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OWNS vs. IUSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OWNS vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CCM Affordable Housing MBS ETF (OWNS) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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OWNS vs. IUSB - Yearly Performance Comparison


2026 (YTD)20252024
OWNS
CCM Affordable Housing MBS ETF
0.36%7.75%3.84%
IUSB
iShares Core Universal USD Bond ETF
-0.07%7.38%3.56%

Returns By Period

In the year-to-date period, OWNS achieves a 0.36% return, which is significantly higher than IUSB's -0.07% return.


OWNS

1D
0.42%
1M
-1.67%
YTD
0.36%
6M
1.94%
1Y
5.56%
3Y*
5Y*
10Y*

IUSB

1D
0.20%
1M
-1.81%
YTD
-0.07%
6M
0.97%
1Y
4.55%
3Y*
4.07%
5Y*
0.53%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OWNS vs. IUSB - Expense Ratio Comparison

OWNS has a 0.30% expense ratio, which is higher than IUSB's 0.06% expense ratio.


Return for Risk

OWNS vs. IUSB — Risk / Return Rank

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

OWNS
OWNS Risk / Return Rank: 5858
Overall Rank
OWNS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
OWNS Sortino Ratio Rank: 5959
Sortino Ratio Rank
OWNS Omega Ratio Rank: 5353
Omega Ratio Rank
OWNS Calmar Ratio Rank: 7171
Calmar Ratio Rank
OWNS Martin Ratio Rank: 4646
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 6666
Overall Rank
IUSB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 6464
Sortino Ratio Rank
IUSB Omega Ratio Rank: 5757
Omega Ratio Rank
IUSB Calmar Ratio Rank: 7777
Calmar Ratio Rank
IUSB Martin Ratio Rank: 6464
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.

OWNS vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CCM Affordable Housing MBS ETF (OWNS) and iShares Core Universal USD Bond ETF (IUSB). 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.


OWNSIUSBDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.11

-0.01

Sortino ratio

Return per unit of downside risk

1.56

1.56

0.00

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.86

1.92

-0.06

Martin ratio

Return relative to average drawdown

4.52

5.96

-1.43

OWNS vs. IUSB - Sharpe Ratio Comparison

The current OWNS Sharpe Ratio is 1.10, which is comparable to the IUSB Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of OWNS and IUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OWNSIUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.11

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.46

+0.62

Correlation

The correlation between OWNS and IUSB is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OWNS vs. IUSB - Dividend Comparison

OWNS's dividend yield for the trailing twelve months is around 4.31%, more than IUSB's 4.23% yield.


TTM20252024202320222021202020192018201720162015
OWNS
CCM Affordable Housing MBS ETF
4.31%4.12%3.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Drawdowns

OWNS vs. IUSB - Drawdown Comparison

The maximum OWNS drawdown since its inception was -5.39%, smaller than the maximum IUSB drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for OWNS and IUSB.


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Drawdown Indicators


OWNSIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-5.39%

-17.90%

+12.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-2.49%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

Current Drawdown

Current decline from peak

-1.67%

-1.81%

+0.14%

Average Drawdown

Average peak-to-trough decline

-1.55%

-3.62%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

0.80%

+0.51%

Volatility

OWNS vs. IUSB - Volatility Comparison

CCM Affordable Housing MBS ETF (OWNS) has a higher volatility of 1.93% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.62%. This indicates that OWNS's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OWNSIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

1.62%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

2.41%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.09%

4.13%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.48%

5.77%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.48%

5.03%

+0.45%