DEED vs. JMTG
DEED (First Trust TCW Securitized Plus ETF) and JMTG (JPMorgan Mortgage-Backed Securities ETF) are both Mortgage Backed Securities funds. Both are actively managed. Their correlation of 0.82 suggests significant overlap in exposure. DEED charges 0.65%/yr vs 0.24%/yr for JMTG.
Performance
DEED vs. JMTG - Performance Comparison
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Returns By Period
In the year-to-date period, DEED achieves a 0.41% return, which is significantly lower than JMTG's 0.53% return.
DEED
- 1D
- 0.08%
- 1M
- 0.23%
- YTD
- 0.41%
- 6M
- 0.73%
- 1Y
- 6.05%
- 3Y*
- 4.96%
- 5Y*
- 0.23%
- 10Y*
- —
JMTG
- 1D
- 0.08%
- 1M
- -0.08%
- YTD
- 0.53%
- 6M
- 0.81%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEED vs. JMTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DEED First Trust TCW Securitized Plus ETF | 0.41% | 4.28% |
JMTG JPMorgan Mortgage-Backed Securities ETF | 0.53% | 3.90% |
Correlation
The correlation between DEED and JMTG is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025 | 0.82 |
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Return for Risk
DEED vs. JMTG — Risk / Return Rank
DEED
JMTG
DEED vs. JMTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust TCW Securitized Plus ETF (DEED) and JPMorgan Mortgage-Backed Securities ETF (JMTG). 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 | JMTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | — | — |
| Martin ratioReturn relative to average drawdown | 5.34 | — | — |
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 | JMTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 1.31 | -1.12 |
Drawdowns
DEED vs. JMTG - Drawdown Comparison
The maximum DEED drawdown since its inception was -19.96%, which is greater than JMTG's maximum drawdown of -2.78%. Use the drawdown chart below to compare losses from any high point for DEED and JMTG.
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Drawdown Indicators
| DEED | JMTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -2.78% | -17.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -8.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.96% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.72% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -0.67% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | — | — |
Volatility
DEED vs. JMTG - Volatility Comparison
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Volatility by Period
| DEED | JMTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 3.67% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.54% | 3.67% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.97% | 3.67% | +2.30% |
DEED vs. JMTG - Expense Ratio Comparison
DEED has a 0.65% expense ratio, which is higher than JMTG's 0.24% expense ratio.
Dividends
DEED vs. JMTG - Dividend Comparison
DEED's dividend yield for the trailing twelve months is around 4.27%, more than JMTG's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DEED First Trust TCW Securitized Plus ETF | 4.27% | 4.10% | 5.73% | 5.59% | 2.43% | 1.93% | 1.60% |
JMTG JPMorgan Mortgage-Backed Securities ETF | 3.91% | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DEED and JMTG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JMTG is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JMTG is cheaper with a 0.24% expense ratio, compared with 0.65% for DEED.
DEED has the higher dividend yield at 4.27%, compared with 3.91% for JMTG.
They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.65% for DEED and 0.24% for JMTG.
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