ITM's Sharpe Ratio of 2.64 indicates that for each unit of volatility, it generates 2.64 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.
ITM Sharpe Ratio Rank
ITM ranks above 79.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Above-average risk-adjusted returns with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio efficiency
ITM Sharpe Ratio Market Positioning
The chart shows ITM's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.51
- Green zone (top 25%): 2.51 or higher
- Top 1%: 7.84+
- Median: 1.76 — half of all investments score higher
How it compares to other similar ETFs
The table compares VanEck Intermediate Muni ETF's Sharpe Ratio with other ETFs in the Municipal Bonds category across multiple time periods, showing how ITM's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| MYMG | State Street My2027 Municipal Bond ETF | 4.80 | |||
| STAX | Macquarie Tax-Free USA Short Term ETF | 3.98 | |||
| MYMF | State Street My2026 Municipal Bond ETF | 3.95 | |||
| MEAR | iShares Short Maturity Municipal Bond ETF | 3.93 | |||
| CALI | iShares Short-Term California Muni Active ETF | 3.90 | |||
| SMMU | PIMCO Short Term Municipal Bond Active ETF | 3.81 | |||
| VSDM | Vanguard Short Duration Tax-Exempt Bond ETF | 3.62 | |||
| CGSM | Capital Group Short Duration Municipal Income ETF | 3.43 | |||
| FUMB | First Trust Ultra Short Duration Municipal ETF | 3.42 | |||
| TAXE | T. Rowe Price Intermediate Municipal Income ETF | 3.35 | |||
| ITM | VanEck Intermediate Muni ETF | 2.64 |
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