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HYMB vs. ZMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYMB vs. ZMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYMB achieves a 2.87% return, which is significantly higher than ZMUN's 1.57% return.


HYMB

1D
-0.04%
1M
1.19%
YTD
2.87%
6M
3.18%
1Y
7.43%
3Y*
5.09%
5Y*
0.42%
10Y*
2.46%

ZMUN

1D
-0.02%
1M
0.21%
YTD
1.57%
6M
1.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYMB vs. ZMUN - Yearly Performance Comparison


Correlation

The correlation between HYMB and ZMUN is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.06

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Return for Risk

HYMB vs. ZMUN — Risk / Return Rank

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

HYMB
HYMB Risk / Return Rank: 5353
Overall Rank
HYMB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYMB Omega Ratio Rank: 6060
Omega Ratio Rank
HYMB Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYMB Martin Ratio Rank: 4949
Martin Ratio Rank

ZMUN
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.

HYMB vs. ZMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) and F/m Ultrashort Tax-Free Municipal ETF (ZMUN). 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.


HYMBZMUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.40

Martin ratioReturn relative to average drawdown

8.51

HYMB vs. ZMUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYMBZMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

6.46

-6.01

Drawdowns

HYMB vs. ZMUN - Drawdown Comparison

The maximum HYMB drawdown since its inception was -29.57%, which is greater than ZMUN's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for HYMB and ZMUN.


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Drawdown Indicators


HYMBZMUNDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-0.09%

-29.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-7.44%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-0.04%

-0.02%

-0.02%

Average Drawdown

Average peak-to-trough decline

-3.81%

-0.01%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

HYMB vs. ZMUN - Volatility Comparison


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Volatility by Period


HYMBZMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

0.54%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

0.54%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

0.54%

+10.82%

HYMB vs. ZMUN - Expense Ratio Comparison

HYMB has a 0.35% expense ratio, which is higher than ZMUN's 0.30% expense ratio.


Dividends

HYMB vs. ZMUN - Dividend Comparison

HYMB's dividend yield for the trailing twelve months is around 4.54%, more than ZMUN's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.54%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%
ZMUN
F/m Ultrashort Tax-Free Municipal ETF
2.28%0.70%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 ZMUN have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ZMUN is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ZMUN is cheaper with a 0.30% expense ratio, compared with 0.35% for HYMB.

HYMB has the higher dividend yield at 4.54%, compared with 2.28% for ZMUN.

HYMB tracks Bloomberg Municipal Yield, while ZMUN tracks Bloomberg Municipal Bond Currently Callable Index. They also come from different issuers: State Street and F/m Investments. Their fees differ too: 0.35% for HYMB and 0.30% for ZMUN.

Portfolio Optimizer

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