CMBS vs DJAN
Comparison between ISHARES CMBS ETF (CMBS, ETF) and FT VEST U.S. EQUITY DEEP BUFFER ETF - JANUARY (DJAN, ETF).
5-Year PerformanceDJAN has outperformed CMBS, delivering a return of +7.8% compared to +0.8%
CMBS vs DJAN - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CMBS
$473M
Winner
DJAN
$474M
Expense Ratio
Winner
CMBS
0.25%
DJAN
0.85%
Max Drawdown
CMBS
20.92%
Winner
DJAN
9.57%
Sharpe Ratio
CMBS
-0.33
Winner
DJAN
1.39
5Y Beta
Winner
CMBS
0.01
DJAN
0.40
5Y Dividends CAGR
CMBS
2.20%
DJAN
N/A
CMBS vs DJAN - Historical Returns
Returns include dividend reinvestment.
1M
CMBS
+0.47%
Winner
DJAN
+2.10%
3M
CMBS
+0.44%
Winner
DJAN
+2.39%
6M
CMBS
-1.16%
Winner
DJAN
+6.62%
1Y
CMBS
+2.45%
Winner
DJAN
+12.01%
5Y(CAGR)
CMBS
+0.77%
Winner
DJAN
+7.85%
10Y(CAGR)
CMBS
+1.93%
DJAN
N/A
Max(CAGR)
CMBS
+2.38%
Winner
DJAN
+8.01%
CMBS vs DJAN - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | CMBS | DJAN |
|---|---|---|
| 2026 | +0.62% | +7.01% |
| 2025 | +7.26% | +11.10% |
| 2024 | +4.46% | +13.08% |
| 2023 | +5.03% | +13.68% |
| 2022 | -10.84% | -5.89% |
| 2021 | -1.82% | +6.72% |
| 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 DJAN Drawdown Comparison
The maximum drawdown for CMBS was -15.87%, occurring on Nov 3, 2022. Recovery took 1014 trading sessions.
The maximum drawdown for DJAN was -9.57%, occurring on Jun 16, 2022. Recovery took 325 trading sessions.
The current CMBS drawdown is -1.16%.
| Rank | CMBS | DJAN |
|---|---|---|
| #1 | -15.87% Jul 20, 2021 - Aug 4, 2025 | -9.57% Mar 29, 2022 - Jul 17, 2023 |
| #2 | -9.89% Mar 9, 2020 - Jul 30, 2020 | -9.33% Feb 19, 2025 - Jun 24, 2025 |
| #3 | -4.94% Sep 7, 2016 - Sep 5, 2017 | -5.29% Sep 14, 2023 - Nov 10, 2023 |
| #4 | -3.82% Sep 7, 2017 - Jan 3, 2019 | -4.27% Feb 2, 2026 - Apr 14, 2026 |
| #5 | -3.33% May 21, 2013 - Apr 14, 2014 | -3.84% Feb 2, 2022 - Mar 29, 2022 |
| #6 | -2.55% Jan 29, 2021 - Jul 20, 2021 | -3.30% Jul 16, 2024 - Aug 16, 2024 |
| #7 | -2.44% Feb 27, 2026 - Mar 27, 2026 | -2.43% Apr 1, 2024 - May 9, 2024 |
| #8 | -2.20% Feb 2, 2015 - Oct 14, 2015 | -1.88% Nov 12, 2025 - Nov 26, 2025 |
| #9 | -2.05% Oct 14, 2015 - Jan 20, 2016 | -1.69% Jan 21, 2021 - Feb 5, 2021 |
| #10 | -2.04% Sep 4, 2019 - Jan 27, 2020 | -1.68% Jul 28, 2023 - Aug 30, 2023 |
| #11 | -1.84% Feb 11, 2016 - Apr 1, 2016 | -1.68% Aug 30, 2024 - Sep 16, 2024 |
| #12 | -1.82% Jul 3, 2012 - Jul 25, 2012 | -1.59% Jun 2, 2026 - Jul 6, 2026 |
| #13 | -1.60% Mar 7, 2012 - Jun 26, 2012 | -1.54% Feb 16, 2021 - Mar 11, 2021 |
| #14 | -1.54% Oct 2, 2020 - Dec 11, 2020 | -1.32% May 7, 2021 - May 28, 2021 |
| #15 | -1.38% Nov 28, 2014 - Jan 7, 2015 | -1.22% Oct 8, 2025 - Oct 20, 2025 |
Correlation
Correlation between CMBS and DJAN is 0.70 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.70
-101
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