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CMF vs. PWZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMF vs. PWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares California Muni Bond ETF (CMF) and Invesco California AMT-Free Municipal Bond ETF (PWZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMF achieves a 1.28% return, which is significantly lower than PWZ's 2.80% return. Over the past 10 years, CMF has underperformed PWZ with an annualized return of 1.66%, while PWZ has yielded a comparatively higher 1.81% annualized return.


CMF

1D
-0.02%
1M
1.39%
YTD
1.28%
6M
1.51%
1Y
6.61%
3Y*
3.14%
5Y*
0.75%
10Y*
1.66%

PWZ

1D
0.10%
1M
2.19%
YTD
2.80%
6M
2.89%
1Y
8.71%
3Y*
2.96%
5Y*
0.19%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMF vs. PWZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMF
iShares California Muni Bond ETF
1.28%3.36%1.65%5.71%-8.27%0.78%4.50%6.94%0.99%4.63%
PWZ
Invesco California AMT-Free Municipal Bond ETF
2.80%1.26%2.16%6.55%-11.35%1.94%4.90%8.72%0.32%6.82%

Correlation

The correlation between CMF and PWZ is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2007

0.46

Over the past year, CMF and PWZ have become more correlated (0.80) than their long-term average of 0.46, meaning their price movements have been converging.

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Return for Risk

CMF vs. PWZ — Risk / Return Rank

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

CMF
CMF Risk / Return Rank: 6868
Overall Rank
CMF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CMF Sortino Ratio Rank: 8181
Sortino Ratio Rank
CMF Omega Ratio Rank: 8989
Omega Ratio Rank
CMF Calmar Ratio Rank: 4747
Calmar Ratio Rank
CMF Martin Ratio Rank: 4646
Martin Ratio Rank

PWZ
PWZ Risk / Return Rank: 6363
Overall Rank
PWZ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PWZ Sortino Ratio Rank: 7171
Sortino Ratio Rank
PWZ Omega Ratio Rank: 7474
Omega Ratio Rank
PWZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
PWZ Martin Ratio Rank: 5454
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.

CMF vs. PWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares California Muni Bond ETF (CMF) and Invesco California AMT-Free Municipal Bond ETF (PWZ). 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.


CMFPWZDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.54

1.42

+0.13

Calmar ratioReturn relative to maximum drawdown

2.28

2.52

-0.24

Martin ratioReturn relative to average drawdown

7.50

9.11

-1.61

CMF vs. PWZ - Sharpe Ratio Comparison

The current CMF Sharpe Ratio is 2.40, which is comparable to the PWZ Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of CMF and PWZ, 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

CMF vs. PWZ - Drawdown Comparison

The maximum CMF drawdown since its inception was -16.45%, smaller than the maximum PWZ drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for CMF and PWZ.


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Drawdown Indicators


CMFPWZDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-21.49%

+5.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-3.47%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-5.22%

-9.09%

+3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-12.45%

-17.56%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-14.57%

-17.56%

+2.99%

Current Drawdown

Current decline from peak

-0.61%

-0.22%

-0.39%

Average Drawdown

Average peak-to-trough decline

-4.76%

-3.53%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.96%

-0.08%

Volatility

CMF vs. PWZ - Volatility Comparison

The current volatility for iShares California Muni Bond ETF (CMF) is 0.71%, while Invesco California AMT-Free Municipal Bond ETF (PWZ) has a volatility of 1.06%. This indicates that CMF experiences smaller price fluctuations and is considered to be less risky than PWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFPWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

1.06%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

3.05%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

4.29%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

6.25%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

5.89%

-0.81%

CMF vs. PWZ - Expense Ratio Comparison

CMF has a 0.25% expense ratio, which is lower than PWZ's 0.28% expense ratio.


Dividends

CMF vs. PWZ - Dividend Comparison

CMF's dividend yield for the trailing twelve months is around 2.94%, less than PWZ's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
CMF
iShares California Muni Bond ETF
2.94%2.94%2.78%2.29%1.91%1.58%1.80%2.03%2.17%2.09%2.21%2.55%
PWZ
Invesco California AMT-Free Municipal Bond ETF
3.88%3.41%3.28%2.84%2.49%2.28%2.34%2.51%2.53%2.48%2.86%3.16%

Frequently Asked Questions


CMF and PWZ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWZ has higher volatility (1.06%) compared to CMF (0.71%). In terms of maximum drawdown, CMF dropped -16.45% vs PWZ's -21.49%.

On 10-year performance, PWZ leads with 1.81% vs 1.66% for CMF. On fees, CMF is cheaper at 0.25% per year. On volatility, CMF has been the lower-risk option at 0.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PWZ has performed better with a 1.81% return vs 1.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMF is cheaper with a 0.25% expense ratio, compared with 0.28% for PWZ.

PWZ has the higher dividend yield at 3.88%, compared with 2.94% for CMF.

CMF tracks S&P California AMT-Free Municipal Bond Index, while PWZ tracks ICE BofA California Long-Term Core Plus Muni. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for CMF and 0.28% for PWZ.

CMF currently has the higher Sharpe Ratio (2.40 vs 2.04), 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

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