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ISIN
US45409F7776
Issuer
IndexIQ
Inception Date
Dec 21, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$79M

Share Price Chart


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Performance

MMCA Performance Chart

IQ MacKay California Municipal Intermediate ETF (MMCA) is up 1.2% since the beginning of the year. MMCA is currently trading at $22 per share.


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S&P 500 Index

Returns By Period

IQ MacKay California Municipal Intermediate ETF (MMCA) has returned 1.22% so far this year and 6.36% over the past 12 months.


IQ MacKay California Municipal Intermediate ETF

1D
0.08%
1M
1.31%
YTD
1.22%
6M
1.38%
1Y
6.36%
3Y*
4.11%
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)

MMCA Monthly Returns History

Based on dividend-adjusted daily data since Dec 21, 2021, MMCA's average daily return is 0.00%, while the average monthly return is +0.03%. At this rate, an investment would double in approximately 192.6 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Apr 2022 at -4.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MMCA closed higher 51% of trading days. The best single day was May 25, 2022 with a return of +1.0%, while the worst single day was Jun 13, 2022 at -2.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.88%1.33%-2.60%0.90%0.34%0.41%1.22%
20250.42%1.30%-1.16%-0.45%-0.02%1.16%0.09%1.03%1.81%0.82%0.43%0.20%5.74%
20240.12%0.24%-0.08%-0.95%-0.19%0.91%0.96%0.79%0.92%-1.23%1.34%-1.09%1.70%
20232.46%-1.84%1.72%-0.03%-0.92%0.67%0.24%-0.74%-1.81%-0.80%4.57%2.31%5.77%
2022-3.12%-0.87%-4.03%-4.75%1.80%-2.55%3.56%-2.05%-4.17%-0.50%3.77%0.51%-12.15%
2021-0.13%-0.13%

Benchmark Metrics

IQ MacKay California Municipal Intermediate ETF has an annualized alpha of -0.27%, beta of 0.04, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since December 21, 2021.

  • This ETF participated in 38.04% of S&P 500 Index downside but only 17.55% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R2 of 0.05 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 0.05 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
-0.27%
Beta
0.04
0.05
Upside Capture
17.55%
Downside Capture
38.04%

Expense Ratio

MMCA has an expense ratio of 0.36%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MMCA ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MMCA Risk / Return Rank: 6868
Overall Rank
MMCA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MMCA Sortino Ratio Rank: 8686
Sortino Ratio Rank
MMCA Omega Ratio Rank: 8989
Omega Ratio Rank
MMCA Calmar Ratio Rank: 4444
Calmar Ratio Rank
MMCA Martin Ratio Rank: 4242
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 IQ MacKay California Municipal Intermediate ETF (MMCA) 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.


MMCABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.16

Calmar ratioReturn relative to maximum drawdown

2.12

2.78

-0.66

Martin ratioReturn relative to average drawdown

6.48

12.44

-5.95

Dividends

Dividend History

IQ MacKay California Municipal Intermediate ETF provided a 3.27% dividend yield over the last twelve months, with an annual payout of $0.71 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.71$0.74$0.78$0.78$0.62$0.01

Dividend yield

3.27%3.39%3.66%3.57%2.90%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for IQ MacKay California Municipal Intermediate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.05$0.06$0.06$0.06$0.00$0.29
2025$0.00$0.06$0.06$0.13$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.12$0.74
2024$0.00$0.07$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.07$0.11$0.78
2023$0.00$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.06$0.06$0.06$0.14$0.78
2022$0.00$0.05$0.05$0.06$0.05$0.05$0.02$0.05$0.06$0.05$0.06$0.12$0.62
2021$0.01$0.01

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 IQ MacKay California Municipal Intermediate 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 IQ MacKay California Municipal Intermediate ETF was 16.04%, occurring on Oct 27, 2022. Recovery took 799 trading sessions.

The current IQ MacKay California Municipal Intermediate ETF drawdown is 0.98%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.04%Oct 2022
10mo 10d3y 2mo
4y 17dDec 2021 - Jan 2026
2026 pullback2026
-3.01%Mar 2026
24d
3mo 23dMar 2026 - now
2026 pullback2026
-0.32%Jan 2026
1d9d
10dJan 2026 - Jan 2026
2026 pullback2026
-0.06%Feb 2026
0s1d
1dFeb 2026 - Feb 2026
2026 pullback2026
-0.05%Feb 2026
0s1d
1dFeb 2026 - Feb 2026

Drawdown Indicators


MMCABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.04%

-56.78%

+40.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-9.10%

+6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.68%

-18.90%

+15.22%

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

-0.98%

-1.80%

+0.82%

Average Drawdown

Average peak-to-trough decline

-7.05%

-10.71%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.03%

-1.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MMCA

Add IQ MacKay California Municipal Intermediate ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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