DCRE vs. MYCG

Last updated Jun 4, 2026

DCRE (DoubleLine Commercial Real Estate ETF) and MYCG (State Street My2027 Corporate Bond ETF) are both exchange-traded funds - DCRE is a Short-Term Bond fund actively managed by DoubleLine, while MYCG is a Corporate Bonds fund actively managed by State Street. Both are actively managed. Over the past year, DCRE returned 4.74% vs 4.75% for MYCG. At a 0.42 correlation, their price movements are largely independent. DCRE charges 0.40%/yr vs 0.15%/yr for MYCG.

Performance

DCRE vs. MYCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Commercial Real Estate ETF (DCRE) and State Street My2027 Corporate Bond ETF (MYCG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DCRE having a 1.39% return and MYCG slightly lower at 1.33%.

DCRE

• 1D: -0.02%
• 1M: 0.11%
• YTD: 1.39%
• 6M: 1.51%
• 1Y: 4.74%
• 3Y*: 6.20%
• 5Y*: —
• 10Y*: —

MYCG

• 1D: 0.02%
• 1M: 0.38%
• YTD: 1.33%
• 6M: 1.74%
• 1Y: 4.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DCRE vs. MYCG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DCRE DoubleLine Commercial Real Estate ETF	1.39%	5.86%	0.63%
MYCG State Street My2027 Corporate Bond ETF	1.33%	5.85%	-0.23%

Correlation

The correlation between DCRE and MYCG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024	0.42

Return for Risk

DCRE vs. MYCG — Risk / Return Rank

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

DCRE

DCRE Risk / Return Rank: 96
DCRE Sharpe Ratio Rank: 96
DCRE Sortino Ratio Rank: 98
DCRE Omega Ratio Rank: 97
DCRE Calmar Ratio Rank: 93
DCRE Martin Ratio Rank: 94

MYCG

MYCG Risk / Return Rank: 98
MYCG Sharpe Ratio Rank: 97
MYCG Sortino Ratio Rank: 98
MYCG Omega Ratio Rank: 98
MYCG Calmar Ratio Rank: 97
MYCG Martin Ratio Rank: 97

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.

DCRE vs. MYCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commercial Real Estate ETF (DCRE) and State Street My2027 Corporate Bond ETF (MYCG). 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.

	DCRE	MYCG	Difference
Sharpe ratio: Return per unit of total volatility	4.16	4.73	-0.56
Sortino ratio: Return per unit of downside risk	7.17	8.71	-1.55
Omega ratio: Gain probability vs. loss probability	1.96	2.23	-0.27
Calmar ratio: Return relative to maximum drawdown	6.98	10.68	-3.70
Martin ratio: Return relative to average drawdown	25.78	50.67	-24.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DCRE vs. MYCG - Sharpe Ratio Comparison

The current DCRE Sharpe Ratio is 4.16, which is comparable to the MYCG Sharpe Ratio of 4.73. The chart below compares the historical Sharpe Ratios of DCRE and MYCG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DCRE	MYCG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.16	4.73	-0.56
Sharpe Ratio (All Time) Calculated using the full available price history	3.90	2.75	+1.15

Drawdowns

DCRE vs. MYCG - Drawdown Comparison

The maximum DCRE drawdown since its inception was -0.84%, roughly equal to the maximum MYCG drawdown of -0.86%. Use the drawdown chart below to compare losses from any high point for DCRE and MYCG.

Drawdown Indicators

	DCRE	MYCG	Difference
Max Drawdown Largest peak-to-trough decline	-0.84%	-0.86%	+0.02%
Max Drawdown (1Y) Largest decline over 1 year	-0.68%	-0.45%	-0.23%
Max Drawdown (3Y) Largest decline over 3 years	-0.84%	—	—
Current Drawdown Current decline from peak	-0.20%	-0.01%	-0.19%
Average Drawdown Average peak-to-trough decline	-0.11%	-0.14%	+0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.18%	0.09%	+0.09%

Volatility

DCRE vs. MYCG - Volatility Comparison

DoubleLine Commercial Real Estate ETF (DCRE) has a higher volatility of 0.47% compared to State Street My2027 Corporate Bond ETF (MYCG) at 0.16%. This indicates that DCRE's price experiences larger fluctuations and is considered to be riskier than MYCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCRE	MYCG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.47%	0.16%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	0.88%	0.52%	+0.36%
Volatility (1Y) Calculated over the trailing 1-year period	1.14%	1.01%	+0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.58%	1.50%	+0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.58%	1.50%	+0.08%

DCRE vs. MYCG - Expense Ratio Comparison

DCRE has a 0.40% expense ratio, which is higher than MYCG's 0.15% expense ratio.

Dividends

DCRE vs. MYCG - Dividend Comparison

DCRE's dividend yield for the trailing twelve months is around 4.75%, more than MYCG's 4.29% yield.

Position	TTM	2025	2024	2023
DCRE DoubleLine Commercial Real Estate ETF	4.75%	4.84%	5.52%	3.47%
MYCG State Street My2027 Corporate Bond ETF	4.29%	4.28%	1.16%	0.00%

Frequently Asked Questions

Can I hold both DCRE and MYCG in my portfolio?

DCRE and MYCG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DCRE or MYCG?

DCRE has higher volatility (0.47%) compared to MYCG (0.16%). In terms of maximum drawdown, DCRE dropped -0.84% vs MYCG's -0.86%.

Which ETF is better, DCRE or MYCG?

On 1-year performance, MYCG leads with 4.75% vs 4.74% for DCRE. On fees, MYCG is cheaper at 0.15% per year. On volatility, MYCG has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DCRE or MYCG?

Over the 1-year period, MYCG has performed better with a 4.75% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DCRE or MYCG?

MYCG is cheaper with a 0.15% expense ratio, compared with 0.40% for DCRE.

Which ETF pays a higher dividend yield, DCRE or MYCG?

DCRE has the higher dividend yield at 4.75%, compared with 4.29% for MYCG.

What is the main difference between DCRE and MYCG?

DCRE is categorized as Short-Term Bond, while MYCG is Corporate Bonds. They also come from different issuers: DoubleLine and State Street. Their fees differ too: 0.40% for DCRE and 0.15% for MYCG.

Which has better risk-adjusted returns?

MYCG currently has the higher Sharpe Ratio (4.73 vs 4.16), 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.