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HYD vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYD vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors High-Yield Municipal Index ETF (HYD) 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, HYD achieves a 2.52% return, which is significantly higher than MUB's 1.54% return. Both investments have delivered pretty close results over the past 10 years, with HYD having a 1.99% annualized return and MUB not far behind at 1.95%.


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%

MUB

1D
0.33%
1M
1.44%
YTD
1.54%
6M
1.92%
1Y
6.59%
3Y*
3.28%
5Y*
0.88%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYD vs. MUB - 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%
MUB
iShares National AMT-Free Muni Bond ETF
1.54%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Correlation

The correlation between HYD and MUB is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.85

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

0.80

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

0.68

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2009

0.54

Over the past year, HYD and MUB have become more correlated (0.81) than their long-term average of 0.54, meaning their price movements have been converging.

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Return for Risk

HYD vs. MUB — 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

MUB
MUB Risk / Return Rank: 6868
Overall Rank
MUB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8080
Sortino Ratio Rank
MUB Omega Ratio Rank: 8484
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.

HYD vs. MUB - Risk-Adjusted Trends Comparison

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

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.


HYDMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.42

1.48

-0.06

Calmar ratioReturn relative to maximum drawdown

2.46

2.37

+0.09

Martin ratioReturn relative to average drawdown

8.47

8.25

+0.21

HYD vs. MUB - Sharpe Ratio Comparison

The current HYD Sharpe Ratio is 1.99, which is comparable to the MUB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of HYD 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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Drawdowns

HYD vs. MUB - Drawdown Comparison

The maximum HYD drawdown since its inception was -35.61%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for HYD and MUB.


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Drawdown Indicators


HYDMUBDifference

Max Drawdown

Largest peak-to-trough decline

-35.61%

-13.68%

-21.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-2.79%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-7.23%

-5.34%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-11.88%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-13.68%

-21.93%

Current Drawdown

Current decline from peak

-1.65%

-0.40%

-1.25%

Average Drawdown

Average peak-to-trough decline

-4.32%

-2.23%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.80%

+0.13%

Volatility

HYD vs. MUB - Volatility Comparison

VanEck Vectors High-Yield Municipal Index ETF (HYD) has a higher volatility of 0.90% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 0.78%. This indicates that HYD's price experiences larger fluctuations and is considered to be riskier 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


HYDMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

0.78%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

2.27%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

2.88%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

4.07%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.60%

4.92%

+7.68%

HYD vs. MUB - Expense Ratio Comparison

HYD has a 0.35% expense ratio, which is higher than MUB's 0.07% expense ratio.


Dividends

HYD vs. MUB - Dividend Comparison

HYD's dividend yield for the trailing twelve months is around 4.24%, more than MUB's 3.17% 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%
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


HYD and MUB have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYD has higher volatility (0.90%) compared to MUB (0.78%). In terms of maximum drawdown, HYD dropped -35.61% vs MUB's -13.68%.

On 10-year performance, HYD leads with 1.99% vs 1.95% for MUB. On fees, MUB is cheaper at 0.07% per year. On volatility, MUB has been the lower-risk option at 0.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HYD has performed better with a 1.99% return vs 1.95%. 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 0.35% for HYD.

HYD has the higher dividend yield at 4.24%, compared with 3.17% for MUB.

HYD tracks Bloomberg Barclays Municipal Custom High Yield Composite Index, while MUB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.35% for HYD and 0.07% for MUB.

MUB currently has the higher Sharpe Ratio (2.29 vs 1.99), 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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