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IBMR vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMR vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2029 Term Muni Bond ETF (IBMR) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMR achieves a 0.49% return, which is significantly lower than TAXS's 0.92% return.


IBMR

1D
0.05%
1M
-0.46%
6M
-0.33%
YTD
0.49%
1Y
1.72%
3Y*
3.25%
5Y*
10Y*
ALL TIME*
2.61%

TAXS

1D
0.08%
1M
-0.28%
6M
0.36%
YTD
0.92%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.30M$1.37M$1.46M
$519.79K$626.14K$961.94K

IBMR vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between IBMR and TAXS is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.59

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Return for Risk

IBMR vs. TAXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBMR
IBMR Risk / Return Rank: 3535
Overall Rank
IBMR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IBMR Sortino Ratio Rank: 3636
Sortino Ratio Rank
IBMR Omega Ratio Rank: 3939
Omega Ratio Rank
IBMR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IBMR Martin Ratio Rank: 2929
Martin Ratio Rank

TAXS

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBMR vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Muni Bond ETF (IBMR) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBMRTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

2.67

IBMR vs. TAXS - Sharpe Ratio Comparison


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Drawdowns

IBMR vs. TAXS - Drawdown Comparison

The maximum IBMR drawdown since its inception was -4.83%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for IBMR and TAXS.


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Drawdown Indicators


IBMRTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-4.83%

-0.84%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.63%

Current Drawdown

Current decline from peak

-0.90%

-0.31%

-0.59%

Average Drawdown

Average peak-to-trough decline

-1.00%

-0.22%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

Volatility

IBMR vs. TAXS - Volatility Comparison


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Volatility by Period


IBMRTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

1.62%

1.03%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

1.03%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.00%

1.03%

+1.97%

IBMR vs. TAXS - Expense Ratio Comparison

IBMR has a 0.18% expense ratio, which is higher than TAXS'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

IBMR vs. TAXS - Dividend Comparison

IBMR's dividend yield for the trailing twelve months is around 2.54%, more than TAXS's 2.26% yield.


PositionTTM202520242023
IBMR
iShares iBonds Dec 2029 Term Muni Bond ETF
2.54%2.55%2.53%1.27%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
2.26%0.74%0.00%0.00%

Frequently Asked Questions


IBMR and TAXS have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAXS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAXS is cheaper with a 0.05% expense ratio, compared with 0.18% for IBMR.

IBMR has the higher dividend yield at 2.54%, compared with 2.26% for TAXS.

IBMR tracks S&P AMT-Free Municipal Series Callable-Adjusted 2029 Index, while TAXS tracks ICE Short Term Focused Municipal Bond Index. They also come from different issuers: iShares and Northern Trust. Their fees differ too: 0.18% for IBMR and 0.05% for TAXS.

Portfolio Optimizer

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