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FTSD vs. CMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTSD vs. CMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Short Duration U.S. Government ETF (FTSD) and iShares CMBS ETF (CMBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTSD achieves a 0.80% return, which is significantly higher than CMBS's 0.14% return. Both investments have delivered pretty close results over the past 10 years, with FTSD having a 2.05% annualized return and CMBS not far ahead at 2.06%.


FTSD

1D
-0.12%
1M
0.17%
YTD
0.80%
6M
1.30%
1Y
4.31%
3Y*
4.98%
5Y*
2.46%
10Y*
2.05%

CMBS

1D
-0.04%
1M
-0.05%
YTD
0.14%
6M
0.28%
1Y
4.26%
3Y*
5.15%
5Y*
0.79%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTSD vs. CMBS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTSD
Franklin Short Duration U.S. Government ETF
0.80%5.66%5.20%4.84%-3.13%-0.90%3.13%2.40%1.64%0.63%
CMBS
iShares CMBS ETF
0.14%7.67%4.27%5.06%-11.21%-1.82%7.86%7.94%0.77%2.95%

Correlation

The correlation between FTSD and CMBS is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2013

0.34

The correlation between FTSD and CMBS shifts across timeframes, from 0.19 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FTSD vs. CMBS — Risk / Return Rank

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

FTSD
FTSD Risk / Return Rank: 9595
Overall Rank
FTSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9595
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9494
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9696
Martin Ratio Rank

CMBS
CMBS Risk / Return Rank: 3232
Overall Rank
CMBS Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CMBS Sortino Ratio Rank: 3333
Sortino Ratio Rank
CMBS Omega Ratio Rank: 2929
Omega Ratio Rank
CMBS Calmar Ratio Rank: 3535
Calmar Ratio Rank
CMBS Martin Ratio Rank: 3232
Martin Ratio Rank
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.

FTSD vs. CMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Short Duration U.S. Government ETF (FTSD) and iShares CMBS ETF (CMBS). 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.


FTSDCMBSDifference
Sharpe ratioReturn per unit of total volatility

+2.14

Sortino ratioReturn per unit of downside risk

+3.51

Omega ratioGain probability vs. loss probability

1.69

1.20

+0.48

Calmar ratioReturn relative to maximum drawdown

9.59

1.76

+7.84

Martin ratioReturn relative to average drawdown

38.36

4.90

+33.47

FTSD vs. CMBS - Sharpe Ratio Comparison

The current FTSD Sharpe Ratio is 3.30, which is higher than the CMBS Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FTSD and CMBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FTSDCMBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

1.16

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

0.15

+1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

0.36

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.43

+0.61

Drawdowns

FTSD vs. CMBS - Drawdown Comparison

The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum CMBS drawdown of -15.87%. Use the drawdown chart below to compare losses from any high point for FTSD and CMBS.


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Drawdown Indicators


FTSDCMBSDifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-15.87%

+10.55%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

-2.44%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

-3.29%

+2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-5.04%

-15.87%

+10.83%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

-15.87%

+10.55%

Current Drawdown

Current decline from peak

-0.12%

-1.77%

+1.65%

Average Drawdown

Average peak-to-trough decline

-0.60%

-2.95%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.87%

-0.76%

Volatility

FTSD vs. CMBS - Volatility Comparison

The current volatility for Franklin Short Duration U.S. Government ETF (FTSD) is 0.51%, while iShares CMBS ETF (CMBS) has a volatility of 1.11%. This indicates that FTSD experiences smaller price fluctuations and is considered to be less risky than CMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTSDCMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

1.11%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

2.82%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

1.31%

3.71%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.85%

5.31%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.79%

5.77%

-3.98%

FTSD vs. CMBS - Expense Ratio Comparison

Both FTSD and CMBS have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FTSD vs. CMBS - Dividend Comparison

FTSD's dividend yield for the trailing twelve months is around 4.50%, more than CMBS's 3.58% yield.


PositionTTM20252024202320222021202020192018201720162015
CMBS
iShares CMBS ETF
3.58%3.45%3.31%2.97%2.65%2.46%2.83%2.74%2.70%2.50%2.29%2.31%
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%

Frequently Asked Questions


FTSD and CMBS have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMBS has higher volatility (1.11%) compared to FTSD (0.51%). In terms of maximum drawdown, FTSD dropped -5.32% vs CMBS's -15.87%.

On 10-year performance, CMBS leads with 2.06% vs 2.05% for FTSD. Both ETFs have the same 0.25% expense ratio. On volatility, FTSD has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, CMBS has performed better with a 2.06% return vs 2.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTSD and CMBS have the same expense ratio: 0.25% per year.

FTSD has the higher dividend yield at 4.50%, compared with 3.58% for CMBS.

They also come from different issuers: Franklin Templeton and iShares.

FTSD currently has the higher Sharpe Ratio (3.30 vs 1.16), 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.

Portfolio Optimizer

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