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CA vs. VTEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CA vs. VTEB - Performance Comparison

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

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CA vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023
CA
Xtrackers California Municipal Bond ETF
-0.08%3.05%1.51%0.79%
VTEB
Vanguard Tax-Exempt Bond ETF
0.09%3.72%1.31%0.51%

Returns By Period

In the year-to-date period, CA achieves a -0.08% return, which is significantly lower than VTEB's 0.09% return.


CA

1D
0.38%
1M
-1.80%
YTD
-0.08%
6M
1.21%
1Y
3.56%
3Y*
5Y*
10Y*

VTEB

1D
0.32%
1M
-1.61%
YTD
0.09%
6M
1.54%
1Y
3.92%
3Y*
2.78%
5Y*
0.88%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CA vs. VTEB - Expense Ratio Comparison

CA has a 0.07% expense ratio, which is higher than VTEB'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%.


Return for Risk

CA vs. VTEB — Risk / Return Rank

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

CA
CA Risk / Return Rank: 4545
Overall Rank
CA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CA Sortino Ratio Rank: 4141
Sortino Ratio Rank
CA Omega Ratio Rank: 5656
Omega Ratio Rank
CA Calmar Ratio Rank: 4444
Calmar Ratio Rank
CA Martin Ratio Rank: 3636
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 4848
Overall Rank
VTEB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 4343
Sortino Ratio Rank
VTEB Omega Ratio Rank: 5959
Omega Ratio Rank
VTEB Calmar Ratio Rank: 4646
Calmar Ratio Rank
VTEB Martin Ratio Rank: 3939
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.

CA vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers California Municipal Bond ETF (CA) 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.


CAVTEBDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.99

-0.10

Sortino ratio

Return per unit of downside risk

1.17

1.25

-0.08

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.17

1.25

-0.08

Martin ratio

Return relative to average drawdown

3.35

3.69

-0.34

CA vs. VTEB - Sharpe Ratio Comparison

The current CA Sharpe Ratio is 0.89, which is comparable to the VTEB Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CA and VTEB, 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


CAVTEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.99

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.45

+0.11

Correlation

The correlation between CA and VTEB is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CA vs. VTEB - Dividend Comparison

CA's dividend yield for the trailing twelve months is around 3.20%, less than VTEB's 3.37% yield.


TTM20252024202320222021202020192018201720162015
CA
Xtrackers California Municipal Bond ETF
2.93%3.14%3.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF
3.37%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Drawdowns

CA vs. VTEB - Drawdown Comparison

The maximum CA drawdown since its inception was -5.24%, smaller than the maximum VTEB drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for CA and VTEB.


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Drawdown Indicators


CAVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-5.24%

-17.00%

+11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-3.45%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-2.00%

-1.86%

-0.14%

Average Drawdown

Average peak-to-trough decline

-1.30%

-2.35%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.17%

+0.11%

Volatility

CA vs. VTEB - Volatility Comparison

Xtrackers California Municipal Bond ETF (CA) and Vanguard Tax-Exempt Bond ETF (VTEB) have volatilities of 1.31% and 1.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.37%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

1.87%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

4.00%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

3.88%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

5.25%

-1.16%