sotnkLMBS First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
- Last close
- 49.14
- 504-day return
- +9.93%
- Median $/day
- $21.7M
- Significant pairs
- 646
- Leader rank
- #193
LMBS vs PMBS
Both indexed to 100 at 2026-05-11.
Catch up to LMBS
These tend to repeat LMBS's moves the next trading day.
| Follower | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| TSEC Touchstone Securitized Income ETF | $120k | 1d | +0.37 | +0.30 | 75% | <1e-15 | robust |
Moves with LMBS
Same-day co-movement.
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| PMBS PIMCO ETF Trust PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund | $2.4M | 0d | +0.82 | +0.86 | 100% | <1e-15 | robust |
| DBND DoubleLine Opportunistic Core Bond ETF | $2.3M | 0d | +0.82 | +0.87 | 100% | <1e-15 | robust |
| JMBS Janus Henderson Mortgage-Backed Securities ETF | $25.1M | 0d | +0.82 | +0.86 | 100% | <1e-15 | robust |
| DMBS DoubleLine Mortgage ETF | $2.2M | 0d | +0.82 | +0.85 | 100% | <1e-15 | robust |
| FIXD First Trust Exchange-Traded Fund VIII First Trust Smith Opportunistic Fixed Income ETF | $16.5M | 0d | +0.81 | +0.82 | 100% | <1e-15 | robust |
| MBB iShares MBS ETF | $221.8M | 0d | +0.81 | +0.83 | 100% | <1e-15 | robust |
| SPMB State Street SPDR Portfolio Mortgage Backed Bond Index ETF | $18.5M | 0d | +0.81 | +0.83 | 100% | <1e-15 | robust |
| GTO Invesco Total Return Bond ETF | $8.6M | 0d | +0.81 | +0.85 | 100% | <1e-15 | robust |
| HTRB Hartford Total Return Bond ETF | $6.2M | 0d | +0.80 | +0.85 | 100% | <1e-15 | robust |
| SMBS Schwab Mortgage-Backed Securities ETF | $9.8M | 0d | +0.80 | +0.83 | 100% | <1e-15 | robust |
| JBND JPMorgan Active Bond ETF | $29.7M | 0d | +0.80 | +0.81 | 100% | <1e-15 | robust |
| AGG iShares Core U.S. Aggregate Bond ETF | $775.0M | 0d | +0.80 | +0.82 | 100% | <1e-15 | robust |
| TOTL State Street DoubleLine Total Return Tactical ETF | $13.9M | 0d | +0.80 | +0.83 | 100% | <1e-15 | robust |
| GOVT iShares U.S. Treasury Bond ETF | $161.7M | 0d | +0.80 | +0.81 | 100% | <1e-15 | robust |
| IBTO iShares Trust iShares iBonds Dec 2033 Term Treasury ETF | $1.3M | 0d | +0.80 | +0.81 | 100% | <1e-15 | robust |
Moves against LMBS
| Symbol | $/day | Lag | ρ | Holdout ρ | Stability | q | Tier |
|---|---|---|---|---|---|---|---|
| PFIX Simplify Interest Rate Hedge ETF | $11.4M | 0d | -0.63 | -0.57 | 100% | <1e-15 | robust |
| RINF ProShares Inflation Expectations ETF | $101k | 0d | -0.41 | -0.34 | 100% | <1e-15 | robust |
| UUP Invesco DB US Dollar Index Bullish Fund | $34.1M | 0d | -0.36 | -0.50 | 88% | 2e-15 | robust |
| RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | $1.5M | 0d | -0.31 | -0.37 | 88% | 2e-11 | robust |
| USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | $5.1M | 0d | -0.32 | -0.48 | 75% | 2e-12 | robust |