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HYMB vs. THYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYMB vs. THYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Nuveen ICE High Yield Municipal Bond ETF (HYMB) and T. Rowe Price High Income Municipal ETF (THYM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with HYMB having a 2.09% return and THYM slightly higher at 2.17%.


HYMB

1D
-0.01%
1M
-1.91%
6M
1.34%
YTD
2.09%
1Y
6.49%
3Y*
4.55%
5Y*
-0.03%
10Y*
2.18%
ALL TIME*
4.31%

THYM

1D
-0.08%
1M
-2.39%
6M
0.97%
YTD
2.17%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$56.36M$40.49M$29.39M
$185.26K$140.26K$136.22K

HYMB vs. THYM - Yearly Performance Comparison


Correlation

The correlation between HYMB and THYM is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.66

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Return for Risk

HYMB vs. THYM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HYMB
HYMB Risk / Return Rank: 6868
Overall Rank
HYMB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 6969
Sortino Ratio Rank
HYMB Omega Ratio Rank: 7676
Omega Ratio Rank
HYMB Calmar Ratio Rank: 5757
Calmar Ratio Rank
HYMB Martin Ratio Rank: 6868
Martin Ratio Rank

THYM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HYMB vs. THYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Nuveen ICE High Yield Municipal Bond ETF (HYMB) and T. Rowe Price High Income Municipal ETF (THYM). 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.


HYMBTHYMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.10

Martin ratioReturn relative to average drawdown

8.54

HYMB vs. THYM - Sharpe Ratio Comparison


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Drawdowns

HYMB vs. THYM - Drawdown Comparison

The maximum HYMB drawdown since its inception was -29.57%, which is greater than THYM's maximum drawdown of -2.93%. Use the drawdown chart below to compare losses from any high point for HYMB and THYM.


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Drawdown Indicators


HYMBTHYMDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-2.93%

-26.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-6.66%

Max Drawdown (5Y)

Largest decline over 5 years

-20.04%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-1.91%

-2.39%

+0.48%

Average Drawdown

Average peak-to-trough decline

-3.77%

-0.56%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

Volatility

HYMB vs. THYM - Volatility Comparison


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Volatility by Period


HYMBTHYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

4.40%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

4.40%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.37%

4.40%

+6.97%

HYMB vs. THYM - Expense Ratio Comparison

HYMB has a 0.35% expense ratio, which is higher than THYM's 0.32% expense ratio.


Dividends

HYMB vs. THYM - Dividend Comparison

HYMB's dividend yield for the trailing twelve months is around 4.61%, more than THYM's 2.99% yield.


PositionTTM20252024202320222021202020192018201720162015
HYMB
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
4.61%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%
THYM
T. Rowe Price High Income Municipal ETF
2.99%0.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYMB and THYM have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, THYM is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

THYM is cheaper with a 0.32% expense ratio, compared with 0.35% for HYMB.

HYMB has the higher dividend yield at 4.61%, compared with 2.99% for THYM.

HYMB is categorized as Municipal Bonds, while THYM is High Yield Muni. They also come from different issuers: State Street and T. Rowe Price. Their fees differ too: 0.35% for HYMB and 0.32% for THYM.

Portfolio Optimizer

Find the right allocation for HYMB and THYM

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