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IBMT vs. MLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMT vs. MLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Muni Bond ETF (IBMT) and VanEck Long Muni ETF (MLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMT achieves a 0.19% return, which is significantly lower than MLN's 1.92% return.


IBMT

1D
-0.02%
1M
0.35%
YTD
0.19%
6M
0.25%
1Y
6.34%
3Y*
5Y*
10Y*

MLN

1D
-0.26%
1M
0.46%
YTD
1.92%
6M
2.58%
1Y
9.33%
3Y*
3.46%
5Y*
-1.05%
10Y*
1.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMT vs. MLN - Yearly Performance Comparison


Correlation

The correlation between IBMT and MLN is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

0.57

The correlation between IBMT and MLN has been stable across timeframes, ranging from 0.50 to 0.57 - a consistent structural relationship.

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Return for Risk

IBMT vs. MLN — Risk / Return Rank

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

IBMT
IBMT Risk / Return Rank: 6060
Overall Rank
IBMT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IBMT Sortino Ratio Rank: 7676
Sortino Ratio Rank
IBMT Omega Ratio Rank: 7878
Omega Ratio Rank
IBMT Calmar Ratio Rank: 4343
Calmar Ratio Rank
IBMT Martin Ratio Rank: 3939
Martin Ratio Rank

MLN
MLN Risk / Return Rank: 6969
Overall Rank
MLN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MLN Sortino Ratio Rank: 6969
Sortino Ratio Rank
MLN Omega Ratio Rank: 7575
Omega Ratio Rank
MLN Calmar Ratio Rank: 7373
Calmar Ratio Rank
MLN Martin Ratio Rank: 6666
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.

IBMT vs. MLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Muni Bond ETF (IBMT) and VanEck Long Muni ETF (MLN). 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.


IBMTMLNDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.46

1.45

+0.01

Calmar ratioReturn relative to maximum drawdown

2.06

3.66

-1.60

Martin ratioReturn relative to average drawdown

6.13

12.02

-5.90

IBMT vs. MLN - Sharpe Ratio Comparison

The current IBMT Sharpe Ratio is 2.05, which is comparable to the MLN Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of IBMT and MLN, 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


IBMTMLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.11

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

0.32

+1.31

Drawdowns

IBMT vs. MLN - Drawdown Comparison

The maximum IBMT drawdown since its inception was -3.18%, smaller than the maximum MLN drawdown of -28.36%. Use the drawdown chart below to compare losses from any high point for IBMT and MLN.


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Drawdown Indicators


IBMTMLNDifference

Max Drawdown

Largest peak-to-trough decline

-3.18%

-28.36%

+25.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-2.56%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

Current Drawdown

Current decline from peak

-1.65%

-6.58%

+4.93%

Average Drawdown

Average peak-to-trough decline

-0.74%

-5.73%

+4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.78%

+0.26%

Volatility

IBMT vs. MLN - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Muni Bond ETF (IBMT) is 0.78%, while VanEck Long Muni ETF (MLN) has a volatility of 1.56%. This indicates that IBMT experiences smaller price fluctuations and is considered to be less risky than MLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMTMLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.56%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

3.19%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

4.45%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

7.31%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.86%

8.88%

-5.02%

IBMT vs. MLN - Expense Ratio Comparison

IBMT has a 0.18% expense ratio, which is lower than MLN's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBMT vs. MLN - Dividend Comparison

IBMT's dividend yield for the trailing twelve months is around 3.65%, less than MLN's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
IBMT
iShares iBonds Dec 2031 Term Muni Bond ETF
3.65%2.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLN
VanEck Long Muni ETF
3.71%3.73%3.59%3.19%2.67%2.52%2.69%2.98%3.09%2.91%3.16%3.38%

Frequently Asked Questions


IBMT and MLN have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLN has higher volatility (1.56%) compared to IBMT (0.78%). In terms of maximum drawdown, IBMT dropped -3.18% vs MLN's -28.36%.

On 1-year performance, MLN leads with 9.33% vs 6.34% for IBMT. On fees, IBMT is cheaper at 0.18% per year. On volatility, IBMT has been the lower-risk option at 0.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MLN has performed better with a 9.33% return vs 6.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBMT is cheaper with a 0.18% expense ratio, compared with 0.24% for MLN.

MLN has the higher dividend yield at 3.71%, compared with 3.65% for IBMT.

IBMT tracks S&P AMT-Free Municipal Series Dec 2031 Index, while MLN tracks Bloomberg AMT-Free Long Continuous. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.18% for IBMT and 0.24% for MLN.

MLN currently has the higher Sharpe Ratio (2.11 vs 2.05), 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.

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