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CA vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CA vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers California Municipal Bond ETF (CA) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CA achieves a 1.20% return, which is significantly higher than TAXS's 0.84% return.


CA

1D
0.00%
1M
0.00%
6M
0.89%
YTD
1.20%
1Y
6.72%
3Y*
5Y*
10Y*
ALL TIME*
2.51%

TAXS

1D
0.07%
1M
-0.32%
6M
0.44%
YTD
0.84%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$4.72K
$568.81K$951.43K$1.03M

CA vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between CA and TAXS is 0.37, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.37

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Return for Risk

CA vs. TAXS — Risk / Return Rank

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

CA
CA Risk / Return Rank: 8888
Overall Rank
CA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CA Sortino Ratio Rank: 9696
Sortino Ratio Rank
CA Omega Ratio Rank: 9797
Omega Ratio Rank
CA Calmar Ratio Rank: 7373
Calmar Ratio Rank
CA Martin Ratio Rank: 7676
Martin Ratio Rank

TAXS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CA vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers California Municipal Bond ETF (CA) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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.


CATAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.75

Calmar ratioReturn relative to maximum drawdown

2.63

Martin ratioReturn relative to average drawdown

9.55

CA vs. TAXS - Sharpe Ratio Comparison


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Drawdowns

CA vs. TAXS - Drawdown Comparison

The maximum CA drawdown since its inception was -5.24%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for CA and TAXS.


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Drawdown Indicators


CATAXSDifference

Max Drawdown

Largest peak-to-trough decline

-5.24%

-0.84%

-4.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

Current Drawdown

Current decline from peak

-0.75%

-0.39%

-0.36%

Average Drawdown

Average peak-to-trough decline

-1.24%

-0.21%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

Volatility

CA vs. TAXS - Volatility Comparison


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Volatility by Period


CATAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

1.04%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.87%

1.04%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.87%

1.04%

+2.83%

CA vs. TAXS - Expense Ratio Comparison

CA has a 0.20% expense ratio, which is higher than TAXS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CA vs. TAXS - Dividend Comparison

CA's dividend yield for the trailing twelve months is around 2.69%, more than TAXS's 2.04% yield.


Frequently Asked Questions


CA and TAXS have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAXS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAXS is cheaper with a 0.05% expense ratio, compared with 0.20% for CA.

CA has the higher dividend yield at 2.69%, compared with 2.04% for TAXS.

CA tracks ICE AMT-Free Broad Liquid California Municipal Index, while TAXS tracks ICE Short Term Focused Municipal Bond Index. They also come from different issuers: Xtrackers and Northern Trust. Their fees differ too: 0.20% for CA and 0.05% for TAXS.

Portfolio Optimizer

Find the right allocation for CA and TAXS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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