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IBMO vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMO vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) and Vanguard Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMO achieves a 0.93% return, which is significantly lower than VTEB's 1.52% return.


IBMO

1D
0.08%
1M
0.23%
YTD
0.93%
6M
1.20%
1Y
2.78%
3Y*
2.97%
5Y*
0.67%
10Y*

VTEB

1D
0.10%
1M
0.61%
YTD
1.52%
6M
1.95%
1Y
7.14%
3Y*
3.59%
5Y*
0.93%
10Y*
2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMO vs. VTEB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBMO
iShares iBonds Dec 2026 Term Muni Bond ETF
0.93%3.11%1.97%2.90%-5.36%-0.16%5.48%4.69%
VTEB
Vanguard Tax-Exempt Bond ETF
1.52%3.72%1.31%6.15%-7.99%1.14%5.19%4.87%

Correlation

The correlation between IBMO and VTEB is 0.08, 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 (1Y)
Calculated over the trailing 1-year period

0.08

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

0.42

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

0.56

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2019

0.56

Over the past year, the correlation between IBMO and VTEB has dropped to 0.08 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

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Return for Risk

IBMO vs. VTEB — Risk / Return Rank

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

IBMO
IBMO Risk / Return Rank: 8787
Overall Rank
IBMO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBMO Sortino Ratio Rank: 8888
Sortino Ratio Rank
IBMO Omega Ratio Rank: 8484
Omega Ratio Rank
IBMO Calmar Ratio Rank: 9494
Calmar Ratio Rank
IBMO Martin Ratio Rank: 9191
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 7272
Overall Rank
VTEB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTEB Omega Ratio Rank: 8989
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5151
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5353
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.

IBMO vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


IBMOVTEBDifference

Sharpe ratio

Return per unit of total volatility

2.53

2.64

-0.11

Sortino ratio

Return per unit of downside risk

4.07

3.92

+0.15

Omega ratio

Gain probability vs. loss probability

1.52

1.58

-0.06

Calmar ratio

Return relative to maximum drawdown

7.50

2.58

+4.91

Martin ratio

Return relative to average drawdown

22.31

9.21

+13.10

IBMO vs. VTEB - Sharpe Ratio Comparison

The current IBMO Sharpe Ratio is 2.53, which is comparable to the VTEB Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of IBMO and VTEB, 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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Sharpe Ratios by Period


IBMOVTEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

2.64

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.24

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.48

-0.07

Drawdowns

IBMO vs. VTEB - Drawdown Comparison

The maximum IBMO drawdown since its inception was -14.77%, smaller than the maximum VTEB drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for IBMO and VTEB.


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Drawdown Indicators


IBMOVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-14.77%

-17.00%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-0.38%

-2.71%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-1.76%

-5.53%

+3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-8.86%

-12.64%

+3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

0.00%

-0.46%

+0.46%

Average Drawdown

Average peak-to-trough decline

-2.33%

-2.33%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

0.76%

-0.63%

Volatility

IBMO vs. VTEB - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) is 0.21%, while Vanguard Tax-Exempt Bond ETF (VTEB) has a volatility of 0.90%. This indicates that IBMO experiences smaller price fluctuations and is considered to be less risky than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMOVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.21%

0.90%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

0.84%

2.03%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

1.11%

2.72%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.15%

3.90%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.52%

5.26%

-0.74%

IBMO vs. VTEB - Expense Ratio Comparison

IBMO has a 0.18% expense ratio, which is higher than VTEB's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBMO vs. VTEB - Dividend Comparison

IBMO's dividend yield for the trailing twelve months is around 2.39%, less than VTEB's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
IBMO
iShares iBonds Dec 2026 Term Muni Bond ETF
2.39%2.37%2.15%1.65%0.89%0.62%1.03%1.01%0.00%0.00%0.00%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF
3.35%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


IBMO and VTEB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEB has higher volatility (0.90%) compared to IBMO (0.21%). In terms of maximum drawdown, IBMO dropped -14.77% vs VTEB's -17.00%.

On 5-year performance, VTEB leads with 0.93% vs 0.67% for IBMO. On fees, VTEB is cheaper at 0.05% per year. On volatility, IBMO has been the lower-risk option at 0.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VTEB has performed better with a 0.93% return vs 0.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.05% expense ratio, compared with 0.18% for IBMO.

VTEB has the higher dividend yield at 3.35%, compared with 2.39% for IBMO.

IBMO tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2026 Index, while VTEB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for IBMO and 0.05% for VTEB.

VTEB currently has the higher Sharpe Ratio (2.64 vs 2.53), 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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