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SPMB vs. MBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPMB vs. MBB - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with SPMB having a 0.65% return and MBB slightly higher at 0.68%. Both investments have delivered pretty close results over the past 10 years, with SPMB having a 1.26% annualized return and MBB not far ahead at 1.31%.


SPMB

1D
0.14%
1M
0.22%
YTD
0.65%
6M
0.95%
1Y
6.29%
3Y*
4.42%
5Y*
0.31%
10Y*
1.26%

MBB

1D
0.11%
1M
0.25%
YTD
0.68%
6M
1.10%
1Y
6.17%
3Y*
4.42%
5Y*
0.36%
10Y*
1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPMB vs. MBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPMB
SPDR Portfolio Mortgage Backed Bond ETF
0.65%8.29%1.35%5.09%-12.05%-1.46%4.19%6.16%1.01%2.13%
MBB
iShares MBS Bond ETF
0.68%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%2.49%

Correlation

The correlation between SPMB and MBB 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

0.86

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

0.71

Over the past year, SPMB and MBB 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

SPMB vs. MBB — Risk / Return Rank

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

SPMB
SPMB Risk / Return Rank: 4444
Overall Rank
SPMB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SPMB Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPMB Omega Ratio Rank: 4343
Omega Ratio Rank
SPMB Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPMB Martin Ratio Rank: 4545
Martin Ratio Rank

MBB
MBB Risk / Return Rank: 4141
Overall Rank
MBB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 4141
Sortino Ratio Rank
MBB Omega Ratio Rank: 3838
Omega Ratio Rank
MBB Calmar Ratio Rank: 4343
Calmar Ratio Rank
MBB Martin Ratio Rank: 4444
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.

SPMB vs. MBB - Risk-Adjusted Trends Comparison

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


SPMBMBBDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

2.19

2.10

+0.08

Martin ratioReturn relative to average drawdown

7.16

6.96

+0.20

SPMB vs. MBB - Sharpe Ratio Comparison

The current SPMB Sharpe Ratio is 1.49, which is comparable to the MBB Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of SPMB and MBB, 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


SPMBMBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.39

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.05

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.25

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.59

-0.25

Drawdowns

SPMB vs. MBB - Drawdown Comparison

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


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Drawdown Indicators


SPMBMBBDifference

Max Drawdown

Largest peak-to-trough decline

-18.03%

-17.64%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-2.94%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.66%

-7.68%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.49%

-17.19%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

-17.64%

-0.39%

Current Drawdown

Current decline from peak

-1.45%

-1.42%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.85%

-2.35%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.89%

-0.01%

Volatility

SPMB vs. MBB - Volatility Comparison

SPDR Portfolio Mortgage Backed Bond ETF (SPMB) and iShares MBS Bond ETF (MBB) have volatilities of 1.58% 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


SPMBMBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.58%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

3.23%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

4.51%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.77%

6.81%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.61%

5.31%

+2.30%

SPMB vs. MBB - Expense Ratio Comparison

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


Dividends

SPMB vs. MBB - Dividend Comparison

SPMB's dividend yield for the trailing twelve months is around 4.08%, less than MBB's 4.27% yield.


PositionTTM20252024202320222021202020192018201720162015
MBB
iShares MBS Bond ETF
4.27%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
4.08%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, SPMB and MBB 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 (1.58%) compared to SPMB (1.58%). In terms of maximum drawdown, SPMB dropped -18.03% vs MBB's -17.64%.

On 10-year performance, MBB leads with 1.31% vs 1.26% 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 1.31% return vs 1.26%. 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 4.27%, compared with 4.08% for SPMB.

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

SPMB currently has the higher Sharpe Ratio (1.49 vs 1.39), 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 SPMB and MBB

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