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HYD vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYD vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors High-Yield Municipal Index ETF (HYD) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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 2.52% return, which is significantly lower than HYMB's 3.44% return. Over the past 10 years, HYD has underperformed HYMB with an annualized return of 1.99%, while HYMB has yielded a comparatively higher 2.38% annualized return.


HYD

1D
0.45%
1M
1.90%
YTD
2.52%
6M
2.85%
1Y
7.63%
3Y*
4.40%
5Y*
-0.14%
10Y*
1.99%

HYMB

1D
0.40%
1M
1.95%
YTD
3.44%
6M
3.28%
1Y
7.33%
3Y*
4.93%
5Y*
0.41%
10Y*
2.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYD vs. HYMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYD
VanEck Vectors High-Yield Municipal Index ETF
2.52%2.83%4.94%6.52%-15.97%5.05%0.17%9.34%2.19%9.78%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
3.44%2.04%5.52%7.73%-15.54%5.16%3.74%9.51%4.91%3.22%

Correlation

The correlation between HYD and HYMB is 0.79, 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

0.79

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

0.80

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

0.79

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

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2011

0.59

The correlation between HYD and HYMB shifts across timeframes, from 0.59 (all time) to 0.80 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYD vs. HYMB — Risk / Return Rank

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

HYD
HYD Risk / Return Rank: 6262
Overall Rank
HYD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HYD Sortino Ratio Rank: 6767
Sortino Ratio Rank
HYD Omega Ratio Rank: 7575
Omega Ratio Rank
HYD Calmar Ratio Rank: 5252
Calmar Ratio Rank
HYD Martin Ratio Rank: 5252
Martin Ratio Rank

HYMB
HYMB Risk / Return Rank: 5858
Overall Rank
HYMB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 5959
Sortino Ratio Rank
HYMB Omega Ratio Rank: 6868
Omega Ratio Rank
HYMB Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYMB Martin Ratio Rank: 5252
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.

HYD vs. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors High-Yield Municipal Index ETF (HYD) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


HYDHYMBDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

2.46

2.43

+0.04

Martin ratioReturn relative to average drawdown

8.47

8.60

-0.13

HYD vs. HYMB - Sharpe Ratio Comparison

The current HYD Sharpe Ratio is 1.99, which is comparable to the HYMB Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of HYD and HYMB, 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

HYD vs. HYMB - Drawdown Comparison

The maximum HYD drawdown since its inception was -35.61%, which is greater than HYMB's maximum drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for HYD and HYMB.


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Drawdown Indicators


HYDHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-29.57%

-6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-3.11%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-7.23%

-7.44%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-20.15%

-0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-29.57%

-6.04%

Current Drawdown

Current decline from peak

-1.65%

0.00%

-1.65%

Average Drawdown

Average peak-to-trough decline

-4.32%

-3.79%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.88%

+0.05%

Volatility

HYD vs. HYMB - Volatility Comparison

The current volatility for VanEck Vectors High-Yield Municipal Index ETF (HYD) is 0.90%, while SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) has a volatility of 0.98%. This indicates that HYD experiences smaller price fluctuations and is considered to be less risky than HYMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYDHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

0.98%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

3.18%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

4.04%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

6.66%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.60%

11.35%

+1.25%

HYD vs. HYMB - Expense Ratio Comparison

Both HYD and HYMB have an expense ratio of 0.35%.


Dividends

HYD vs. HYMB - Dividend Comparison

HYD's dividend yield for the trailing twelve months is around 4.24%, less than HYMB's 4.52% yield.


PositionTTM20252024202320222021202020192018201720162015
HYD
VanEck Vectors High-Yield Municipal Index ETF
4.24%4.29%4.29%4.13%3.96%3.50%4.01%4.08%4.43%4.29%4.58%4.82%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.52%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%

Frequently Asked Questions


HYD and HYMB have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYMB has higher volatility (0.98%) compared to HYD (0.90%). In terms of maximum drawdown, HYD dropped -35.61% vs HYMB's -29.57%.

On 10-year performance, HYMB leads with 2.38% vs 1.99% for HYD. Both ETFs have the same 0.35% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYMB has performed better with a 2.38% return vs 1.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYD and HYMB have the same expense ratio: 0.35% per year.

HYMB has the higher dividend yield at 4.52%, compared with 4.24% for HYD.

HYD tracks Bloomberg Barclays Municipal Custom High Yield Composite Index, while HYMB tracks Bloomberg Municipal Yield. They also come from different issuers: VanEck and State Street.

HYD currently has the higher Sharpe Ratio (1.99 vs 1.87), 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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