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ITM vs. CA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITM vs. CA - Performance Comparison

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

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Returns By Period

In the year-to-date period, ITM achieves a 0.61% return, which is significantly lower than CA's 1.20% return.


ITM

1D
-0.09%
1M
0.79%
YTD
0.61%
6M
1.22%
1Y
7.29%
3Y*
3.70%
5Y*
0.44%
10Y*
1.95%

CA

1D
0.00%
1M
0.38%
YTD
1.20%
6M
1.44%
1Y
6.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITM vs. CA - Yearly Performance Comparison


2026 (YTD)202520242023
ITM
VanEck Intermediate Muni ETF
0.61%5.34%0.73%0.73%
CA
Xtrackers California Municipal Bond ETF
1.20%3.05%1.51%0.79%

Correlation

The correlation between ITM and CA is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2023

0.68

The correlation between ITM and CA shifts across timeframes, from 0.55 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ITM vs. CA — Risk / Return Rank

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

ITM
ITM Risk / Return Rank: 6767
Overall Rank
ITM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ITM Sortino Ratio Rank: 8383
Sortino Ratio Rank
ITM Omega Ratio Rank: 8787
Omega Ratio Rank
ITM Calmar Ratio Rank: 4444
Calmar Ratio Rank
ITM Martin Ratio Rank: 4343
Martin Ratio Rank

CA
CA Risk / Return Rank: 7373
Overall Rank
CA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CA Sortino Ratio Rank: 8585
Sortino Ratio Rank
CA Omega Ratio Rank: 9090
Omega Ratio Rank
CA Calmar Ratio Rank: 5353
Calmar Ratio Rank
CA Martin Ratio Rank: 5656
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.

ITM vs. CA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Intermediate Muni ETF (ITM) 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.


ITMCADifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.55

1.58

-0.04

Calmar ratioReturn relative to maximum drawdown

2.13

2.61

-0.47

Martin ratioReturn relative to average drawdown

6.84

9.84

-2.99

ITM vs. CA - Sharpe Ratio Comparison

The current ITM Sharpe Ratio is 2.58, which is comparable to the CA Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of ITM and CA, 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


ITMCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.54

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.67

-0.24

Drawdowns

ITM vs. CA - Drawdown Comparison

The maximum ITM drawdown since its inception was -24.75%, which is greater than CA's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for ITM and CA.


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Drawdown Indicators


ITMCADifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-5.24%

-19.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-2.57%

-0.86%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

Current Drawdown

Current decline from peak

-1.33%

-0.75%

-0.58%

Average Drawdown

Average peak-to-trough decline

-2.98%

-1.27%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.68%

+0.39%

Volatility

ITM vs. CA - Volatility Comparison

VanEck Intermediate Muni ETF (ITM) has a higher volatility of 1.01% compared to Xtrackers California Municipal Bond ETF (CA) at 0.31%. This indicates that ITM's price experiences larger fluctuations and is considered to be riskier 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


ITMCADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.31%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

1.83%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

2.64%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

3.99%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

3.99%

+3.11%

ITM vs. CA - Expense Ratio Comparison

ITM has a 0.24% 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%.


Dividends

ITM vs. CA - Dividend Comparison

ITM's dividend yield for the trailing twelve months is around 2.93%, less than CA's 2.96% yield.


PositionTTM20252024202320222021202020192018201720162015
CA
Xtrackers California Municipal Bond ETF
2.96%3.14%3.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITM
VanEck Intermediate Muni ETF
2.93%2.86%2.73%2.40%1.92%1.70%2.13%2.44%2.33%2.21%2.29%2.28%

Frequently Asked Questions


ITM and CA have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITM has higher volatility (1.01%) compared to CA (0.31%). In terms of maximum drawdown, ITM dropped -24.75% vs CA's -5.24%.

On 1-year performance, ITM leads with 7.29% vs 6.67% for CA. On fees, CA is cheaper at 0.07% per year. On volatility, CA has been the lower-risk option at 0.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ITM has performed better with a 7.29% return vs 6.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CA is cheaper with a 0.07% expense ratio, compared with 0.24% for ITM.

CA has the higher dividend yield at 2.96%, compared with 2.93% for ITM.

ITM tracks Bloomberg AMT-Free Intermediate Continuous, while CA tracks ICE AMT-Free Broad Liquid California Municipal Index - Benchmark TR Gross. They also come from different issuers: VanEck and Xtrackers. Their fees differ too: 0.24% for ITM and 0.07% for CA.

ITM currently has the higher Sharpe Ratio (2.58 vs 2.54), 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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