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HYMU vs. BRTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYMU vs. BRTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield Muni Income Bond ETF (HYMU) and Blackrock Total Return ETF (BRTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HYMU

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BRTR

1D
-0.43%
1M
-0.48%
YTD
0.08%
6M
0.26%
1Y
5.14%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYMU vs. BRTR - Yearly Performance Comparison


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Return for Risk

HYMU vs. BRTR — Risk / Return Rank

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

HYMU

BRTR
BRTR Risk / Return Rank: 3838
Overall Rank
BRTR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRTR Sortino Ratio Rank: 4141
Sortino Ratio Rank
BRTR Omega Ratio Rank: 3939
Omega Ratio Rank
BRTR Calmar Ratio Rank: 3333
Calmar Ratio Rank
BRTR Martin Ratio Rank: 3333
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.

HYMU vs. BRTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield Muni Income Bond ETF (HYMU) and Blackrock Total Return ETF (BRTR). 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.


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

HYMU vs. BRTR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HYMUBRTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

Drawdowns

HYMU vs. BRTR - Drawdown Comparison

The maximum HYMU drawdown since its inception was 0.00%, smaller than the maximum BRTR drawdown of -5.07%. Use the drawdown chart below to compare losses from any high point for HYMU and BRTR.


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Drawdown Indicators


HYMUBRTRDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-5.07%

+5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

Current Drawdown

Current decline from peak

0.00%

-2.00%

+2.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-1.36%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

Volatility

HYMU vs. BRTR - Volatility Comparison


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Volatility by Period


HYMUBRTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

3.67%

-3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

4.69%

-4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

4.69%

-4.69%

HYMU vs. BRTR - Expense Ratio Comparison

HYMU has a 0.35% expense ratio, which is lower than BRTR's 0.38% expense ratio.


Dividends

HYMU vs. BRTR - Dividend Comparison

HYMU has not paid dividends to shareholders, while BRTR's dividend yield for the trailing twelve months is around 4.75%.


PositionTTM202520242023
BRTR
Blackrock Total Return ETF
4.75%4.86%5.58%0.22%
HYMU
BlackRock High Yield Muni Income Bond ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, HYMU is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYMU is cheaper with a 0.35% expense ratio, compared with 0.38% for BRTR.

BRTR has the higher dividend yield at 4.75%, compared with 0.00% for HYMU.

HYMU is categorized as High Yield Muni, while BRTR is Intermediate Core-Plus Bond. Their fees differ too: 0.35% for HYMU and 0.38% for BRTR.

Portfolio Optimizer

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