FTSD vs. MTGP
Compare and contrast key facts about Franklin Short Duration U.S. Government ETF (FTSD) and WisdomTree Mortgage Plus Bond Fund (MTGP).
FTSD and MTGP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTSD is an actively managed fund by Franklin Templeton. It was launched on Nov 4, 2013. MTGP is an actively managed fund by WisdomTree. It was launched on Nov 14, 2019.
Performance
FTSD vs. MTGP - Performance Comparison
Loading graphics...
FTSD vs. MTGP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTSD Franklin Short Duration U.S. Government ETF | 0.40% | 5.66% | 5.20% | 4.84% | -3.13% | -0.90% | 3.13% | 0.12% |
MTGP WisdomTree Mortgage Plus Bond Fund | 0.16% | 7.57% | 2.48% | 3.96% | -11.29% | -0.64% | 4.91% | 0.05% |
Returns By Period
In the year-to-date period, FTSD achieves a 0.40% return, which is significantly higher than MTGP's 0.16% return.
FTSD
- 1D
- 0.06%
- 1M
- -0.13%
- YTD
- 0.40%
- 6M
- 1.94%
- 1Y
- 4.66%
- 3Y*
- 4.83%
- 5Y*
- 2.40%
- 10Y*
- 2.06%
MTGP
- 1D
- 0.28%
- 1M
- -1.58%
- YTD
- 0.16%
- 6M
- 1.57%
- 1Y
- 5.25%
- 3Y*
- 4.05%
- 5Y*
- 0.37%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTSD vs. MTGP - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is lower than MTGP's 0.45% expense ratio.
Return for Risk
FTSD vs. MTGP — Risk / Return Rank
FTSD
MTGP
FTSD vs. MTGP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Short Duration U.S. Government ETF (FTSD) and WisdomTree Mortgage Plus Bond Fund (MTGP). 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.
| FTSD | MTGP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 0.99 | +1.39 |
Sortino ratioReturn per unit of downside risk | 3.39 | 1.43 | +1.96 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.18 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 4.85 | 2.05 | +2.80 |
Martin ratioReturn relative to average drawdown | 22.05 | 5.63 | +16.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTSD | MTGP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 0.99 | +1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.31 | 0.06 | +1.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.18 | +0.86 |
Correlation
The correlation between FTSD and MTGP is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FTSD vs. MTGP - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.55%, more than MTGP's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Short Duration U.S. Government ETF | 4.17% | 4.67% | 4.75% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% |
MTGP WisdomTree Mortgage Plus Bond Fund | 4.28% | 4.19% | 4.05% | 3.02% | 2.47% | 1.64% | 2.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTSD vs. MTGP - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum MTGP drawdown of -16.63%. Use the drawdown chart below to compare losses from any high point for FTSD and MTGP.
Loading graphics...
Drawdown Indicators
| FTSD | MTGP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.32% | -16.63% | +11.31% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -2.64% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -5.08% | -16.63% | +11.55% |
Max Drawdown (10Y)Largest decline over 10 years | -5.32% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -1.58% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -0.61% | -5.21% | +4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 0.96% | -0.76% |
Volatility
FTSD vs. MTGP - Volatility Comparison
The current volatility for Franklin Short Duration U.S. Government ETF (FTSD) is 0.53%, while WisdomTree Mortgage Plus Bond Fund (MTGP) has a volatility of 1.81%. This indicates that FTSD experiences smaller price fluctuations and is considered to be less risky than MTGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTSD | MTGP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.53% | 1.81% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 0.87% | 3.06% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.97% | 5.32% | -3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.83% | 5.76% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.79% | 5.29% | -3.50% |