SRL vs. SMBS.L
Compare and contrast key facts about Scully Royalty Ltd. (SRL) and iShares US Mortgage Backed Securities UCITS ETF (SMBS.L).
SMBS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on May 23, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRL or SMBS.L.
Correlation
The correlation between SRL and SMBS.L is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
SRL vs. SMBS.L - Performance Comparison
Key characteristics
SRL:
0.02
SMBS.L:
0.63
SRL:
0.48
SMBS.L:
0.99
SRL:
1.06
SMBS.L:
1.11
SRL:
0.01
SMBS.L:
0.24
SRL:
0.06
SMBS.L:
2.73
SRL:
14.10%
SMBS.L:
1.62%
SRL:
54.80%
SMBS.L:
7.01%
SRL:
-96.86%
SMBS.L:
-20.65%
SRL:
-91.06%
SMBS.L:
-13.27%
Returns By Period
In the year-to-date period, SRL achieves a -12.90% return, which is significantly lower than SMBS.L's 0.50% return.
SRL
-12.90%
-2.94%
0.58%
1.59%
1.35%
-7.30%
SMBS.L
0.50%
-0.66%
1.69%
4.47%
-0.30%
N/A
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Risk-Adjusted Performance
SRL vs. SMBS.L — Risk-Adjusted Performance Rank
SRL
SMBS.L
SRL vs. SMBS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Scully Royalty Ltd. (SRL) and iShares US Mortgage Backed Securities UCITS ETF (SMBS.L). 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.
Dividends
SRL vs. SMBS.L - Dividend Comparison
SRL's dividend yield for the trailing twelve months is around 3.33%, less than SMBS.L's 3.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRL Scully Royalty Ltd. | 3.33% | 0.00% | 2.79% | 11.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.39% |
SMBS.L iShares US Mortgage Backed Securities UCITS ETF | 3.48% | 3.50% | 3.23% | 2.39% | 2.22% | 2.71% | 3.06% | 2.99% | 3.00% | 1.51% | 0.00% | 0.00% |
Drawdowns
SRL vs. SMBS.L - Drawdown Comparison
The maximum SRL drawdown since its inception was -96.86%, which is greater than SMBS.L's maximum drawdown of -20.65%. Use the drawdown chart below to compare losses from any high point for SRL and SMBS.L. For additional features, visit the drawdowns tool.
Volatility
SRL vs. SMBS.L - Volatility Comparison
Scully Royalty Ltd. (SRL) has a higher volatility of 11.35% compared to iShares US Mortgage Backed Securities UCITS ETF (SMBS.L) at 1.79%. This indicates that SRL's price experiences larger fluctuations and is considered to be riskier than SMBS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.