PortfoliosLab logoPortfoliosLab logo
Issuer
Nomura
Inception Date
Mar 5, 2025
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$30M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

HTAX Performance Chart

Nomura National High-Yield Municipal Bond ETF (HTAX) is up 4.0% since the beginning of the year. HTAX is currently trading at $25 per share.


Loading charts...

S&P 500 Index

Returns By Period

Nomura National High-Yield Municipal Bond ETF (HTAX) has returned 4.01% so far this year and 8.26% over the past 12 months.


Nomura National High-Yield Municipal Bond ETF

1D
-0.29%
1M
2.16%
YTD
4.01%
6M
4.23%
1Y
8.26%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTAX Monthly Returns History

Based on dividend-adjusted daily data since Mar 6, 2025, HTAX's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.

Historically, 63% of months were positive and 38% were negative. The best month was Sep 2025 with a return of +4.5%, while the worst month was Jul 2025 at -2.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HTAX closed higher 53% of trading days. The best single day was Apr 10, 2025 with a return of +1.3%, while the worst single day was Apr 8, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.58%1.94%-1.95%1.66%1.08%0.68%4.01%
2025-1.08%-1.78%-1.06%0.90%-2.14%0.60%4.45%1.14%0.46%-0.41%0.92%

Benchmark Metrics

Nomura National High-Yield Municipal Bond ETF has an annualized alpha of 3.44%, beta of 0.03, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 06, 2025.

  • This ETF participated in 23.68% of S&P 500 Index downside but only 16.89% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.03 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.44%
Beta
0.03
0.01
Upside Capture
16.89%
Downside Capture
23.68%

Expense Ratio

HTAX has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HTAX ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


HTAX Risk / Return Rank: 5555
Overall Rank
HTAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HTAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
HTAX Omega Ratio Rank: 5858
Omega Ratio Rank
HTAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
HTAX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Nomura National High-Yield Municipal Bond ETF (HTAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HTAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.64

2.78

-0.14

Martin ratioReturn relative to average drawdown

8.06

12.44

-4.38

Dividends

Dividend History

Nomura National High-Yield Municipal Bond ETF provided a 4.46% dividend yield over the last twelve months, with an annual payout of $1.11 per share.


3.67%$0.00$0.20$0.40$0.60$0.802025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$1.11$0.89

Dividend yield

4.46%3.67%

Monthly Dividends

The table displays the monthly dividend distributions for Nomura National High-Yield Municipal Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.09$0.08$0.09$0.10$0.09$0.00$0.45
2025$0.09$0.14$0.08$0.09$0.09$0.09$0.10$0.10$0.10$0.89

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Nomura National High-Yield Municipal Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nomura National High-Yield Municipal Bond ETF was 6.10%, occurring on Jul 18, 2025. Recovery took 42 trading sessions.

The current Nomura National High-Yield Municipal Bond ETF drawdown is 0.29%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 pullback2025
-6.10%Jul 2025
4mo 9d2mo 1d
6mo 10dMar 2025 - Sep 2025
2026 pullback2026
-3.06%Mar 2026
22d1mo 1d
1mo 23dMar 2026 - Apr 2026
2026 pullback2026
-1.69%May 2026
8d8d
16dMay 2026 - May 2026
2026 pullback2026
-0.92%Jan 2026
5d13d
18dJan 2026 - Feb 2026
2025 pullback2025
-0.86%Dec 2025
17d23d
1mo 10dNov 2025 - Jan 2026

Drawdown Indicators


HTAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-6.10%

-56.78%

+50.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-9.10%

+5.96%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.29%

-1.80%

+1.51%

Average Drawdown

Average peak-to-trough decline

-1.71%

-10.71%

+9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

2.03%

-1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with HTAX

Add Nomura National High-Yield Municipal Bond ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with HTAX