CMBS vs AAEQ

Comparison between ISHARES CMBS ETF (CMBS, ETF) and ALPHA ARCHITECT US EQUITY 2 ETF (AAEQ, ETF).

CMBS vs AAEQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CMBS(ETF)	AAEQ(ETF)
Net Assets	$481M	$480M
Expense Ratio	0.25%	0.15%
Max Drawdown	20.92%	10.35%
Sharpe Ratio	0.11	0.48
5Y Beta	0.00	1.04
P/E Ratio	N/A	29.15
Forward P/E	N/A	23.27
5Y Dividends CAGR	3.22%	N/A
5Y EPS CAGR	N/A	29.61%
Debt to Equity	N/A	37.10%
P/S Ratio	N/A	4.20
P/B Ratio	N/A	6.13

Net Assets

Winner

CMBS

$481M

AAEQ

$480M

Expense Ratio

CMBS

0.25%

Winner

AAEQ

0.15%

Max Drawdown

CMBS

20.92%

Winner

AAEQ

10.35%

Sharpe Ratio

CMBS

0.11

Winner

AAEQ

0.48

5Y Beta

Winner

CMBS

0.00

AAEQ

1.04

P/E Ratio

CMBS

N/A

AAEQ

29.15

Forward P/E

CMBS

N/A

AAEQ

23.27

5Y Dividends CAGR

CMBS

3.22%

AAEQ

N/A

5Y EPS CAGR

CMBS

N/A

AAEQ

29.61%

Debt to Equity

CMBS

N/A

AAEQ

37.10%

P/S Ratio

CMBS

N/A

AAEQ

4.20

P/B Ratio

CMBS

N/A

AAEQ

6.13

CMBS vs AAEQ - Historical Returns

Returns include dividend reinvestment.

Period	CMBS	AAEQ
1 month	+0.03%	+1.89%
3 months	-0.89%	+8.23%
6 months	+0.61%	+4.63%
1 year	+3.97%	N/A
5 years(CAGR)	+0.81%	N/A
10 years(CAGR)	+2.06%	N/A
Max(CAGR)	+2.38%	+9.79%

CMBS

+0.03%

Winner

AAEQ

+1.89%

CMBS

-0.89%

Winner

AAEQ

+8.23%

CMBS

+0.61%

Winner

AAEQ

+4.63%

CMBS

+3.97%

AAEQ

N/A

5Y(CAGR)

CMBS

+0.81%

AAEQ

N/A

10Y(CAGR)

CMBS

+2.06%

AAEQ

N/A

Max(CAGR)

CMBS

+2.38%

Winner

AAEQ

+9.79%

CMBS vs AAEQ - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	CMBS	AAEQ
2026	+0.10%	+6.83%
2025	+7.26%	-1.99%
2024	+4.46%	N/A
2023	+5.03%	N/A
2022	-10.84%	N/A
2021	-1.82%	N/A
2020	+7.84%	N/A
2019	+7.93%	N/A
2018	+1.05%	N/A
2017	+3.29%	N/A
2016	+3.06%	N/A
2015	+0.69%	N/A
2014	+2.56%	N/A
2013	+0.39%	N/A
2012	+4.54%	N/A

CMBS vs AAEQ Drawdown Comparison

The maximum drawdown for CMBS was -15.87%, occurring on Nov 3, 2022. Recovery took 1014 trading sessions.

The maximum drawdown for AAEQ was -10.26%, occurring on Mar 30, 2026. Recovery took 86 trading sessions.

The current CMBS drawdown is -1.67%. The current AAEQ drawdown is -2.72%.

Rank	CMBS	AAEQ
#1	-15.87% Jul 20, 2021 - Aug 4, 2025	-10.26% Dec 11, 2025 - Apr 17, 2026
#2	-9.89% Mar 9, 2020 - Jul 30, 2020	-2.72% Jun 2, 2026 - Jun 5, 2026
#3	-4.94% Sep 7, 2016 - Sep 5, 2017	-1.80% May 14, 2026 - May 26, 2026
#4	-3.82% Sep 7, 2017 - Jan 3, 2019	-0.92% Apr 17, 2026 - Apr 22, 2026
#5	-3.33% May 21, 2013 - Apr 14, 2014	-0.56% Apr 27, 2026 - Apr 30, 2026
#6	-2.55% Jan 29, 2021 - Jul 20, 2021	-0.55% May 1, 2026 - May 5, 2026
#7	-2.44% Feb 27, 2026 - Mar 27, 2026	-0.40% Apr 22, 2026 - Apr 24, 2026
#8	-2.20% Feb 2, 2015 - Oct 14, 2015	-0.37% May 6, 2026 - May 8, 2026
#9	-2.05% Oct 14, 2015 - Jan 20, 2016	-0.04% May 11, 2026 - May 13, 2026
#10	-2.04% Sep 4, 2019 - Jan 27, 2020	N/A
#11	-1.84% Feb 11, 2016 - Apr 1, 2016	N/A
#12	-1.82% Jul 3, 2012 - Jul 25, 2012	N/A
#13	-1.60% Mar 7, 2012 - Jun 26, 2012	N/A
#14	-1.54% Oct 2, 2020 - Dec 11, 2020	N/A
#15	-1.38% Nov 28, 2014 - Jan 7, 2015	N/A

Correlation

Correlation between CMBS and AAEQ is 0.06 which considered as a very weak or no correlation - the stocks move independently of each other.

0.06

-101

Dividend Comparison (2012 - 2026)

CMBS vs AAEQ dividend yield comparison.

Year	CMBS	AAEQ
2026	1.51%	0.00%
2025	3.45%	0.10%
2024	3.31%	0.00%
2023	2.97%	0.00%
2022	2.65%	0.00%
2021	2.46%	0.00%
2020	2.83%	0.00%
2019	2.74%	0.00%
2018	2.70%	0.00%
2017	2.50%	0.00%
2016	2.29%	0.00%
2015	2.31%	0.00%
2014	2.15%	0.00%
2013	2.00%	0.00%
2012	2.22%	0.00%