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IBMP vs. CA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBMP vs. CA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) and Xtrackers California Municipal Bond ETF (CA). The values are adjusted to include any dividend payments, if applicable.

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IBMP vs. CA - Yearly Performance Comparison


2026 (YTD)202520242023
IBMP
iShares iBonds Dec 2027 Term Muni Bond ETF
0.62%3.52%1.26%0.30%
CA
Xtrackers California Municipal Bond ETF
-0.08%3.05%1.51%0.79%

Returns By Period

In the year-to-date period, IBMP achieves a 0.62% return, which is significantly higher than CA's -0.08% return.


IBMP

1D
0.08%
1M
-0.13%
YTD
0.62%
6M
1.12%
1Y
3.16%
3Y*
2.33%
5Y*
0.69%
10Y*

CA

1D
0.38%
1M
-2.00%
YTD
-0.08%
6M
1.22%
1Y
3.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBMP vs. CA - Expense Ratio Comparison

IBMP has a 0.18% expense ratio, which is higher than CA's 0.07% 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%.


Return for Risk

IBMP vs. CA — Risk / Return Rank

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

IBMP
IBMP Risk / Return Rank: 9191
Overall Rank
IBMP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBMP Sortino Ratio Rank: 9595
Sortino Ratio Rank
IBMP Omega Ratio Rank: 9696
Omega Ratio Rank
IBMP Calmar Ratio Rank: 8585
Calmar Ratio Rank
IBMP Martin Ratio Rank: 8888
Martin Ratio Rank

CA
CA Risk / Return Rank: 4545
Overall Rank
CA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CA Sortino Ratio Rank: 4141
Sortino Ratio Rank
CA Omega Ratio Rank: 5656
Omega Ratio Rank
CA Calmar Ratio Rank: 4444
Calmar Ratio Rank
CA Martin Ratio Rank: 3636
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.

IBMP vs. CA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) and Xtrackers California Municipal Bond ETF (CA). 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.


IBMPCADifference

Sharpe ratio

Return per unit of total volatility

2.22

0.89

+1.33

Sortino ratio

Return per unit of downside risk

3.10

1.17

+1.93

Omega ratio

Gain probability vs. loss probability

1.51

1.21

+0.30

Calmar ratio

Return relative to maximum drawdown

2.58

1.17

+1.41

Martin ratio

Return relative to average drawdown

10.75

3.35

+7.40

IBMP vs. CA - Sharpe Ratio Comparison

The current IBMP Sharpe Ratio is 2.22, which is higher than the CA Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of IBMP and CA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBMPCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

0.89

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.57

-0.19

Correlation

The correlation between IBMP and CA is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBMP vs. CA - Dividend Comparison

IBMP's dividend yield for the trailing twelve months is around 2.48%, less than CA's 3.20% yield.


TTM2025202420232022202120202019
IBMP
iShares iBonds Dec 2027 Term Muni Bond ETF
2.48%2.47%2.35%2.05%1.26%0.86%1.16%1.06%
CA
Xtrackers California Municipal Bond ETF
3.20%3.14%3.03%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBMP vs. CA - Drawdown Comparison

The maximum IBMP drawdown since its inception was -15.24%, which is greater than CA's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for IBMP and CA.


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Drawdown Indicators


IBMPCADifference

Max Drawdown

Largest peak-to-trough decline

-15.24%

-5.24%

-10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-3.67%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

Current Drawdown

Current decline from peak

-0.27%

-2.00%

+1.73%

Average Drawdown

Average peak-to-trough decline

-2.79%

-1.30%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

1.28%

-0.98%

Volatility

IBMP vs. CA - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) is 0.48%, while Xtrackers California Municipal Bond ETF (CA) has a volatility of 1.31%. This indicates that IBMP experiences smaller price fluctuations and is considered to be less risky than CA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMPCADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

1.31%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

0.83%

1.78%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

1.43%

4.40%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.57%

4.09%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

4.09%

+0.98%