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BAB vs. MUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAB vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Taxable Municipal Bond ETF (BAB) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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BAB vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAB
Invesco Taxable Municipal Bond ETF
0.13%8.30%1.03%8.67%-19.50%1.00%9.11%10.85%0.93%9.87%
MUB
iShares National AMT-Free Muni Bond ETF
-0.37%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Returns By Period

In the year-to-date period, BAB achieves a 0.13% return, which is significantly higher than MUB's -0.37% return. Over the past 10 years, BAB has outperformed MUB with an annualized return of 2.59%, while MUB has yielded a comparatively lower 1.96% annualized return.


BAB

1D
0.97%
1M
-2.43%
YTD
0.13%
6M
0.79%
1Y
5.22%
3Y*
4.12%
5Y*
0.02%
10Y*
2.59%

MUB

1D
0.19%
1M
-2.28%
YTD
-0.37%
6M
1.28%
1Y
3.94%
3Y*
2.53%
5Y*
0.79%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAB vs. MUB - Expense Ratio Comparison

BAB has a 0.28% expense ratio, which is higher than MUB's 0.07% expense ratio.


Return for Risk

BAB vs. MUB — Risk / Return Rank

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

BAB
BAB Risk / Return Rank: 4343
Overall Rank
BAB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BAB Sortino Ratio Rank: 4343
Sortino Ratio Rank
BAB Omega Ratio Rank: 3636
Omega Ratio Rank
BAB Calmar Ratio Rank: 5050
Calmar Ratio Rank
BAB Martin Ratio Rank: 4141
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 5454
Overall Rank
MUB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 4949
Sortino Ratio Rank
MUB Omega Ratio Rank: 6060
Omega Ratio Rank
MUB Calmar Ratio Rank: 5555
Calmar Ratio Rank
MUB 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.

BAB vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Taxable Municipal Bond ETF (BAB) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


BABMUBDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.96

-0.16

Sortino ratio

Return per unit of downside risk

1.17

1.25

-0.08

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

1.27

1.27

0.00

Martin ratio

Return relative to average drawdown

3.79

4.07

-0.28

BAB vs. MUB - Sharpe Ratio Comparison

The current BAB Sharpe Ratio is 0.79, which is comparable to the MUB Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of BAB and MUB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BABMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.96

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.20

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.40

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.57

-0.05

Correlation

The correlation between BAB and MUB is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BAB vs. MUB - Dividend Comparison

BAB's dividend yield for the trailing twelve months is around 4.03%, more than MUB's 3.19% yield.


TTM20252024202320222021202020192018201720162015
BAB
Invesco Taxable Municipal Bond ETF
4.03%3.96%3.97%3.65%3.40%2.63%2.96%3.77%4.20%3.96%4.26%4.71%
MUB
iShares National AMT-Free Muni Bond ETF
3.19%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Drawdowns

BAB vs. MUB - Drawdown Comparison

The maximum BAB drawdown since its inception was -27.80%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for BAB and MUB.


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Drawdown Indicators


BABMUBDifference

Max Drawdown

Largest peak-to-trough decline

-27.80%

-13.68%

-14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.50%

-3.30%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-11.88%

-13.07%

Max Drawdown (10Y)

Largest decline over 10 years

-27.80%

-13.68%

-14.12%

Current Drawdown

Current decline from peak

-5.64%

-2.28%

-3.36%

Average Drawdown

Average peak-to-trough decline

-5.30%

-2.24%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

1.03%

+0.47%

Volatility

BAB vs. MUB - Volatility Comparison

Invesco Taxable Municipal Bond ETF (BAB) has a higher volatility of 2.16% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 1.53%. This indicates that BAB's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BABMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

1.53%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

2.03%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

6.62%

4.14%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

4.04%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.70%

4.91%

+4.79%