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BBSB vs. MUST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBSB and MUST is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BBSB vs. MUST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and Columbia Multi-Sector Municipal Income ETF (MUST). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBSB:

3.53

MUST:

0.24

Sortino Ratio

BBSB:

5.61

MUST:

0.30

Omega Ratio

BBSB:

1.78

MUST:

1.04

Calmar Ratio

BBSB:

5.99

MUST:

0.20

Martin Ratio

BBSB:

16.00

MUST:

0.76

Ulcer Index

BBSB:

0.36%

MUST:

1.73%

Daily Std Dev

BBSB:

1.65%

MUST:

6.90%

Max Drawdown

BBSB:

-1.57%

MUST:

-13.83%

Current Drawdown

BBSB:

-0.33%

MUST:

-4.07%

Returns By Period

In the year-to-date period, BBSB achieves a 2.11% return, which is significantly higher than MUST's -0.68% return.


BBSB

YTD

2.11%

1M

-0.21%

6M

2.47%

1Y

5.80%

3Y*

N/A

5Y*

N/A

10Y*

N/A

MUST

YTD

-0.68%

1M

-0.08%

6M

-2.33%

1Y

1.67%

3Y*

1.82%

5Y*

0.91%

10Y*

N/A

*Annualized

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BBSB vs. MUST - Expense Ratio Comparison

BBSB has a 0.07% expense ratio, which is lower than MUST's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BBSB vs. MUST — Risk-Adjusted Performance Rank

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

BBSB
The Risk-Adjusted Performance Rank of BBSB is 9898
Overall Rank
The Sharpe Ratio Rank of BBSB is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BBSB is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BBSB is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BBSB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BBSB is 9797
Martin Ratio Rank

MUST
The Risk-Adjusted Performance Rank of MUST is 2424
Overall Rank
The Sharpe Ratio Rank of MUST is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of MUST is 2020
Sortino Ratio Rank
The Omega Ratio Rank of MUST is 2020
Omega Ratio Rank
The Calmar Ratio Rank of MUST is 2727
Calmar Ratio Rank
The Martin Ratio Rank of MUST is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBSB vs. MUST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) and Columbia Multi-Sector Municipal Income ETF (MUST). 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.


The current BBSB Sharpe Ratio is 3.53, which is higher than the MUST Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of BBSB and MUST, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BBSB vs. MUST - Dividend Comparison

BBSB's dividend yield for the trailing twelve months is around 4.17%, more than MUST's 3.28% yield.


TTM2024202320222021202020192018
BBSB
Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF
4.17%4.84%3.50%0.00%0.00%0.00%0.00%0.00%
MUST
Columbia Multi-Sector Municipal Income ETF
3.28%3.13%2.50%1.76%1.62%2.33%2.47%0.55%

Drawdowns

BBSB vs. MUST - Drawdown Comparison

The maximum BBSB drawdown since its inception was -1.57%, smaller than the maximum MUST drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for BBSB and MUST.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BBSB vs. MUST - Volatility Comparison

The current volatility for Jpmorgan Betabuilders U.S. Treasury Bond 1-3 Year ETF (BBSB) is 0.51%, while Columbia Multi-Sector Municipal Income ETF (MUST) has a volatility of 1.76%. This indicates that BBSB experiences smaller price fluctuations and is considered to be less risky than MUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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