DEED vs. GNMA
Compare and contrast key facts about First Trust TCW Securitized Plus ETF (DEED) and iShares GNMA Bond ETF (GNMA).
DEED and GNMA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEED is an actively managed fund by First Trust. It was launched on Apr 29, 2020. GNMA is a passively managed fund by iShares that tracks the performance of the Barclays Capital GNMA Index. It was launched on Feb 14, 2012.
Performance
DEED vs. GNMA - Performance Comparison
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DEED vs. GNMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DEED First Trust TCW Securitized Plus ETF | -0.24% | 8.91% | 3.19% | 6.43% | -16.03% | 1.62% | 4.71% |
GNMA iShares GNMA Bond ETF | 0.45% | 8.25% | 1.07% | 5.34% | -10.83% | -1.86% | -0.03% |
Returns By Period
In the year-to-date period, DEED achieves a -0.24% return, which is significantly lower than GNMA's 0.45% return.
DEED
- 1D
- -0.05%
- 1M
- -2.10%
- YTD
- -0.24%
- 6M
- 1.63%
- 1Y
- 4.96%
- 3Y*
- 4.60%
- 5Y*
- 0.31%
- 10Y*
- —
GNMA
- 1D
- 0.23%
- 1M
- -1.26%
- YTD
- 0.45%
- 6M
- 1.88%
- 1Y
- 5.35%
- 3Y*
- 4.05%
- 5Y*
- 0.45%
- 10Y*
- 1.27%
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DEED vs. GNMA - Expense Ratio Comparison
DEED has a 0.65% expense ratio, which is higher than GNMA's 0.15% expense ratio.
Return for Risk
DEED vs. GNMA — Risk / Return Rank
DEED
GNMA
DEED vs. GNMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust TCW Securitized Plus ETF (DEED) and iShares GNMA Bond ETF (GNMA). 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.
| DEED | GNMA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.12 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.63 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.90 | -0.25 |
Martin ratioReturn relative to average drawdown | 4.75 | 5.64 | -0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEED | GNMA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.12 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.07 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.25 | -0.07 |
Correlation
The correlation between DEED and GNMA is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DEED vs. GNMA - Dividend Comparison
DEED's dividend yield for the trailing twelve months is around 4.17%, which matches GNMA's 4.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEED First Trust TCW Securitized Plus ETF | 4.17% | 4.10% | 5.73% | 5.59% | 2.43% | 1.93% | 1.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GNMA iShares GNMA Bond ETF | 4.21% | 4.19% | 4.15% | 3.43% | 2.01% | 0.64% | 1.89% | 2.61% | 2.41% | 2.15% | 1.89% | 1.50% |
Drawdowns
DEED vs. GNMA - Drawdown Comparison
The maximum DEED drawdown since its inception was -19.96%, which is greater than GNMA's maximum drawdown of -17.09%. Use the drawdown chart below to compare losses from any high point for DEED and GNMA.
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Drawdown Indicators
| DEED | GNMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -17.09% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.93% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.96% | -16.02% | -3.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.09% | — |
Current DrawdownCurrent decline from peak | -2.59% | -1.52% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -3.69% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.99% | +0.10% |
Volatility
DEED vs. GNMA - Volatility Comparison
First Trust TCW Securitized Plus ETF (DEED) and iShares GNMA Bond ETF (GNMA) have volatilities of 1.75% and 1.79%, 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
| DEED | GNMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 1.79% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 2.76% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.65% | 4.78% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.52% | 6.56% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.03% | 5.11% | +0.92% |