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CA vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, CA achieves a 1.20% return, which is significantly higher than VTEB's 0.65% return.


CA

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

VTEB

1D
0.16%
1M
-1.29%
6M
0.12%
YTD
0.65%
1Y
6.02%
3Y*
2.98%
5Y*
0.59%
10Y*
1.87%
ALL TIME*
2.32%
*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
$380.86M$348.51M$361.36M

CA vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023
CA
Xtrackers California Municipal Bond ETF
1.20%3.05%1.51%0.79%
VTEB
Vanguard Tax-Exempt Bond ETF
0.65%3.72%1.31%1.16%

Correlation

The correlation between CA and VTEB is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2023

0.67

The correlation between CA and VTEB shifts across timeframes, from 0.56 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

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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: 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

VTEB
VTEB Risk / Return Rank: 8080
Overall Rank
VTEB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 9090
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9292
Omega Ratio Rank
VTEB Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTEB Martin Ratio Rank: 6363
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.

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.


CAVTEBDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

1.75

1.46

+0.29

Calmar ratioReturn relative to maximum drawdown

2.63

2.23

+0.40

Martin ratioReturn relative to average drawdown

9.55

7.59

+1.96

CA vs. VTEB - Sharpe Ratio Comparison

The current CA Sharpe Ratio is 2.84, which is higher than the VTEB Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of CA and VTEB, 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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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

-2.57%

-2.71%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-0.75%

-1.52%

+0.77%

Average Drawdown

Average peak-to-trough decline

-1.24%

-2.30%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.79%

-0.09%

Volatility

CA vs. VTEB - Volatility Comparison

The current volatility for Xtrackers California Municipal Bond ETF (CA) is 0.00%, while Vanguard Tax-Exempt Bond ETF (VTEB) has a volatility of 0.92%. This indicates that CA experiences smaller price fluctuations and is considered to be less risky than VTEB based on this measure. 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

0.00%

0.92%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

2.21%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

2.79%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.87%

3.92%

-0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.87%

5.25%

-1.38%

CA vs. VTEB - Expense Ratio Comparison

CA has a 0.20% expense ratio, which is higher than VTEB's 0.03% 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. VTEB - Dividend Comparison

CA's dividend yield for the trailing twelve months is around 2.69%, less than VTEB's 3.40% yield.


PositionTTM20252024202320222021202020192018201720162015
CA
Xtrackers California Municipal Bond ETF
2.69%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
3.40%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


CA and VTEB have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEB has higher volatility (0.92%) compared to CA (0.00%). In terms of maximum drawdown, CA dropped -5.24% vs VTEB's -17.00%.

On 1-year performance, CA leads with 6.72% vs 6.02% for VTEB. On fees, VTEB is cheaper at 0.03% per year. On volatility, CA has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CA has performed better with a 6.72% return vs 6.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.03% expense ratio, compared with 0.20% for CA.

VTEB has the higher dividend yield at 3.40%, compared with 2.69% for CA.

CA tracks ICE AMT-Free Broad Liquid California Municipal Index, while VTEB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.20% for CA and 0.03% for VTEB.

CA currently has the higher Sharpe Ratio (2.84 vs 2.16), 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

Find the right allocation for CA and VTEB

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