ESGN vs. MUST
Compare and contrast key facts about Columbia Sustainable International Equity Income ETF (ESGN) and Columbia Multi-Sector Municipal Income ETF (MUST).
ESGN and MUST are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGN is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Beta ADV Sust Intl Equity Income 100. It was launched on Jun 13, 2016. MUST is a passively managed fund by Ameriprise Financial that tracks the performance of the Bloomberg Beta Advantage Multi-Sector Municipal Bond Index. It was launched on Oct 10, 2018. Both ESGN and MUST are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGN vs. MUST - Performance Comparison
Loading graphics...
ESGN vs. MUST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGN Columbia Sustainable International Equity Income ETF | 4.95% | 39.85% | 6.02% | 20.88% | -5.95% | 10.18% | -0.52% | 15.83% | -12.97% |
MUST Columbia Multi-Sector Municipal Income ETF | 0.02% | 4.92% | 0.37% | 6.23% | -8.82% | 1.93% | 6.67% | 8.35% | 2.72% |
Returns By Period
In the year-to-date period, ESGN achieves a 4.95% return, which is significantly higher than MUST's 0.02% return.
ESGN
- 1D
- 2.63%
- 1M
- -5.63%
- YTD
- 4.95%
- 6M
- 13.38%
- 1Y
- 32.70%
- 3Y*
- 20.25%
- 5Y*
- 12.22%
- 10Y*
- —
MUST
- 1D
- 0.34%
- 1M
- -2.40%
- YTD
- 0.02%
- 6M
- 1.52%
- 1Y
- 5.29%
- 3Y*
- 2.90%
- 5Y*
- 0.78%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESGN vs. MUST - Expense Ratio Comparison
ESGN has a 0.45% expense ratio, which is higher than MUST's 0.23% expense ratio.
Return for Risk
ESGN vs. MUST — Risk / Return Rank
ESGN
MUST
ESGN vs. MUST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) and Columbia Multi-Sector Municipal Income ETF (MUST). 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.
| ESGN | MUST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 0.81 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.60 | 1.10 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.16 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.17 | +1.57 |
Martin ratioReturn relative to average drawdown | 12.02 | 4.26 | +7.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ESGN | MUST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 0.81 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.15 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.51 | +0.09 |
Correlation
The correlation between ESGN and MUST is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ESGN vs. MUST - Dividend Comparison
ESGN's dividend yield for the trailing twelve months is around 9.40%, more than MUST's 3.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGN Columbia Sustainable International Equity Income ETF | 9.40% | 9.76% | 3.11% | 3.27% | 3.57% | 3.43% | 2.64% | 3.34% | 7.25% | 4.63% | 2.52% |
MUST Columbia Multi-Sector Municipal Income ETF | 2.98% | 3.28% | 3.13% | 2.51% | 1.76% | 1.62% | 2.33% | 2.70% | 0.55% | 0.00% | 0.00% |
Drawdowns
ESGN vs. MUST - Drawdown Comparison
The maximum ESGN drawdown since its inception was -41.71%, which is greater than MUST's maximum drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for ESGN and MUST.
Loading graphics...
Drawdown Indicators
| ESGN | MUST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.71% | -13.83% | -27.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -4.56% | -6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -13.83% | -10.68% |
Current DrawdownCurrent decline from peak | -5.63% | -2.49% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -3.44% | -3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 1.25% | +1.37% |
Volatility
ESGN vs. MUST - Volatility Comparison
Columbia Sustainable International Equity Income ETF (ESGN) has a higher volatility of 6.97% compared to Columbia Multi-Sector Municipal Income ETF (MUST) at 1.84%. This indicates that ESGN's price experiences larger fluctuations and is considered to be riskier than MUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ESGN | MUST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 1.84% | +5.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 3.43% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 6.60% | +10.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 5.38% | +9.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 5.60% | +10.73% |