Doubleline Etf Trust - Mortgage ETF

10-Year Study

DMBS.US · · US · ETF

Executive Summary: Doubleline Etf Trust - Mortgage ETF has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 6.7% and an annualized volatility of 6.2%.

1Y CAGR
+6.9%
3Y CAGR
+4.5%
5Y CAGR
+4.1%
10Y CAGR
+4.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
6.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +8.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.2-2.20.8————————0.2%
20250.42.5-0.00.4-0.91.8-0.21.80.90.80.80.08.5%
2024-0.3-1.40.8-2.72.01.22.71.71.3-2.81.1-1.22.1%
2023————-0.6-0.3-0.3-0.7-3.0-2.04.54.21.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.2%. The dominant macroeconomic risk driver is TLT.US, accounting for 28.4% of variance. Idiosyncratic stock-specific factors contribute 1.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-04-0110000
2023-05-019936.172732116753
2023-06-019908.36927364888
2023-07-019882.888462817144
2023-08-019812.389275743819
2023-09-019519.644589369562
2023-10-019333.286273152471
2023-11-019750.383692281068
2023-12-0110161.33292649048
2024-01-0110128.06441476111
2024-02-019986.155198404203
2024-03-0110064.692567982987
2024-04-019790.233038979492
2024-05-019982.921708557818
2024-06-0110099.441198304014
2024-07-0110372.147356052774
2024-08-0110544.934123337143
2024-09-0110684.110813063298
2024-10-0110379.661804287334
2024-11-0110498.094062675054
2024-12-0110373.6957878102
2025-01-0110413.158026569266
2025-02-0110672.429261716847
2025-03-0110668.079990162903
2025-04-0110711.663789923354
2025-05-0110616.070899957645
2025-06-0110808.60017214918
2025-07-0110788.015138197536
2025-08-0110981.022602549447
2025-09-0111081.989461555628
2025-10-0111166.310679169495
2025-11-0111256.210805321141
2025-12-0111259.899716272652
2026-01-0111313.18398557226
2026-02-0111451.335977811885
2026-03-0111197.051603765422
2026-04-0111283.05787946825
Annual Return Matrix
YearAnnual Return
20240.020899114600023694
20250.08542798502957871
20260.0020566935567045697
Total Factor Risk
0.0622083986446754
VTI.US Exposure
0.18492219479129024
VEA.US Exposure
-0.0053218831132901745
VWO.US Exposure
0.04124884623830959
QQQ.US Exposure
-0.10985654544907651
VTV.US Exposure
-0.04539644783775944
IJR.US Exposure
0.005493351938861075
QUAL.US Exposure
-0.010341807470397727
SHV.US Exposure
0.18044240799138495
TLT.US Exposure
0.2841532489681289
LQD.US Exposure
0.19360577426622752
HYG.US Exposure
0.05843532474278701
GLD.US Exposure
-0.013668425577053847
USO.US Exposure
0.009088825850744388
VNQ.US Exposure
0.015712353674080803
BTC-USD.CC Exposure
-0.00849155254408117
CPER.US Exposure
-0.0037080903121011243
VIX.INDX Exposure
0.0011378085859954546
UUP.US Exposure
0.005394402089122085
TIP.US Exposure
0.19777957636489915
Idiosyncratic Exposure
0.019370636801928885
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.86%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$96
Avg Yield on Cost
0.96%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$95.620.96%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Doubleline Etf Trust - Mortgage ETF a high-risk investment?

Doubleline Etf Trust - Mortgage ETF (DMBS.US) has an annualized volatility of 6.2% and experienced a maximum drawdown of 6.7% over the last 10 years. Its primary macro risk driver is TLT.US.

What is the 10-year return of DMBS.US?

Over the past 10 years, DMBS.US has generated a Compound Annual Growth Rate (CAGR) of 4.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Doubleline Etf Trust - Mortgage ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest