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MTGP vs. ASEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTGP vs. ASEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Mortgage Plus Bond Fund (MTGP) and American Century Securitized Credit ETF (ASEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MTGP

1D
-0.36%
1M
-0.90%
6M
-0.62%
YTD
-0.08%
1Y
3.04%
3Y*
4.56%
5Y*
0.10%
10Y*
ALL TIME*
0.87%

ASEC

1D
0.04%
1M
0.19%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$679.57$2.96K$422.99K
$422.32K$672.43K$425.74K

MTGP vs. ASEC - Yearly Performance Comparison


Correlation

The correlation between MTGP and ASEC is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

0.06

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Return for Risk

MTGP vs. ASEC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MTGP
MTGP Risk / Return Rank: 3838
Overall Rank
MTGP Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
MTGP Sortino Ratio Rank: 3636
Sortino Ratio Rank
MTGP Omega Ratio Rank: 3535
Omega Ratio Rank
MTGP Calmar Ratio Rank: 4444
Calmar Ratio Rank
MTGP Martin Ratio Rank: 3838
Martin Ratio Rank

ASEC

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MTGP vs. ASEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Mortgage Plus Bond Fund (MTGP) and American Century Securitized Credit ETF (ASEC). 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.


MTGPASECDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.57

Martin ratioReturn relative to average drawdown

4.02

MTGP vs. ASEC - Sharpe Ratio Comparison


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Drawdowns

MTGP vs. ASEC - Drawdown Comparison

The maximum MTGP drawdown since its inception was -16.63%, which is greater than ASEC's maximum drawdown of -0.46%. Use the drawdown chart below to compare losses from any high point for MTGP and ASEC.


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Drawdown Indicators


MTGPASECDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-0.46%

-16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-5.52%

Max Drawdown (5Y)

Largest decline over 5 years

-16.63%

Current Drawdown

Current decline from peak

-1.81%

-0.26%

-1.55%

Average Drawdown

Average peak-to-trough decline

-5.01%

-0.18%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

Volatility

MTGP vs. ASEC - Volatility Comparison


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Volatility by Period


MTGPASECDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

1.83%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.83%

1.83%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.23%

1.83%

+3.40%

MTGP vs. ASEC - Expense Ratio Comparison

MTGP has a 0.45% expense ratio, which is higher than ASEC's 0.29% expense ratio.


Dividends

MTGP vs. ASEC - Dividend Comparison

MTGP's dividend yield for the trailing twelve months is around 4.42%, more than ASEC's 0.45% yield.


PositionTTM202520242023202220212020
ASEC
American Century Securitized Credit ETF
0.45%0.00%0.00%0.00%0.00%0.00%0.00%
MTGP
WisdomTree Mortgage Plus Bond Fund
4.42%4.19%4.05%3.02%2.47%1.64%2.61%

Frequently Asked Questions


MTGP and ASEC have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ASEC is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASEC is cheaper with a 0.29% expense ratio, compared with 0.45% for MTGP.

MTGP has the higher dividend yield at 4.42%, compared with 0.45% for ASEC.

They also come from different issuers: WisdomTree and American Century. Their fees differ too: 0.45% for MTGP and 0.29% for ASEC.

Portfolio Optimizer

Find the right allocation for MTGP and ASEC

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