-0.84%	-0.54%	-0.30%
Max Drawdown (1Y) Largest decline over 1 year	-0.68%	-0.19%	-0.49%
Current Drawdown Current decline from peak	-0.43%	0.00%	-0.43%
Average Drawdown Average peak-to-trough decline	-0.10%	-0.04%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.17%	0.03%	+0.14%

Volatility

DCMB vs. UYLD - Volatility Comparison

Doubleline Commercial Real Estate ETF (DCMB) has a higher volatility of 0.43% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.19%. This indicates that DCMB's price experiences larger fluctuations and is considered to be riskier than UYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCMB	UYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.43%	0.19%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	0.74%	0.38%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	1.39%	0.63%	+0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.59%	1.00%	+0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.59%	1.00%	+0.59%