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ITM vs. MUST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITM vs. MUST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Intermediate Muni ETF (ITM) and Columbia Multi-Sector Municipal Income ETF (MUST). 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 0.69% return, which is significantly lower than MUST's 1.45% return.


ITM

1D
0.24%
1M
0.81%
YTD
0.69%
6M
1.44%
1Y
7.45%
3Y*
3.73%
5Y*
0.50%
10Y*
1.96%

MUST

1D
0.49%
1M
1.18%
YTD
1.45%
6M
1.84%
1Y
6.55%
3Y*
3.77%
5Y*
0.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITM vs. MUST - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ITM
VanEck Intermediate Muni ETF
0.69%5.34%0.73%5.69%-9.33%0.21%5.87%8.46%3.64%
MUST
Columbia Multi-Sector Municipal Income ETF
1.45%4.92%0.37%6.23%-8.82%1.93%6.67%8.35%2.72%

Correlation

The correlation between ITM and MUST is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.56

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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2018

0.51

The correlation between ITM and MUST shifts across timeframes, from 0.43 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ITM vs. MUST — 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: 8080
Sharpe Ratio Rank
ITM Sortino Ratio Rank: 8484
Sortino Ratio Rank
ITM Omega Ratio Rank: 8888
Omega Ratio Rank
ITM Calmar Ratio Rank: 4141
Calmar Ratio Rank
ITM Martin Ratio Rank: 4242
Martin Ratio Rank

MUST
MUST Risk / Return Rank: 3838
Overall Rank
MUST Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MUST Sortino Ratio Rank: 3535
Sortino Ratio Rank
MUST Omega Ratio Rank: 3535
Omega Ratio Rank
MUST Calmar Ratio Rank: 4646
Calmar Ratio Rank
MUST Martin Ratio Rank: 3939
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. MUST - Risk-Adjusted Trends Comparison

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


ITMMUSTDifference

Sharpe ratio

Return per unit of total volatility

2.64

1.27

+1.36

Sortino ratio

Return per unit of downside risk

3.82

1.85

+1.97

Omega ratio

Gain probability vs. loss probability

1.56

1.24

+0.32

Calmar ratio

Return relative to maximum drawdown

2.11

2.29

-0.19

Martin ratio

Return relative to average drawdown

6.79

6.31

+0.49

ITM vs. MUST - Sharpe Ratio Comparison

The current ITM Sharpe Ratio is 2.64, which is higher than the MUST Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ITM and MUST, 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


ITMMUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

1.27

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.15

-0.03

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

0.54

-0.10

Drawdowns

ITM vs. MUST - Drawdown Comparison

The maximum ITM drawdown since its inception was -24.75%, which is greater than MUST's maximum drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for ITM and MUST.


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Drawdown Indicators


ITMMUSTDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

-13.83%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-3.01%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-6.08%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-15.11%

-13.83%

-1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

Current Drawdown

Current decline from peak

-1.24%

-1.09%

-0.15%

Average Drawdown

Average peak-to-trough decline

-2.98%

-3.41%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.10%

-0.04%

Volatility

ITM vs. MUST - Volatility Comparison

The current volatility for VanEck Intermediate Muni ETF (ITM) is 1.01%, while Columbia Multi-Sector Municipal Income ETF (MUST) has a volatility of 1.80%. This indicates that ITM experiences smaller price fluctuations and is considered to be less risky than MUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITMMUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.80%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

3.62%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

5.18%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

5.44%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.10%

5.60%

+1.50%

ITM vs. MUST - Expense Ratio Comparison

ITM has a 0.24% expense ratio, which is higher than MUST's 0.23% 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. MUST - Dividend Comparison

ITM's dividend yield for the trailing twelve months is around 2.92%, less than MUST's 3.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ITM
VanEck Intermediate Muni ETF
2.92%2.86%2.73%2.40%1.92%1.70%2.13%2.44%2.33%2.21%2.29%2.28%
MUST
Columbia Multi-Sector Municipal Income ETF
3.33%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%0.00%0.00%0.00%

Frequently Asked Questions


ITM and MUST have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUST has higher volatility (1.80%) compared to ITM (1.01%). In terms of maximum drawdown, ITM dropped -24.75% vs MUST's -13.83%.

On 5-year performance, MUST leads with 0.80% vs 0.50% for ITM. On fees, MUST is cheaper at 0.23% per year. On volatility, ITM has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MUST has performed better with a 0.80% return vs 0.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUST is cheaper with a 0.23% expense ratio, compared with 0.24% for ITM.

MUST has the higher dividend yield at 3.33%, compared with 2.92% for ITM.

ITM is categorized as Municipal Bonds, while MUST is Money Market. ITM tracks Bloomberg AMT-Free Intermediate Continuous, while MUST tracks Bloomberg Beta Advantage Multi-Sector Municipal Bond Index. They also come from different issuers: VanEck and Ameriprise Financial. Their fees differ too: 0.24% for ITM and 0.23% for MUST.

ITM currently has the higher Sharpe Ratio (2.64 vs 1.27), 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

Find the right allocation for ITM and MUST

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