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Inception Date
Apr 4, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$9M

Share Price Chart


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Performance

MBNE Performance Chart

SPDR Nuveen Municipal Bond ESG ETF (MBNE) is up 0.8% since the beginning of the year. MBNE is currently trading at $29 per share.


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S&P 500 Index

Returns By Period

SPDR Nuveen Municipal Bond ESG ETF (MBNE) has returned 0.84% so far this year and 4.86% over the past 12 months.


SPDR Nuveen Municipal Bond ESG ETF

1D
0.00%
1M
0.03%
YTD
0.84%
6M
1.25%
1Y
4.86%
3Y*
2.97%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBNE Monthly Returns History

Based on dividend-adjusted daily data since Apr 5, 2022, MBNE's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +5.2%, while the worst month was Sep 2022 at -3.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MBNE closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +2.0%, while the worst single day was Apr 10, 2025 at -2.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.64%1.19%-1.71%0.56%0.19%0.00%0.84%
20250.54%1.16%-2.40%-0.77%0.21%0.56%-0.71%1.12%1.76%1.13%0.18%-0.31%2.45%
2024-0.32%0.15%0.20%-1.08%0.02%1.41%0.90%0.54%0.96%-1.53%1.44%-1.39%1.27%
20232.33%-2.02%1.86%-0.12%-0.86%0.92%0.25%-1.08%-2.21%-1.06%5.24%2.71%5.82%
2022-1.42%1.40%-0.98%2.38%-1.82%-3.22%-0.89%3.76%0.26%-0.71%

Benchmark Metrics

SPDR Nuveen Municipal Bond ESG ETF has an annualized alpha of 1.60%, beta of 0.05, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since April 06, 2022.

  • This ETF participated in 33.75% of S&P 500 Index downside but only 20.33% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.07 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 0.07 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
1.60%
Beta
0.05
0.07
Upside Capture
20.33%
Downside Capture
33.75%

Expense Ratio

MBNE has an expense ratio of 0.43%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MBNE ranks 49 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.


MBNE Risk / Return Rank: 4949
Overall Rank
MBNE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MBNE Sortino Ratio Rank: 4848
Sortino Ratio Rank
MBNE Omega Ratio Rank: 5858
Omega Ratio Rank
MBNE Calmar Ratio Rank: 4848
Calmar Ratio Rank
MBNE Martin Ratio Rank: 4545
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 SPDR Nuveen Municipal Bond ESG ETF (MBNE) and compare them to S&P 500 Index.


MBNEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.71

2.39

-0.68

Sortino ratio

Return per unit of downside risk

2.40

3.25

-0.85

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratio

Return relative to maximum drawdown

2.42

3.11

-0.69

Martin ratio

Return relative to average drawdown

7.49

14.38

-6.89

Dividends

Dividend History

SPDR Nuveen Municipal Bond ESG ETF provided a 3.15% dividend yield over the last twelve months, with an annual payout of $0.91 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.91$1.05$0.98$0.90$0.53

Dividend yield

3.15%3.63%3.32%3.01%1.81%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Nuveen Municipal Bond ESG ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.07$0.08$0.07$0.07$0.00$0.29
2025$0.00$0.08$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.09$0.18$1.05
2024$0.00$0.08$0.08$0.08$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.17$0.98
2023$0.00$0.07$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.05$0.07$0.15$0.90
2022$0.03$0.06$0.06$0.06$0.06$0.06$0.06$0.14$0.53

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Nuveen Municipal Bond ESG 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 SPDR Nuveen Municipal Bond ESG ETF was 6.19%, occurring on Oct 26, 2022. Recovery took 65 trading sessions.

The current SPDR Nuveen Municipal Bond ESG ETF drawdown is 1.04%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-6.19%Oct 2022
2mo 24d3mo 7d
6mo 1dAug 2022 - Jan 2023
2023 pullback2023
-5.10%Oct 2023
6mo 17d1mo 1d
7mo 18dApr 2023 - Dec 2023
2025 selloff2025
-4.98%Apr 2025
4mo 1d6mo 6d
10mo 7dDec 2024 - Oct 2025
Bear market2022
-2.77%May 2022
1mo 10d15d
1mo 25dApr 2022 - Jun 2022
Bear market2022
-2.28%Jun 2022
8d28d
1mo 6dJun 2022 - Jul 2022

Drawdown Indicators


MBNEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-6.19%

-56.78%

+50.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-9.10%

+7.08%

Max Drawdown (3Y)

Largest decline over 3 years

-4.98%

-18.90%

+13.92%

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

-1.04%

0.00%

-1.04%

Average Drawdown

Average peak-to-trough decline

-1.41%

-10.72%

+9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

1.97%

-1.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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