DEED vs. MBSD
Compare and contrast key facts about First Trust TCW Securitized Plus ETF (DEED) and FlexShares Disciplined Duration MBS Index Fund (MBSD).
DEED and MBSD 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. MBSD is a passively managed fund by Northern Trust that tracks the performance of the ICE BofA Constrained Duration US Mortgage Backed Securities. It was launched on Sep 4, 2014.
Performance
DEED vs. MBSD - Performance Comparison
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DEED vs. MBSD - 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% |
MBSD FlexShares Disciplined Duration MBS Index Fund | 0.27% | 7.12% | 2.30% | 4.46% | -9.49% | -1.40% | 1.86% |
Returns By Period
In the year-to-date period, DEED achieves a -0.24% return, which is significantly lower than MBSD's 0.27% return.
DEED
- 1D
- -0.05%
- 1M
- -2.10%
- YTD
- -0.24%
- 6M
- 1.63%
- 1Y
- 4.96%
- 3Y*
- 4.60%
- 5Y*
- 0.31%
- 10Y*
- —
MBSD
- 1D
- -0.00%
- 1M
- -0.84%
- YTD
- 0.27%
- 6M
- 1.31%
- 1Y
- 4.30%
- 3Y*
- 4.05%
- 5Y*
- 0.52%
- 10Y*
- 1.48%
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DEED vs. MBSD - Expense Ratio Comparison
DEED has a 0.65% expense ratio, which is higher than MBSD's 0.20% expense ratio.
Return for Risk
DEED vs. MBSD — Risk / Return Rank
DEED
MBSD
DEED vs. MBSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust TCW Securitized Plus ETF (DEED) and FlexShares Disciplined Duration MBS Index Fund (MBSD). 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 | MBSD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.10 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.59 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.08 | -0.43 |
Martin ratioReturn relative to average drawdown | 4.75 | 5.43 | -0.69 |
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 | MBSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.10 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.10 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.38 | -0.20 |
Correlation
The correlation between DEED and MBSD is 0.71, 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. MBSD - Dividend Comparison
DEED's dividend yield for the trailing twelve months is around 4.17%, less than MBSD's 4.26% 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% |
MBSD FlexShares Disciplined Duration MBS Index Fund | 4.26% | 4.23% | 3.91% | 3.39% | 3.03% | 2.41% | 2.78% | 3.42% | 3.22% | 3.30% | 3.02% | 3.46% |
Drawdowns
DEED vs. MBSD - Drawdown Comparison
The maximum DEED drawdown since its inception was -19.96%, which is greater than MBSD's maximum drawdown of -14.36%. Use the drawdown chart below to compare losses from any high point for DEED and MBSD.
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Drawdown Indicators
| DEED | MBSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.96% | -14.36% | -5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -2.22% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.96% | -14.10% | -5.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.36% | — |
Current DrawdownCurrent decline from peak | -2.59% | -1.34% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -6.75% | -2.84% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 0.85% | +0.24% |
Volatility
DEED vs. MBSD - Volatility Comparison
First Trust TCW Securitized Plus ETF (DEED) has a higher volatility of 1.75% compared to FlexShares Disciplined Duration MBS Index Fund (MBSD) at 1.48%. This indicates that DEED's price experiences larger fluctuations and is considered to be riskier than MBSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEED | MBSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | 1.48% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 2.28% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.65% | 3.93% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.52% | 5.13% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.03% | 4.25% | +1.78% |