CMBS iShares CMBS ETF

CMBS vs SHY, shifted 1d

Both indexed to 100 at 2026-05-11. SHY is drawn 1 trading day later than it happened, so if it leads, the lines move together.

CMBS SHY (+1d) · range 98–101 · 2026-05-11 → 2026-11-06

CMBS tends to repeat these symbols' moves the next trading day.

Leader	$/day	Lag	ρ	Holdout ρ	Stability	q	Tier
SHY iShares 1-3 Year Treasury Bond ETF	$280.1M	1d	+0.30	+0.23	88%	8e-11	robust

Same-day co-movement.

Symbol	$/day	Lag	ρ	Holdout ρ	Stability	q	Tier
DBND DoubleLine Opportunistic Core Bond ETF	$2.3M	0d	+0.46	+0.41	100%	<1e-15	robust
UBND Victory Portfolios II VictoryShares Core Plus Bond ETF	$2.7M	0d	+0.44	+0.43	100%	<1e-15	robust
TOTL State Street DoubleLine Total Return Tactical ETF	$13.9M	0d	+0.44	+0.43	100%	<1e-15	robust
BBAG JPMorgan BetaBuilders U.S. Aggregate Bond ETF	$2.2M	0d	+0.44	+0.43	100%	<1e-15	robust
GTO Invesco Total Return Bond ETF	$8.6M	0d	+0.44	+0.42	100%	<1e-15	robust
BRTR BlackRock ETF Trust II iShares Total Return Active ETF	$2.4M	0d	+0.43	+0.41	100%	<1e-15	robust
SPTB State Street SPDR Portfolio Treasury Index ETF	$361k	0d	+0.43	+0.42	100%	<1e-15	robust
EVTR Eaton Vance Total Return Bond ETF	$19.2M	0d	+0.43	+0.41	100%	<1e-15	robust
XTEN BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF	$4.4M	0d	+0.43	+0.42	100%	<1e-15	robust
HCRB Hartford Core Bond ETF	$469k	0d	+0.43	+0.44	100%	<1e-15	robust
GOVT iShares U.S. Treasury Bond ETF	$161.7M	0d	+0.43	+0.42	100%	<1e-15	robust
LGOV First Trust Long Duration Opportunities ETF	$3.1M	0d	+0.42	+0.39	100%	<1e-15	robust
MFSB MFS Active Core Plus Bond ETF	$1.1M	0d	+0.42	+0.42	100%	<1e-15	robust
OACP OneAscent Core Plus Bond ETF	$563k	0d	+0.42	+0.40	100%	<1e-15	robust
CGCB Capital Group Core Bond ETF	$21.0M	0d	+0.42	+0.38	100%	<1e-15	robust

Symbol	$/day	Lag	ρ	Holdout ρ	Stability	q	Tier
PFIX Simplify Interest Rate Hedge ETF	$11.4M	0d	-0.37	-0.33	100%	<1e-15	robust