PortfoliosLab logoPortfoliosLab logo
JMTG vs. SECU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMTG vs. SECU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Mortgage-Backed Securities ETF (JMTG) and iShares Securitized Income Active ETF (SECU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


JMTG

1D
-0.46%
1M
0.57%
6M
0.62%
YTD
0.66%
1Y
5.25%
3Y*
5Y*
10Y*

SECU

1D
-0.12%
1M
0.56%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMTG vs. SECU - Yearly Performance Comparison


Correlation

The correlation between JMTG and SECU is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 26, 2026

0.47

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JMTG vs. SECU — Risk / Return Rank

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

JMTG
JMTG Risk / Return Rank: 4646
Overall Rank
JMTG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
JMTG Sortino Ratio Rank: 5151
Sortino Ratio Rank
JMTG Omega Ratio Rank: 4848
Omega Ratio Rank
JMTG Calmar Ratio Rank: 4444
Calmar Ratio Rank
JMTG Martin Ratio Rank: 4040
Martin Ratio Rank

SECU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

JMTG vs. SECU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mortgage-Backed Securities ETF (JMTG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JMTGSECUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.90

Martin ratioReturn relative to average drawdown

5.34

JMTG vs. SECU - Sharpe Ratio Comparison


Loading charts...

Drawdowns

JMTG vs. SECU - Drawdown Comparison

The maximum JMTG drawdown since its inception was -2.78%, which is greater than SECU's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for JMTG and SECU.


Loading charts...

Drawdown Indicators


JMTGSECUDifference

Max Drawdown

Largest peak-to-trough decline

-2.78%

-1.76%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

Current Drawdown

Current decline from peak

-1.59%

-0.12%

-1.47%

Average Drawdown

Average peak-to-trough decline

-0.73%

-0.48%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

Volatility

JMTG vs. SECU - Volatility Comparison


Loading charts...

Volatility by Period


JMTGSECUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

3.22%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

3.22%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.71%

3.22%

+0.49%

JMTG vs. SECU - Expense Ratio Comparison

JMTG has a 0.24% expense ratio, which is lower than SECU's 0.40% expense ratio.


Dividends

JMTG vs. SECU - Dividend Comparison

JMTG's dividend yield for the trailing twelve months is around 4.31%, more than SECU's 2.52% yield.


Frequently Asked Questions


JMTG and SECU have a correlation of 0.47, 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 0.40% for SECU.

JMTG has the higher dividend yield at 4.31%, compared with 2.52% for SECU.

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.24% for JMTG and 0.40% for SECU.

Portfolio Optimizer

Find the right allocation for JMTG and SECU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer