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EVIM vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVIM vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Intermediate Municipal Income ETF (EVIM) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVIM achieves a 1.40% return, which is significantly higher than MUB's 1.24% return.


EVIM

1D
0.15%
1M
0.72%
YTD
1.40%
6M
1.93%
1Y
8.07%
3Y*
5Y*
10Y*

MUB

1D
-0.08%
1M
0.56%
YTD
1.24%
6M
1.74%
1Y
6.95%
3Y*
3.43%
5Y*
0.86%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVIM vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023
EVIM
Eaton Vance Intermediate Municipal Income ETF
1.40%5.85%1.65%6.88%
MUB
iShares National AMT-Free Muni Bond ETF
1.24%3.78%1.26%8.01%

Correlation

The correlation between EVIM and MUB is 0.78, 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

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2023

0.85

The correlation between EVIM and MUB has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

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Return for Risk

EVIM vs. MUB — Risk / Return Rank

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

EVIM
EVIM Risk / Return Rank: 7676
Overall Rank
EVIM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EVIM Sortino Ratio Rank: 9191
Sortino Ratio Rank
EVIM Omega Ratio Rank: 9494
Omega Ratio Rank
EVIM Calmar Ratio Rank: 5555
Calmar Ratio Rank
EVIM Martin Ratio Rank: 5151
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6666
Overall Rank
MUB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7676
Sortino Ratio Rank
MUB Omega Ratio Rank: 8181
Omega Ratio Rank
MUB Calmar Ratio Rank: 5050
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
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.

EVIM vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Intermediate Municipal Income ETF (EVIM) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


EVIMMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.68

1.50

+0.18

Calmar ratioReturn relative to maximum drawdown

2.66

2.50

+0.15

Martin ratioReturn relative to average drawdown

8.63

8.85

-0.22

EVIM vs. MUB - Sharpe Ratio Comparison

The current EVIM Sharpe Ratio is 2.89, which is comparable to the MUB Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of EVIM and MUB, 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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Sharpe Ratios by Period


EVIMMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

2.39

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

0.58

+0.99

Drawdowns

EVIM vs. MUB - Drawdown Comparison

The maximum EVIM drawdown since its inception was -4.23%, smaller than the maximum MUB drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for EVIM and MUB.


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Drawdown Indicators


EVIMMUBDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-13.68%

+9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-2.79%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-0.99%

-0.70%

-0.29%

Average Drawdown

Average peak-to-trough decline

-0.88%

-2.23%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.79%

+0.15%

Volatility

EVIM vs. MUB - Volatility Comparison

The current volatility for Eaton Vance Intermediate Municipal Income ETF (EVIM) is 0.85%, while iShares National AMT-Free Muni Bond ETF (MUB) has a volatility of 0.97%. This indicates that EVIM experiences smaller price fluctuations and is considered to be less risky than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVIMMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

0.97%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

2.22%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

2.81%

2.92%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

4.06%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.86%

4.92%

-1.06%

EVIM vs. MUB - Expense Ratio Comparison

EVIM has a 0.29% expense ratio, which is higher than MUB's 0.07% expense ratio.


Dividends

EVIM vs. MUB - Dividend Comparison

EVIM's dividend yield for the trailing twelve months is around 3.55%, more than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EVIM
Eaton Vance Intermediate Municipal Income ETF
3.55%3.58%3.56%0.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


EVIM and MUB have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB has higher volatility (0.97%) compared to EVIM (0.85%). In terms of maximum drawdown, EVIM dropped -4.23% vs MUB's -13.68%.

On 1-year performance, EVIM leads with 8.07% vs 6.95% for MUB. On fees, MUB is cheaper at 0.07% per year. On volatility, EVIM has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EVIM has performed better with a 8.07% return vs 6.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.29% for EVIM.

EVIM has the higher dividend yield at 3.55%, compared with 3.17% for MUB.

They also come from different issuers: Eaton Vance and iShares. Their fees differ too: 0.29% for EVIM and 0.07% for MUB.

EVIM currently has the higher Sharpe Ratio (2.89 vs 2.39), 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.

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