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AMUB vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMUB vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Index ETN Class B (AMUB) and Vanguard Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMUB achieves a 11.87% return, which is significantly higher than VTEB's 1.72% return. Over the past 10 years, AMUB has outperformed VTEB with an annualized return of 2.59%, while VTEB has yielded a comparatively lower 1.97% annualized return.


AMUB

1D
-0.02%
1M
-9.67%
YTD
11.87%
6M
11.94%
1Y
10.22%
3Y*
14.71%
5Y*
11.11%
10Y*
2.59%

VTEB

1D
-0.02%
1M
1.40%
YTD
1.72%
6M
1.95%
1Y
6.76%
3Y*
3.39%
5Y*
0.95%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMUB vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMUB
ETRACS Alerian MLP Index ETN Class B
11.87%2.05%15.68%16.89%21.91%28.83%-36.47%-1.78%-19.25%-13.07%
VTEB
Vanguard Tax-Exempt Bond ETF
1.72%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Correlation

The correlation between AMUB and VTEB is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

-0.01

The correlation between AMUB and VTEB shifts across timeframes, from -0.18 (1 year) to 0.02 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AMUB vs. VTEB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMUB
AMUB Risk / Return Rank: 2121
Overall Rank
AMUB Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 2121
Sortino Ratio Rank
AMUB Omega Ratio Rank: 2020
Omega Ratio Rank
AMUB Calmar Ratio Rank: 2121
Calmar Ratio Rank
AMUB Martin Ratio Rank: 2222
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 7373
Overall Rank
VTEB Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9090
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5252
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5353
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.

AMUB vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Index ETN Class B (AMUB) and Vanguard Tax-Exempt Bond ETF (VTEB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AMUBVTEBDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

1.13

1.55

-0.42

Calmar ratioReturn relative to maximum drawdown

0.96

2.51

-1.54

Martin ratioReturn relative to average drawdown

2.64

8.83

-6.19

AMUB vs. VTEB - Sharpe Ratio Comparison

The current AMUB Sharpe Ratio is 0.75, which is lower than the VTEB Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of AMUB and VTEB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMUB vs. VTEB - Drawdown Comparison

The maximum AMUB drawdown since its inception was -79.46%, which is greater than VTEB's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for AMUB and VTEB.


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Drawdown Indicators


AMUBVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-79.46%

-17.00%

-62.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.69%

-2.71%

-7.98%

Max Drawdown (3Y)

Largest decline over 3 years

-17.22%

-5.53%

-11.69%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-12.64%

-7.94%

Max Drawdown (10Y)

Largest decline over 10 years

-78.86%

-17.00%

-61.86%

Current Drawdown

Current decline from peak

-10.25%

-0.26%

-9.99%

Average Drawdown

Average peak-to-trough decline

-29.12%

-2.32%

-26.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

0.77%

+3.12%

Volatility

AMUB vs. VTEB - Volatility Comparison

ETRACS Alerian MLP Index ETN Class B (AMUB) has a higher volatility of 4.72% compared to Vanguard Tax-Exempt Bond ETF (VTEB) at 0.71%. This indicates that AMUB's price experiences larger fluctuations and is considered to be riskier than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMUBVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

0.71%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

2.06%

+7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

2.68%

+11.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.11%

3.90%

+16.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.12%

5.26%

+21.86%

AMUB vs. VTEB - Expense Ratio Comparison

AMUB has a 0.80% expense ratio, which is higher than VTEB's 0.03% expense ratio.


Dividends

AMUB vs. VTEB - Dividend Comparison

AMUB has not paid dividends to shareholders, while VTEB's dividend yield for the trailing twelve months is around 3.35%.


PositionTTM20252024202320222021202020192018201720162015
AMUB
ETRACS Alerian MLP Index ETN Class B
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF
3.35%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


AMUB and VTEB have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMUB has higher volatility (4.72%) compared to VTEB (0.71%). In terms of maximum drawdown, AMUB dropped -79.46% vs VTEB's -17.00%.

On 10-year performance, AMUB leads with 2.59% vs 1.97% for VTEB. On fees, VTEB is cheaper at 0.03% per year. On volatility, VTEB has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AMUB has performed better with a 2.59% return vs 1.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.03% expense ratio, compared with 0.80% for AMUB.

VTEB has the higher dividend yield at 3.35%, compared with 0.00% for AMUB.

AMUB is categorized as MLPs, while VTEB is Municipal Bonds. AMUB tracks Alerian MLP Index, while VTEB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: UBS and Vanguard. Their fees differ too: 0.80% for AMUB and 0.03% for VTEB.

VTEB currently has the higher Sharpe Ratio (2.53 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMUB and VTEB

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