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HYD vs. AUSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYD vs. AUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors High-Yield Municipal Index ETF (HYD) and Allspring Ultra Short Municipal ETF (AUSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYD achieves a 2.11% return, which is significantly higher than AUSM's 0.98% return.


HYD

1D
-0.06%
1M
1.05%
YTD
2.11%
6M
2.99%
1Y
8.23%
3Y*
4.73%
5Y*
-0.10%
10Y*
2.00%

AUSM

1D
-0.02%
1M
0.21%
YTD
0.98%
6M
1.34%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYD vs. AUSM - Yearly Performance Comparison


Correlation

The correlation between HYD and AUSM is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.11

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Return for Risk

HYD vs. AUSM — Risk / Return Rank

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

HYD
HYD Risk / Return Rank: 5959
Overall Rank
HYD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HYD Sortino Ratio Rank: 6363
Sortino Ratio Rank
HYD Omega Ratio Rank: 7171
Omega Ratio Rank
HYD Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYD Martin Ratio Rank: 5252
Martin Ratio Rank

AUSM
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.

HYD vs. AUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors High-Yield Municipal Index ETF (HYD) and Allspring Ultra Short Municipal ETF (AUSM). 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.


HYDAUSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

2.58

Martin ratioReturn relative to average drawdown

8.87

HYD vs. AUSM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYDAUSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

3.98

-3.53

Drawdowns

HYD vs. AUSM - Drawdown Comparison

The maximum HYD drawdown since its inception was -35.61%, which is greater than AUSM's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for HYD and AUSM.


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Drawdown Indicators


HYDAUSMDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-0.42%

-35.19%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-7.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-2.05%

-0.02%

-2.03%

Average Drawdown

Average peak-to-trough decline

-4.32%

-0.09%

-4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

HYD vs. AUSM - Volatility Comparison


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Volatility by Period


HYDAUSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.02%

0.73%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

0.73%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.60%

0.73%

+11.87%

HYD vs. AUSM - Expense Ratio Comparison

HYD has a 0.35% expense ratio, which is higher than AUSM's 0.18% expense ratio.


Dividends

HYD vs. AUSM - Dividend Comparison

HYD's dividend yield for the trailing twelve months is around 4.26%, more than AUSM's 2.39% yield.


PositionTTM20252024202320222021202020192018201720162015
AUSM
Allspring Ultra Short Municipal ETF
2.39%1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYD
VanEck Vectors High-Yield Municipal Index ETF
4.26%4.29%4.29%4.13%3.96%3.50%4.01%4.08%4.43%4.29%4.58%4.82%

Frequently Asked Questions


HYD and AUSM have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AUSM is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AUSM is cheaper with a 0.18% expense ratio, compared with 0.35% for HYD.

HYD has the higher dividend yield at 4.26%, compared with 2.39% for AUSM.

They also come from different issuers: VanEck and Allspring. Their fees differ too: 0.35% for HYD and 0.18% for AUSM.

Portfolio Optimizer

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