PortfoliosLab logoPortfoliosLab logo
TDSB vs. MEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, TDSB achieves a 4.54% return, which is significantly higher than MEAR's 1.06% return.


TDSB

1D
-0.16%
1M
0.64%
YTD
4.54%
6M
4.50%
1Y
14.83%
3Y*
8.77%
5Y*
2.16%
10Y*

MEAR

1D
0.00%
1M
0.32%
YTD
1.06%
6M
1.30%
1Y
3.29%
3Y*
3.58%
5Y*
2.43%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDSB vs. MEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TDSB
Cabana Target Drawdown 7 ETF
4.54%12.95%3.56%4.71%-16.83%8.44%-1.17%
MEAR
iShares Short Maturity Municipal Bond ETF
1.06%3.76%3.40%3.93%0.10%0.05%0.21%

Correlation

The correlation between TDSB and MEAR is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

0.14

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 7373
Overall Rank
TDSB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TDSB Sortino Ratio Rank: 7676
Sortino Ratio Rank
TDSB Omega Ratio Rank: 8080
Omega Ratio Rank
TDSB Calmar Ratio Rank: 6565
Calmar Ratio Rank
TDSB Martin Ratio Rank: 6969
Martin Ratio Rank

MEAR
MEAR Risk / Return Rank: 9595
Overall Rank
MEAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9797
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9595
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 ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

1.48

1.91

-0.43

Calmar ratioReturn relative to maximum drawdown

3.21

7.07

-3.86

Martin ratioReturn relative to average drawdown

12.74

28.99

-16.25

TDSB vs. MEAR - Sharpe Ratio Comparison

The current TDSB Sharpe Ratio is 2.49, which is lower than the MEAR Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of TDSB and MEAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TDSBMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

3.86

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

2.48

-2.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.11

-0.80

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.


Loading charts...

Drawdown Indicators


TDSBMEARDifference

Max Drawdown

Largest peak-to-trough decline

-19.56%

-2.68%

-16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-0.47%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-6.84%

-0.86%

-5.98%

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

-0.90%

0.00%

-0.90%

Average Drawdown

Average peak-to-trough decline

-9.12%

-0.19%

-8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.11%

+1.06%

Volatility

TDSB vs. MEAR - Volatility Comparison

Cabana Target Drawdown 7 ETF (TDSB) has a higher volatility of 1.64% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.24%. 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.


Loading charts...

Volatility by Period


TDSBMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

0.24%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

5.01%

0.61%

+4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.98%

0.86%

+5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.32%

0.98%

+6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.53%

1.52%

+6.01%

TDSB vs. MEAR - Expense Ratio Comparison

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


Dividends

TDSB vs. MEAR - Dividend Comparison

TDSB's dividend yield for the trailing twelve months is around 2.13%, less than MEAR's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
MEAR
iShares Short Maturity Municipal Bond ETF
2.84%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%
TDSB
Cabana Target Drawdown 7 ETF
2.13%1.93%3.50%2.77%1.81%1.75%0.46%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TDSB and MEAR have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDSB has higher volatility (1.64%) compared to MEAR (0.24%). In terms of maximum drawdown, TDSB dropped -19.56% vs MEAR's -2.68%.

On 5-year performance, MEAR leads with 2.43% vs 2.16% for TDSB. On fees, MEAR is cheaper at 0.25% per year. On volatility, MEAR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MEAR has performed better with a 2.43% return vs 2.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MEAR is cheaper with a 0.25% expense ratio, compared with 0.69% for TDSB.

MEAR has the higher dividend yield at 2.84%, compared with 2.13% for TDSB.

TDSB is categorized as Tactical Allocation, while MEAR is Municipal Bonds. They also come from different issuers: Exchange Traded Concepts and iShares. Their fees differ too: 0.69% for TDSB and 0.25% for MEAR.

MEAR currently has the higher Sharpe Ratio (3.86 vs 2.49), 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 TDSB and MEAR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer