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CA vs. ZMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CA vs. ZMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers California Municipal Bond ETF (CA) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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 lower than ZMUN's 1.57% return.


CA

1D
0.00%
1M
0.38%
YTD
1.20%
6M
1.44%
1Y
6.67%
3Y*
5Y*
10Y*

ZMUN

1D
-0.02%
1M
0.21%
YTD
1.57%
6M
1.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CA vs. ZMUN - Yearly Performance Comparison


Correlation

The correlation between CA and ZMUN is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.05

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Return for Risk

CA vs. ZMUN — Risk / Return Rank

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

CA
CA Risk / Return Rank: 7373
Overall Rank
CA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CA Sortino Ratio Rank: 8585
Sortino Ratio Rank
CA Omega Ratio Rank: 9090
Omega Ratio Rank
CA Calmar Ratio Rank: 5353
Calmar Ratio Rank
CA Martin Ratio Rank: 5656
Martin Ratio Rank

ZMUN
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. ZMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers California Municipal Bond ETF (CA) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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.


CAZMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.58

Calmar ratioReturn relative to maximum drawdown

2.61

Martin ratioReturn relative to average drawdown

9.84

CA vs. ZMUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CAZMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

6.46

-5.78

Drawdowns

CA vs. ZMUN - Drawdown Comparison

The maximum CA drawdown since its inception was -5.24%, which is greater than ZMUN's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for CA and ZMUN.


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Drawdown Indicators


CAZMUNDifference

Max Drawdown

Largest peak-to-trough decline

-5.24%

-0.09%

-5.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

Current Drawdown

Current decline from peak

-0.75%

-0.02%

-0.73%

Average Drawdown

Average peak-to-trough decline

-1.27%

-0.01%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

CA vs. ZMUN - Volatility Comparison


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Volatility by Period


CAZMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

2.64%

0.54%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.99%

0.54%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.99%

0.54%

+3.45%

CA vs. ZMUN - Expense Ratio Comparison

CA has a 0.07% expense ratio, which is lower than ZMUN's 0.30% expense ratio.


Dividends

CA vs. ZMUN - Dividend Comparison

CA's dividend yield for the trailing twelve months is around 2.96%, more than ZMUN's 2.28% yield.


PositionTTM20252024
CA
Xtrackers California Municipal Bond ETF
2.96%3.14%3.03%
ZMUN
F/m Ultrashort Tax-Free Municipal ETF
2.28%0.70%0.00%

Frequently Asked Questions


CA and ZMUN have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CA is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CA is cheaper with a 0.07% expense ratio, compared with 0.30% for ZMUN.

CA has the higher dividend yield at 2.96%, compared with 2.28% for ZMUN.

CA tracks ICE AMT-Free Broad Liquid California Municipal Index - Benchmark TR Gross, while ZMUN tracks Bloomberg Municipal Bond Currently Callable Index. They also come from different issuers: Xtrackers and F/m Investments. Their fees differ too: 0.07% for CA and 0.30% for ZMUN.

Portfolio Optimizer

Find the right allocation for CA and ZMUN

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