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TDSB vs. MEAR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDSB vs. MEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabana Target Drawdown 7 ETF (TDSB) and iShares Short Maturity Municipal Bond ETF (MEAR). The values are adjusted to include any dividend payments, if applicable.

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TDSB vs. MEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TDSB
Cabana Target Drawdown 7 ETF
2.22%12.95%3.56%4.71%-16.83%8.44%-1.17%
MEAR
iShares Short Maturity Municipal Bond ETF
0.47%3.76%3.40%3.93%0.10%0.05%0.21%

Returns By Period

In the year-to-date period, TDSB achieves a 2.22% return, which is significantly higher than MEAR's 0.47% return.


TDSB

1D
0.97%
1M
-2.99%
YTD
2.22%
6M
5.61%
1Y
11.78%
3Y*
8.21%
5Y*
2.25%
10Y*

MEAR

1D
0.12%
1M
-0.31%
YTD
0.47%
6M
1.07%
1Y
3.12%
3Y*
3.50%
5Y*
2.30%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDSB vs. MEAR - Expense Ratio Comparison

TDSB has a 0.69% expense ratio, which is higher than MEAR's 0.25% expense ratio.


Return for Risk

TDSB vs. MEAR — Risk / Return Rank

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

TDSB
TDSB Risk / Return Rank: 8080
Overall Rank
TDSB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TDSB Sortino Ratio Rank: 8080
Sortino Ratio Rank
TDSB Omega Ratio Rank: 8282
Omega Ratio Rank
TDSB Calmar Ratio Rank: 7777
Calmar Ratio Rank
TDSB Martin Ratio Rank: 7878
Martin Ratio Rank

MEAR
MEAR Risk / Return Rank: 9797
Overall Rank
MEAR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9898
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9797
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.

TDSB vs. MEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 7 ETF (TDSB) and iShares Short Maturity Municipal Bond ETF (MEAR). 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.


TDSBMEARDifference

Sharpe ratio

Return per unit of total volatility

1.58

2.71

-1.13

Sortino ratio

Return per unit of downside risk

2.10

3.63

-1.54

Omega ratio

Gain probability vs. loss probability

1.32

1.70

-0.37

Calmar ratio

Return relative to maximum drawdown

2.08

3.69

-1.60

Martin ratio

Return relative to average drawdown

8.44

20.82

-12.38

TDSB vs. MEAR - Sharpe Ratio Comparison

The current TDSB Sharpe Ratio is 1.58, which is lower than the MEAR Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of TDSB and MEAR, 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


TDSBMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.71

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

2.37

-2.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.09

-0.82

Correlation

The correlation between TDSB and MEAR is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TDSB vs. MEAR - Dividend Comparison

TDSB's dividend yield for the trailing twelve months is around 2.17%, less than MEAR's 2.87% yield.


TTM20252024202320222021202020192018201720162015
TDSB
Cabana Target Drawdown 7 ETF
2.17%1.93%3.50%2.77%1.81%1.75%0.46%0.00%0.00%0.00%0.00%0.00%
MEAR
iShares Short Maturity Municipal Bond ETF
2.87%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%

Drawdowns

TDSB vs. MEAR - Drawdown Comparison

The maximum TDSB drawdown since its inception was -19.56%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for TDSB and MEAR.


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Drawdown Indicators


TDSBMEARDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-2.68%

-16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

-0.86%

-5.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.56%

-1.12%

-18.44%

Max Drawdown (10Y)

Largest decline over 10 years

-2.68%

Current Drawdown

Current decline from peak

-3.10%

-0.35%

-2.75%

Average Drawdown

Average peak-to-trough decline

-9.37%

-0.19%

-9.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

0.15%

+1.34%

Volatility

TDSB vs. MEAR - Volatility Comparison

Cabana Target Drawdown 7 ETF (TDSB) has a higher volatility of 2.72% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.36%. This indicates that TDSB's price experiences larger fluctuations and is considered to be riskier than MEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDSBMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

0.36%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

5.11%

0.60%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

7.51%

1.16%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

0.98%

+6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.58%

1.52%

+6.06%