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IBMQ vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMQ vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMQ achieves a 0.69% return, which is significantly lower than HYMB's 2.87% return.


IBMQ

1D
-0.08%
1M
0.16%
YTD
0.69%
6M
1.27%
1Y
3.49%
3Y*
2.96%
5Y*
0.48%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMQ vs. HYMB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBMQ
iShares iBonds Dec 2028 Term Muni Bond ETF
0.69%4.09%0.71%4.00%-6.73%-0.26%6.93%5.39%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
2.87%2.04%5.52%7.73%-15.54%5.16%3.74%6.06%

Correlation

The correlation between IBMQ and HYMB is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.60

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

0.62

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2019

0.57

The correlation between IBMQ and HYMB shifts across timeframes, from 0.44 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBMQ vs. HYMB — Risk / Return Rank

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

IBMQ
IBMQ Risk / Return Rank: 7777
Overall Rank
IBMQ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IBMQ Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBMQ Omega Ratio Rank: 9191
Omega Ratio Rank
IBMQ Calmar Ratio Rank: 6464
Calmar Ratio Rank
IBMQ Martin Ratio Rank: 4949
Martin Ratio Rank

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
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.

IBMQ vs. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


IBMQHYMBDifference

Sharpe ratio

Return per unit of total volatility

2.91

1.84

+1.07

Sortino ratio

Return per unit of downside risk

4.41

2.63

+1.78

Omega ratio

Gain probability vs. loss probability

1.61

1.37

+0.23

Calmar ratio

Return relative to maximum drawdown

3.11

2.40

+0.70

Martin ratio

Return relative to average drawdown

8.20

8.51

-0.31

IBMQ vs. HYMB - Sharpe Ratio Comparison

The current IBMQ Sharpe Ratio is 2.91, which is higher than the HYMB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IBMQ and HYMB, 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


IBMQHYMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

1.84

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.06

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.45

-0.09

Drawdowns

IBMQ vs. HYMB - Drawdown Comparison

The maximum IBMQ drawdown since its inception was -15.85%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for IBMQ and HYMB.


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Drawdown Indicators


IBMQHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-29.57%

+13.72%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-3.11%

+1.98%

Max Drawdown (3Y)

Largest decline over 3 years

-3.57%

-7.44%

+3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-11.51%

-20.15%

+8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-0.33%

-0.04%

-0.29%

Average Drawdown

Average peak-to-trough decline

-3.26%

-3.81%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.88%

-0.45%

Volatility

IBMQ vs. HYMB - Volatility Comparison

The current volatility for iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) is 0.34%, while SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) has a volatility of 1.35%. This indicates that IBMQ experiences smaller price fluctuations and is considered to be less risky than HYMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMQHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

1.35%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

3.14%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

1.21%

4.05%

-2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

6.66%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

11.36%

-5.81%

IBMQ vs. HYMB - Expense Ratio Comparison

IBMQ has a 0.18% expense ratio, which is lower than HYMB's 0.35% expense ratio.


Dividends

IBMQ vs. HYMB - Dividend Comparison

IBMQ's dividend yield for the trailing twelve months is around 2.45%, less than HYMB's 4.54% 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%
IBMQ
iShares iBonds Dec 2028 Term Muni Bond ETF
2.45%2.43%2.33%1.93%1.25%1.05%1.24%1.03%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBMQ and HYMB have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYMB has higher volatility (1.35%) compared to IBMQ (0.34%). In terms of maximum drawdown, IBMQ dropped -15.85% vs HYMB's -29.57%.

On 5-year performance, IBMQ leads with 0.48% vs 0.42% for HYMB. On fees, IBMQ is cheaper at 0.18% per year. On volatility, IBMQ has been the lower-risk option at 0.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBMQ has performed better with a 0.48% return vs 0.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBMQ is cheaper with a 0.18% expense ratio, compared with 0.35% for HYMB.

HYMB has the higher dividend yield at 4.54%, compared with 2.45% for IBMQ.

IBMQ tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2028 Index, while HYMB tracks Bloomberg Municipal Yield. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for IBMQ and 0.35% for HYMB.

IBMQ currently has the higher Sharpe Ratio (2.91 vs 1.84), 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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