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FTSD vs. SECU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTSD vs. SECU - 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 Securitized Income Active ETF (SECU). The values are adjusted to include any dividend payments, if applicable.

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FTSD vs. SECU - Yearly Performance Comparison


Returns By Period


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%

SECU

1D
0.23%
1M
-1.16%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTSD vs. SECU - Expense Ratio Comparison

FTSD has a 0.25% expense ratio, which is lower than SECU's 0.40% expense ratio.


Return for Risk

FTSD vs. SECU — Risk / Return Rank

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

FTSD
FTSD Risk / Return Rank: 9797
Overall Rank
FTSD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9797
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9797
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9898
Martin Ratio Rank

SECU
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. SECU - 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 Securitized Income Active ETF (SECU). 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.


FTSDSECUDifference

Sharpe ratio

Return per unit of total volatility

2.38

Sortino ratio

Return per unit of downside risk

3.39

Omega ratio

Gain probability vs. loss probability

1.60

Calmar ratio

Return relative to maximum drawdown

4.85

Martin ratio

Return relative to average drawdown

22.05

FTSD vs. SECU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FTSDSECUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

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

0.40

+0.64

Correlation

The correlation between FTSD and SECU is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FTSD vs. SECU - Dividend Comparison

FTSD's dividend yield for the trailing twelve months is around 4.55%, more than SECU's 0.72% yield.


TTM20252024202320222021202020192018201720162015
FTSD
Franklin Short Duration U.S. Government ETF
4.55%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%
SECU
iShares Securitized Income Active ETF
0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTSD vs. SECU - Drawdown Comparison

The maximum FTSD drawdown since its inception was -5.32%, which is greater than SECU's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for FTSD and SECU.


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Drawdown Indicators


FTSDSECUDifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-1.76%

-3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

-0.14%

-1.16%

+1.02%

Average Drawdown

Average peak-to-trough decline

-0.61%

-0.62%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

Volatility

FTSD vs. SECU - Volatility Comparison


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Volatility by Period


FTSDSECUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

Volatility (6M)

Calculated over the trailing 6-month period

0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.97%

3.68%

-1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.83%

3.68%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.79%

3.68%

-1.89%