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MBB vs. SPMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBB vs. SPMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MBS Bond ETF (MBB) and SPDR Portfolio Mortgage Backed Bond ETF (SPMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MBB achieves a 0.58% return, which is significantly higher than SPMB's 0.51% return. Over the past 10 years, MBB has outperformed SPMB with an annualized return of 1.30%, while SPMB has yielded a comparatively lower 1.21% annualized return.


MBB

1D
-0.23%
1M
0.31%
YTD
0.58%
6M
0.71%
1Y
6.76%
3Y*
4.36%
5Y*
0.34%
10Y*
1.30%

SPMB

1D
-0.22%
1M
0.27%
YTD
0.51%
6M
0.64%
1Y
6.74%
3Y*
4.32%
5Y*
0.29%
10Y*
1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBB vs. SPMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBB
iShares MBS Bond ETF
0.58%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%2.49%
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
0.51%8.29%1.35%5.09%-12.05%-1.46%4.19%6.16%1.01%2.13%

Correlation

The correlation between MBB and SPMB is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.97

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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2009

0.71

Over the past year, MBB and SPMB have become more correlated (0.96) than their long-term average of 0.71, meaning their price movements have been converging.

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Return for Risk

MBB vs. SPMB — Risk / Return Rank

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

MBB
MBB Risk / Return Rank: 4444
Overall Rank
MBB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 4343
Sortino Ratio Rank
MBB Omega Ratio Rank: 4141
Omega Ratio Rank
MBB Calmar Ratio Rank: 4646
Calmar Ratio Rank
MBB Martin Ratio Rank: 4646
Martin Ratio Rank

SPMB
SPMB Risk / Return Rank: 4747
Overall Rank
SPMB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPMB Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMB Omega Ratio Rank: 4646
Omega Ratio Rank
SPMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
SPMB Martin Ratio Rank: 4747
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.

MBB vs. SPMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MBS Bond ETF (MBB) and SPDR Portfolio Mortgage Backed Bond ETF (SPMB). 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.


MBBSPMBDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

2.31

2.34

-0.04

Martin ratioReturn relative to average drawdown

7.64

7.70

-0.06

MBB vs. SPMB - Sharpe Ratio Comparison

The current MBB Sharpe Ratio is 1.51, which is comparable to the SPMB Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of MBB and SPMB, 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


MBBSPMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.58

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.04

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.16

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.34

+0.25

Drawdowns

MBB vs. SPMB - Drawdown Comparison

The maximum MBB drawdown since its inception was -17.64%, roughly equal to the maximum SPMB drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for MBB and SPMB.


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Drawdown Indicators


MBBSPMBDifference

Max Drawdown

Largest peak-to-trough decline

-17.64%

-18.03%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.89%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.68%

-7.66%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-17.49%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-17.64%

-18.03%

+0.39%

Current Drawdown

Current decline from peak

-1.52%

-1.58%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.35%

-2.85%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.88%

+0.01%

Volatility

MBB vs. SPMB - Volatility Comparison

iShares MBS Bond ETF (MBB) and SPDR Portfolio Mortgage Backed Bond ETF (SPMB) have volatilities of 1.59% and 1.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBBSPMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.58%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

3.08%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

4.28%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.81%

6.77%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

7.61%

-2.30%

MBB vs. SPMB - Expense Ratio Comparison

MBB has a 0.06% expense ratio, which is higher than SPMB's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MBB vs. SPMB - Dividend Comparison

MBB's dividend yield for the trailing twelve months is around 4.28%, more than SPMB's 4.09% yield.


PositionTTM20252024202320222021202020192018201720162015
MBB
iShares MBS Bond ETF
4.28%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
4.09%3.98%3.76%3.21%2.98%2.59%2.95%3.24%3.36%3.13%2.99%3.05%

Frequently Asked Questions


With a correlation of 0.96, MBB and SPMB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MBB has higher volatility (1.59%) compared to SPMB (1.58%). In terms of maximum drawdown, MBB dropped -17.64% vs SPMB's -18.03%.

On 10-year performance, MBB leads with 1.30% vs 1.21% for SPMB. On fees, SPMB is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MBB has performed better with a 1.30% return vs 1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMB is cheaper with a 0.04% expense ratio, compared with 0.06% for MBB.

MBB has the higher dividend yield at 4.28%, compared with 4.09% for SPMB.

MBB tracks Barclays Capital U.S. MBS Index, while SPMB tracks Bloomberg US Aggregate Securitized - MBS. They also come from different issuers: iShares and State Street. Their fees differ too: 0.06% for MBB and 0.04% for SPMB.

SPMB currently has the higher Sharpe Ratio (1.58 vs 1.51), 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

Find the right allocation for MBB and SPMB

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