SECU vs. VMBS
SECU (iShares Securitized Income Active ETF) and VMBS (Vanguard Mortgage-Backed Securities ETF) are both Mortgage Backed Securities funds. SECU is actively managed, while VMBS is passively managed. At a 0.39 correlation, their price movements are largely independent. SECU charges 0.40%/yr vs 0.04%/yr for VMBS.
Performance
SECU vs. VMBS - Performance Comparison
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Returns By Period
SECU
- 1D
- -0.06%
- 1M
- 0.63%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VMBS
- 1D
- 0.09%
- 1M
- 0.63%
- YTD
- 0.92%
- 6M
- 1.02%
- 1Y
- 6.00%
- 3Y*
- 4.52%
- 5Y*
- 0.57%
- 10Y*
- 1.35%
SECU vs. VMBS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SECU iShares Securitized Income Active ETF | 1.53% |
VMBS Vanguard Mortgage-Backed Securities ETF | 0.70% |
Correlation
The correlation between SECU and VMBS is 0.39, 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 | 0.39 |
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Return for Risk
SECU vs. VMBS — Risk / Return Rank
SECU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VMBS
SECU vs. VMBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Securitized Income Active ETF (SECU) and Vanguard Mortgage-Backed Securities ETF (VMBS). 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.
| SECU | VMBS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.24 | — |
| Martin ratioReturn relative to average drawdown | — | 7.12 | — |
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Drawdowns
SECU vs. VMBS - Drawdown Comparison
The maximum SECU drawdown since its inception was -1.76%, smaller than the maximum VMBS drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for SECU and VMBS.
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Drawdown Indicators
| SECU | VMBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.76% | -17.47% | +15.71% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.47% | — |
Current DrawdownCurrent decline from peak | -0.38% | -1.07% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -0.51% | -2.49% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.84% | — |
Volatility
SECU vs. VMBS - Volatility Comparison
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Volatility by Period
| SECU | VMBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.19% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.27% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.32% | 4.30% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.32% | 6.78% | -3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.32% | 5.41% | -2.09% |
SECU vs. VMBS - Expense Ratio Comparison
SECU has a 0.40% expense ratio, which is higher than VMBS's 0.04% expense ratio.
Dividends
SECU vs. VMBS - Dividend Comparison
SECU's dividend yield for the trailing twelve months is around 2.10%, less than VMBS's 4.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SECU iShares Securitized Income Active ETF | 2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMBS Vanguard Mortgage-Backed Securities ETF | 4.17% | 4.20% | 3.94% | 3.31% | 2.35% | 1.02% | 2.01% | 2.77% | 2.72% | 2.16% | 2.10% | 2.12% |
Frequently Asked Questions
SECU and VMBS have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VMBS is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VMBS is cheaper with a 0.04% expense ratio, compared with 0.40% for SECU.
VMBS has the higher dividend yield at 4.17%, compared with 2.10% for SECU.
They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for SECU and 0.04% for VMBS.
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