PortfoliosLab logoPortfoliosLab logo
IQMM vs. MUST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQMM vs. MUST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares GENIUS Money Market ETF (IQMM) and Columbia Multi-Sector Municipal Income ETF (MUST). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IQMM

1D
0.01%
1M
0.26%
YTD
6M
1Y
3Y*
5Y*
10Y*

MUST

1D
0.58%
1M
2.42%
YTD
2.04%
6M
2.19%
1Y
6.80%
3Y*
3.55%
5Y*
0.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQMM vs. MUST - Yearly Performance Comparison


Correlation

The correlation between IQMM and MUST is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 19, 2026

-0.25

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IQMM vs. MUST — Risk / Return Rank

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

IQMM

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


MUST
MUST Risk / Return Rank: 4141
Overall Rank
MUST Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MUST Sortino Ratio Rank: 4040
Sortino Ratio Rank
MUST Omega Ratio Rank: 4040
Omega Ratio Rank
MUST Calmar Ratio Rank: 4747
Calmar Ratio Rank
MUST Martin Ratio Rank: 4040
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.

IQMM vs. MUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares GENIUS Money Market ETF (IQMM) and Columbia Multi-Sector Municipal Income ETF (MUST). 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.


IQMMMUSTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.27

Martin ratioReturn relative to average drawdown

6.11

IQMM vs. MUST - Sharpe Ratio Comparison


Loading charts...

Drawdowns

IQMM vs. MUST - Drawdown Comparison

The maximum IQMM drawdown since its inception was -0.02%, smaller than the maximum MUST drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for IQMM and MUST.


Loading charts...

Drawdown Indicators


IQMMMUSTDifference

Max Drawdown

Largest peak-to-trough decline

-0.02%

-13.83%

+13.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

Current Drawdown

Current decline from peak

0.00%

-0.51%

+0.51%

Average Drawdown

Average peak-to-trough decline

-0.00%

-3.39%

+3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

IQMM vs. MUST - Volatility Comparison


Loading charts...

Volatility by Period


IQMMMUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

Volatility (6M)

Calculated over the trailing 6-month period

3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

0.21%

5.03%

-4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.21%

5.44%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.21%

5.58%

-5.37%

IQMM vs. MUST - Expense Ratio Comparison

IQMM has a 0.15% expense ratio, which is lower than MUST's 0.23% 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

IQMM vs. MUST - Dividend Comparison

IQMM's dividend yield for the trailing twelve months is around 1.08%, less than MUST's 3.31% yield.


PositionTTM20252024202320222021202020192018
IQMM
ProShares GENIUS Money Market ETF
1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUST
Columbia Multi-Sector Municipal Income ETF
3.31%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%

Frequently Asked Questions


IQMM and MUST have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQMM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQMM is cheaper with a 0.15% expense ratio, compared with 0.23% for MUST.

MUST has the higher dividend yield at 3.31%, compared with 1.08% for IQMM.

They also come from different issuers: ProShares and Ameriprise Financial. Their fees differ too: 0.15% for IQMM and 0.23% for MUST.

Portfolio Optimizer

Find the right allocation for IQMM and MUST

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer