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APMU vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APMU vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ActivePassive Intermediate Municipal Bond ETF (APMU) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APMU achieves a 0.44% return, which is significantly lower than HYMB's 2.87% return.


APMU

1D
-0.04%
1M
0.25%
YTD
0.44%
6M
0.72%
1Y
4.28%
3Y*
3.03%
5Y*
10Y*

HYMB

1D
-0.04%
1M
1.19%
YTD
2.87%
6M
3.18%
1Y
7.43%
3Y*
5.09%
5Y*
0.42%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APMU vs. HYMB - Yearly Performance Comparison


2026 (YTD)202520242023
APMU
ActivePassive Intermediate Municipal Bond ETF
0.44%4.50%0.86%1.24%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
2.87%2.04%5.52%4.27%

Correlation

The correlation between APMU and HYMB is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.70

Correlation (All Time)
Calculated using the full available price history since May 4, 2023

0.70

The correlation between APMU and HYMB has been stable across timeframes, ranging from 0.60 to 0.70 - a consistent structural relationship.

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Return for Risk

APMU vs. HYMB — Risk / Return Rank

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

APMU
APMU Risk / Return Rank: 4949
Overall Rank
APMU Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
APMU Sortino Ratio Rank: 5555
Sortino Ratio Rank
APMU Omega Ratio Rank: 6363
Omega Ratio Rank
APMU Calmar Ratio Rank: 3737
Calmar Ratio Rank
APMU Martin Ratio Rank: 3535
Martin Ratio Rank

HYMB
HYMB Risk / Return Rank: 5353
Overall Rank
HYMB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYMB Omega Ratio Rank: 6060
Omega Ratio Rank
HYMB Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYMB Martin Ratio Rank: 4949
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.

APMU vs. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ActivePassive Intermediate Municipal Bond ETF (APMU) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


APMUHYMBDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.38

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

1.79

2.40

-0.61

Martin ratioReturn relative to average drawdown

5.30

8.51

-3.21

APMU vs. HYMB - Sharpe Ratio Comparison

The current APMU Sharpe Ratio is 1.81, which is comparable to the HYMB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of APMU and HYMB, 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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Sharpe Ratios by Period


APMUHYMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.84

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.45

+0.37

Drawdowns

APMU vs. HYMB - Drawdown Comparison

The maximum APMU drawdown since its inception was -4.39%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for APMU and HYMB.


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Drawdown Indicators


APMUHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-4.39%

-29.57%

+25.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-3.11%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-3.41%

-7.44%

+4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-1.17%

-0.04%

-1.13%

Average Drawdown

Average peak-to-trough decline

-0.93%

-3.81%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.88%

-0.07%

Volatility

APMU vs. HYMB - Volatility Comparison

The current volatility for ActivePassive Intermediate Municipal Bond ETF (APMU) is 0.75%, while SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) has a volatility of 1.35%. This indicates that APMU experiences smaller price fluctuations and is considered to be less risky than HYMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APMUHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

1.35%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.68%

3.14%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

4.05%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.81%

6.66%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.81%

11.36%

-8.55%

APMU vs. HYMB - Expense Ratio Comparison

APMU has a 0.36% expense ratio, which is higher than HYMB's 0.35% expense ratio.


Dividends

APMU vs. HYMB - Dividend Comparison

APMU's dividend yield for the trailing twelve months is around 2.66%, less than HYMB's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
APMU
ActivePassive Intermediate Municipal Bond ETF
2.66%2.63%2.42%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.54%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%

Frequently Asked Questions


APMU and HYMB have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYMB has higher volatility (1.35%) compared to APMU (0.75%). In terms of maximum drawdown, APMU dropped -4.39% vs HYMB's -29.57%.

On 3-year performance, HYMB leads with 5.09% vs 3.03% for APMU. On fees, HYMB is cheaper at 0.35% per year. On volatility, APMU has been the lower-risk option at 0.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HYMB has performed better with a 5.09% return vs 3.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYMB is cheaper with a 0.35% expense ratio, compared with 0.36% for APMU.

HYMB has the higher dividend yield at 4.54%, compared with 2.66% for APMU.

They also come from different issuers: ActivePassive and State Street. Their fees differ too: 0.36% for APMU and 0.35% for HYMB.

HYMB currently has the higher Sharpe Ratio (1.84 vs 1.81), 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

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