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ISIN
US19761L6074
CUSIP
19761L607
Inception Date
Oct 10, 2018
Region
North America (U.S.)
Category
Money Market
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Beta Advantage Multi-Sector Municipal Bond Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$594M

Share Price Chart


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Performance

MUST Performance Chart

Columbia Multi-Sector Municipal Income ETF (MUST) is up 2.0% since the beginning of the year. MUST is currently trading at $21 per share. Investors who bought $1,000 worth of MUST shares 5 years ago would now be looking at an investment worth $1,047.


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S&P 500 Index

Returns By Period

Columbia Multi-Sector Municipal Income ETF (MUST) has returned 2.04% so far this year and 6.80% over the past 12 months.


Columbia Multi-Sector Municipal Income ETF

1D
0.58%
1M
2.42%
YTD
2.04%
6M
2.19%
1Y
6.80%
3Y*
3.55%
5Y*
0.93%
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)

MUST Monthly Returns History

Based on dividend-adjusted daily data since Oct 10, 2018, MUST's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +6.0%, while the worst month was Mar 2020 at -4.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MUST closed higher 49% of trading days. The best single day was Mar 26, 2020 with a return of +3.4%, while the worst single day was Mar 23, 2020 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.46%1.00%-2.40%0.28%0.91%0.83%2.04%
20250.05%1.61%-1.97%0.14%-0.23%0.88%-0.38%0.49%2.79%1.00%0.62%-0.12%4.92%
2024-1.10%0.69%-0.11%-0.80%-0.74%0.91%1.33%0.71%0.74%-1.58%2.59%-2.17%0.37%
20232.98%-2.06%1.80%-0.11%-0.69%0.90%0.49%-1.58%-3.25%-0.96%6.03%2.88%6.23%
2022-3.24%-0.99%-2.59%-2.91%1.35%-1.71%3.41%-2.20%-4.19%-0.82%4.95%0.17%-8.82%
20210.47%-1.39%0.85%0.95%0.30%0.32%0.92%-0.29%-0.79%-0.38%0.59%0.41%1.93%

Benchmark Metrics

Columbia Multi-Sector Municipal Income ETF has an annualized alpha of 2.38%, beta of 0.06, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since October 10, 2018.

  • This ETF participated in 20.99% of S&P 500 Index downside but only 16.36% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R2 of 0.04 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 0.04 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
2.38%
Beta
0.06
0.04
Upside Capture
16.36%
Downside Capture
20.99%

Expense Ratio

MUST has an expense ratio of 0.23%, which is considered low.


Return for Risk

Risk / Return Rank

MUST ranks 41 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.


MUST Risk / Return Rank: 4141
Overall Rank
MUST Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MUST Sortino Ratio Rank: 4040
Sortino Ratio Rank
MUST Omega Ratio Rank: 4040
Omega Ratio Rank
MUST Calmar Ratio Rank: 4747
Calmar Ratio Rank
MUST Martin Ratio Rank: 4040
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 Columbia Multi-Sector Municipal Income ETF (MUST) 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.


MUSTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.27

2.78

-0.52

Martin ratioReturn relative to average drawdown

6.11

12.44

-6.33

Dividends

Dividend History

Columbia Multi-Sector Municipal Income ETF provided a 3.31% dividend yield over the last twelve months, with an annual payout of $0.69 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.69$0.68$0.63$0.52$0.36$0.36$0.52$0.58$0.11

Dividend yield

3.31%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Multi-Sector Municipal Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.06$0.05$0.07$0.06$0.06$0.29
2025$0.00$0.06$0.05$0.06$0.05$0.06$0.05$0.06$0.06$0.06$0.06$0.11$0.68
2024$0.00$0.05$0.05$0.06$0.05$0.05$0.05$0.06$0.05$0.05$0.06$0.11$0.63
2023$0.00$0.04$0.04$0.05$0.04$0.04$0.04$0.05$0.04$0.04$0.05$0.09$0.52
2022$0.00$0.02$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.07$0.36
2021$0.00$0.04$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.07$0.36

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 Columbia Multi-Sector Municipal Income 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 Columbia Multi-Sector Municipal Income ETF was 13.83%, occurring on Oct 31, 2022. Recovery took 721 trading sessions.

The current Columbia Multi-Sector Municipal Income ETF drawdown is 0.51%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-13.83%Oct 2022
1y 2mo2y 10mo
4y 1moAug 2021 - Sep 2025
COVID crash2020
-12.86%Mar 2020
13d4mo 10d
4mo 23dMar 2020 - Jul 2020
2026 pullback2026
-3.01%Mar 2026
1mo
3mo 28dFeb 2026 - now
2021 pullback2021
-2.29%Feb 2021
10d3mo 5d
3mo 15dFeb 2021 - Jun 2021
2019 pullback2019
-1.64%Nov 2019
2mo 7d1mo 26d
4mo 3dSep 2019 - Jan 2020

Drawdown Indicators


MUSTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.83%

-56.78%

+42.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-9.10%

+6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-6.08%

-18.90%

+12.82%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

-25.43%

+11.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.51%

-1.80%

+1.29%

Average Drawdown

Average peak-to-trough decline

-3.39%

-10.71%

+7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

2.03%

-0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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