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MBSX vs. SECU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBSX vs. SECU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regan Fixed Rate MBS ETF (MBSX) and iShares Securitized Income Active ETF (SECU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MBSX

1D
0.00%
1M
5.91%
YTD
5.41%
6M
5.11%
1Y
9.78%
3Y*
5Y*
10Y*

SECU

1D
-0.02%
1M
0.60%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBSX vs. SECU - Yearly Performance Comparison


Correlation

The correlation between MBSX and SECU is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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Return for Risk

MBSX vs. SECU — Risk / Return Rank

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

MBSX
MBSX Risk / Return Rank: 1414
Overall Rank
MBSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MBSX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MBSX Omega Ratio Rank: 1919
Omega Ratio Rank
MBSX Calmar Ratio Rank: 1313
Calmar Ratio Rank
MBSX Martin Ratio Rank: 1414
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.

MBSX vs. SECU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regan Fixed Rate MBS ETF (MBSX) 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.


MBSXSECUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.36

Martin ratioReturn relative to average drawdown

1.15

MBSX vs. SECU - Sharpe Ratio Comparison


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Drawdowns

MBSX vs. SECU - Drawdown Comparison

The maximum MBSX drawdown since its inception was -27.57%, which is greater than SECU's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for MBSX and SECU.


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Drawdown Indicators


MBSXSECUDifference

Max Drawdown

Largest peak-to-trough decline

-27.57%

-1.76%

-25.81%

Max Drawdown (1Y)

Largest decline over 1 year

-27.57%

Current Drawdown

Current decline from peak

-21.16%

-0.40%

-20.76%

Average Drawdown

Average peak-to-trough decline

-6.78%

-0.51%

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.50%

Volatility

MBSX vs. SECU - Volatility Comparison


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Volatility by Period


MBSXSECUDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.28%

Volatility (6M)

Calculated over the trailing 6-month period

52.02%

Volatility (1Y)

Calculated over the trailing 1-year period

54.80%

3.30%

+51.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.59%

3.30%

+51.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.59%

3.30%

+51.29%

MBSX vs. SECU - Expense Ratio Comparison

Both MBSX and SECU have an expense ratio of 0.40%.


Dividends

MBSX vs. SECU - Dividend Comparison

MBSX's dividend yield for the trailing twelve months is around 3.38%, more than SECU's 2.10% yield.


PositionTTM2025
MBSX
Regan Fixed Rate MBS ETF
3.38%2.77%
SECU
iShares Securitized Income Active ETF
2.10%0.00%

Frequently Asked Questions


MBSX and SECU have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

MBSX and SECU have the same expense ratio: 0.40% per year.

MBSX has the higher dividend yield at 3.38%, compared with 2.10% for SECU.

They also come from different issuers: Regan and iShares.

Portfolio Optimizer

Find the right allocation for MBSX 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.

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