CMBS iShares CMBS ETF

  • ETF
  • CMBS
  • Category
  • Mortgage Backed Securities
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CMBS - Profile

Vitals

Investment Themes

Alternative ETFs in the Mortgage Backed Securities Category

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Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

Description

The index measures the performance of investment-grade commercial mortgage-backed securities, which are classes of securities that represent interests in pools of commercial mortgages. The index includes only CMBS that are Employee Retirement Income Security Act of 1974, which will deem ERISA eligible the certificates with the first priority of principal repayment, as long as certain conditions are met, including the requirement that the certificates be rated in one of the three highest rating categories by Fitch, Inc., Moody’s Investors Services or Standard & Poor’s.

Realtime Rating

CMBS - Realtime Rating

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Realtime Rating Summary

CMBS is a passive ETF that seeks to replicate Barclays Capital U.S. CMBS (ERISA Only) Index. The index measures the performance of investment-grade commercial mortgage-backed securities, which are classes of securities that represent interests in pools of commercial mortgages. The index includes only CMBS that are Employee Retirement Income Security Act of 1974, which will deem ERISA eligible the certificates with the first priority of principal repayment, as long as certain conditions are met, including the requirement that the certificates be rated in one of the three highest rating categories by Fitch, Inc., Moody’s Investors Services or Standard & Poor’s.

The adjacent table gives investors an individual Realtime Rating for CMBS on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Mortgage Backed Securities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

CMBS Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity B+ MBB
Expenses B+ VMBS
Performance
Volatility
Dividend
Concentration

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CMBS In-Depth Analysis

The following tables and charts contain in-depth metrics for CMBS and compare it to similar peer ETFs within its ETFdb Category.

Holdings

CMBS - Holdings

Filings Data as of: Apr 05, 2015
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Top Ten Holdings

  1. FHLMC CMO 5.085%
    0.96%
  2. Gs Mtg Secs Tr 2014-Gc24 CMO 3.931%
    0.90%
  3. FHLMC CMO 3.808%
    0.90%
  4. FHLMC CMO 4.224%
    0.89%
  5. FHLMC CMO 3.389%
    0.86%
  6. FHLMC CMO
    0.86%
  7. FHLMC CMO
    0.86%
  8. FHLMC CMO
    0.86%
  9. FHLMC CMO 3.23%
    0.86%
  10. FHLMC CMO
    0.85%

Concentration Analysis

This section compares how balanced and deep CMBS is relative to the peer group ETFdb Category.

Number of Holdings
CMBS Rank:
CMBS 290
Category Low
Category High
% Assets in Top 10
CMBS Rank:
CMBS 8.80%
Category Low
Category High

CMBS Asset Allocation

Asset Percentage
U.S. Stocks 0.0%
International Stocks 0.0%
U.S. Bonds 99.5%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.5%
Other 0.0%

CMBS Bond Sector Breakdown

Bond Sector Percentage
Treasury 0.0%
TIPS 0.0%
U.S. Agency 0.0%
MBS 0.0%
U.S. Corporate 0.0%
Asset-Backed 0.0%
Convertible 0.0%
Muni 0.0%
Foreign Government 0.0%
Foreign Corporate 0.0%
Other 100.0%

CMBS Bond Detailed Sector Breakdown

Bond Sector Percentage
Commercial Mortgage Backed 53.78%
Agency Mortgage Backed 27.5%
Non Agency Residential Mortgage Backed 18.22%
Corporate Bond 0.5%
Option Warrant 0.0%
Covered Bond 0.0%
Cash And Equivalents 0.0%
Sector Swap 0.0%
Asset Backed 0.0%
Preferred 0.0%
Future Forward 0.0%
Convertible 0.0%
Bank Loan 0.0%
US Municipal Tax Advantaged 0.0%
Municipal Taxable 0.0%
Government Related 0.0%
Government 0.0%

CMBS Coupon Breakdown

Coupon Range Percentage
0% to 1% 0.8%
1% to 2% 6.47%
2% to 3% 17.19%
3% to 4% 26.38%
4% to 5% 12.23%
5% to 6% 32.29%
6% to 7% 4.13%
7% to 8% 0.0%
8% to 9% 0.0%
9% to 10% 0.0%
Greater Than 10% 0.0%

CMBS Credit Quality

Credit Percentage
AAA 66.64%
AA 7.13%
A 5.78%
BBB 2.89%
BB 0.0%
B 0.0%
Below B 0.0%
Not Rated 17.56%

CMBS Maturity Breakdown

Maturity Percentage
Less Than 1 Year 0.0%
1-3 Years 1.61%
3-5 Years 7.31%
5-7 Years 6.29%
7-10 Years 12.12%
10-15 Years 0.0%
15-20 Years 0.0%
20-30 Years 15.28%
30+ Years 56.89%
Expense

CMBS - Expenses & Fees

This section compares the cost efficiency of CMBS to peers in the same ETFdb Category.

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Expenses Ratio Analysis

Expense Ratio
CMBS Rank:
CMBS 0.25%
Category Low
Category High

Commission Free Trading in CMBS

CMBS is not currently available for commission free trading on any platforms.

Category Commission Free Trading

There are 3 other ETFs in the Mortgage Backed Securities ETFdb Category that are also eligible for commission free trading:

Performance

CMBS - Performance

This section shows how CMBS has performed relative to its peer group ETFdb Category.

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1 Week Return
CMBS Rank:
CMBS 0.10%
Category Low
Category High
4 Week Return
CMBS Rank:
CMBS 0.69%
Category Low
Category High
13 Week Return
CMBS Rank:
CMBS 1.07%
Category Low
Category High
26 Week Return
CMBS Rank:
CMBS 2.31%
Category Low
Category High
Year to Date Return
CMBS Rank:
CMBS 2.88%
Category Low
Category High
1 Year Return
CMBS Rank:
CMBS 4.58%
Category Low
Category High
3 Year Return
CMBS Rank:
CMBS 10.56%
Category Low
Category High
5 Year Return
CMBS Rank:
No Ranking Available
Category Low
Category High
Charts

CMBS - Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of CMBS relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

Valuation

CMBS - Valuation

This section shows how the P/E multiple of CMBS compares to the peer group ETFdb Category.

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P/E Ratio
CMBS Rank:
No Ranking Available
Category Low
Category High

As of Apr 24, 2015

Dividend

CMBS - Dividend

This section shows how the dividend yield of CMBS compares to the peer group ETFdb Category.

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Annual Dividend Yield
CMBS Rank:
CMBS 2.13%
Category Low
Category High

As of Apr 24, 2015

Technicals

CMBS - Technicals

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CMBS Volatility Analysis

This section shows how the volatility of CMBS compares to the peer group ETFdb Category.

5 Day Volatility
CMBS Rank:
CMBS 4.76%
Category Low
Category High
20 Day Volatility
CMBS Rank:
CMBS 3.30%
Category Low
Category High
50 Day Volatility
CMBS Rank:
CMBS 4.80%
Category Low
Category High
200 Day Volatility
CMBS Rank:
CMBS 4.66%
Category Low
Category High
Beta
CMBS Rank:
CMBS 0.42
Category Low
Category High
Standard Deviation
CMBS Rank:
CMBS 0.55%
Category Low
Category High

CMBS Technicals

  • 20 Day MA: $52.20
  • 60 Day MA: $51.93
  • MACD 15 Period: 0.14
  • MACD 100 Period: 0.67
  • Williams % Range 10 Day: 17.50
  • Williams % Range 20 Day: 11.11
  • RSI 10 Day: 59
  • RSI 20 Day: 57
  • RSI 30 Day: 56
  • Ultimate Oscillator: 50

CMBS Bollinger Bands

  • Lower Bollinger (10 Day): $52.09
  • Upper Bollinger (10 Day): $52.43
  • Lower Bollinger (20 Day): $51.96
  • Upper Bollinger (20 Day): $52.42
  • Lower Bollinger (30 Day): $51.74
  • Upper Bollinger (30 Day): $52.47

CMBS Support & Resistance

  • Support Level 1: $52.27
  • Support Level 2: $52.16
  • Resistance Level 1: $52.46
  • Resistance Level 2: $52.54

CMBS Stochastic

  • Stochastic Oscillator %D (1 Day): 49.39
  • Stochastic Oscillator %D (5 Day): 54.21
  • Stochastic Oscillator %K (1 Day): 45.91
  • Stochastic Oscillator %K (5 Day): 50.75
Fact Sheet

CMBS - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.