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GRNB vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRNB vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Green Bond ETF (GRNB) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GRNB achieves a 0.43% return, which is significantly lower than FLTR's 1.91% return.


GRNB

1D
-0.19%
1M
0.45%
YTD
0.43%
6M
0.57%
1Y
4.99%
3Y*
5.07%
5Y*
0.77%
10Y*

FLTR

1D
-0.04%
1M
0.46%
YTD
1.91%
6M
2.40%
1Y
5.30%
3Y*
6.10%
5Y*
4.49%
10Y*
3.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRNB vs. FLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRNB
VanEck Green Bond ETF
0.43%7.09%3.31%7.08%-11.93%-2.36%7.98%5.40%-4.07%9.87%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
1.91%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%1.85%

Correlation

The correlation between GRNB and FLTR is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.08

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

0.09

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2017

0.07

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Return for Risk

GRNB vs. FLTR — Risk / Return Rank

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

GRNB
GRNB Risk / Return Rank: 4747
Overall Rank
GRNB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
GRNB Sortino Ratio Rank: 5050
Sortino Ratio Rank
GRNB Omega Ratio Rank: 5151
Omega Ratio Rank
GRNB Calmar Ratio Rank: 4040
Calmar Ratio Rank
GRNB Martin Ratio Rank: 4747
Martin Ratio Rank

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
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.

GRNB vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Green Bond ETF (GRNB) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


GRNBFLTRDifference
Sharpe ratioReturn per unit of total volatility

-5.08

Sortino ratioReturn per unit of downside risk

-10.31

Omega ratioGain probability vs. loss probability

1.32

3.15

-1.83

Calmar ratioReturn relative to maximum drawdown

2.00

16.96

-14.96

Martin ratioReturn relative to average drawdown

7.82

101.23

-93.41

GRNB vs. FLTR - Sharpe Ratio Comparison

The current GRNB Sharpe Ratio is 1.69, which is lower than the FLTR Sharpe Ratio of 6.77. The chart below compares the historical Sharpe Ratios of GRNB and FLTR, 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


GRNBFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

6.77

-5.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

2.11

-1.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.07

Drawdowns

GRNB vs. FLTR - Drawdown Comparison

The maximum GRNB drawdown since its inception was -18.08%, roughly equal to the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for GRNB and FLTR.


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Drawdown Indicators


GRNBFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-18.08%

-17.84%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-0.31%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-4.24%

-1.93%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-3.06%

-14.88%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

Current Drawdown

Current decline from peak

-0.57%

-0.04%

-0.53%

Average Drawdown

Average peak-to-trough decline

-4.58%

-0.67%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.05%

+0.59%

Volatility

GRNB vs. FLTR - Volatility Comparison

VanEck Green Bond ETF (GRNB) has a higher volatility of 0.93% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.25%. This indicates that GRNB's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRNBFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.25%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

0.62%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

0.79%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.92%

2.13%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.88%

5.00%

-0.12%

GRNB vs. FLTR - Expense Ratio Comparison

GRNB has a 0.20% expense ratio, which is higher than FLTR's 0.14% 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

GRNB vs. FLTR - Dividend Comparison

GRNB's dividend yield for the trailing twelve months is around 4.24%, less than FLTR's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
GRNB
VanEck Green Bond ETF
4.24%4.18%3.83%3.17%2.60%1.97%2.24%1.79%1.21%1.09%0.00%0.00%

Frequently Asked Questions


GRNB and FLTR have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRNB has higher volatility (0.93%) compared to FLTR (0.25%). In terms of maximum drawdown, GRNB dropped -18.08% vs FLTR's -17.84%.

On 5-year performance, FLTR leads with 4.49% vs 0.77% for GRNB. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLTR has performed better with a 4.49% return vs 0.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.20% for GRNB.

FLTR has the higher dividend yield at 4.73%, compared with 4.24% for GRNB.

GRNB is categorized as Global Bonds, while FLTR is Corporate Bonds. GRNB tracks S&P Green Bond U.S. Dollar Select Index, while FLTR tracks MVIS US Investment Grade Floating Rate Index. Their fees differ too: 0.20% for GRNB and 0.14% for FLTR.

FLTR currently has the higher Sharpe Ratio (6.77 vs 1.69), 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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