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JMUB vs. IBMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JMUB vs. IBMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Municipal ETF (JMUB) and iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JMUB achieves a 1.47% return, which is significantly higher than IBMO's 1.03% return.


JMUB

1D
-0.01%
1M
1.27%
YTD
1.47%
6M
1.63%
1Y
5.65%
3Y*
3.69%
5Y*
1.27%
10Y*

IBMO

1D
0.02%
1M
0.19%
YTD
1.03%
6M
1.02%
1Y
2.62%
3Y*
2.80%
5Y*
0.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JMUB vs. IBMO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JMUB
JPMorgan Municipal ETF
1.47%4.34%1.88%5.96%-7.43%1.58%4.98%5.14%
IBMO
iShares iBonds Dec 2026 Term Muni Bond ETF
1.03%3.11%1.97%2.90%-5.36%-0.16%5.48%4.69%

Correlation

The correlation between JMUB and IBMO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.44

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2019

0.55

Over the past year, the correlation between JMUB and IBMO has dropped to 0.14 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

JMUB vs. IBMO — Risk / Return Rank

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

JMUB
JMUB Risk / Return Rank: 6969
Overall Rank
JMUB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JMUB Sortino Ratio Rank: 8282
Sortino Ratio Rank
JMUB Omega Ratio Rank: 8888
Omega Ratio Rank
JMUB Calmar Ratio Rank: 4747
Calmar Ratio Rank
JMUB Martin Ratio Rank: 4848
Martin Ratio Rank

IBMO
IBMO Risk / Return Rank: 8989
Overall Rank
IBMO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IBMO Sortino Ratio Rank: 8989
Sortino Ratio Rank
IBMO Omega Ratio Rank: 8686
Omega Ratio Rank
IBMO Calmar Ratio Rank: 9595
Calmar Ratio Rank
IBMO Martin Ratio Rank: 9191
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.

JMUB vs. IBMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Municipal ETF (JMUB) and iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO). 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.


JMUBIBMODifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.52

1.49

+0.03

Calmar ratioReturn relative to maximum drawdown

2.22

6.95

-4.73

Martin ratioReturn relative to average drawdown

7.63

20.64

-13.01

JMUB vs. IBMO - Sharpe Ratio Comparison

The current JMUB Sharpe Ratio is 2.37, which is comparable to the IBMO Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of JMUB and IBMO, 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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Drawdowns

JMUB vs. IBMO - Drawdown Comparison

The maximum JMUB drawdown since its inception was -12.50%, smaller than the maximum IBMO drawdown of -14.77%. Use the drawdown chart below to compare losses from any high point for JMUB and IBMO.


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Drawdown Indicators


JMUBIBMODifference

Max Drawdown

Largest peak-to-trough decline

-12.50%

-14.77%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-0.38%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-4.79%

-1.76%

-3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-12.06%

-8.86%

-3.20%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-2.50%

-2.31%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.13%

+0.61%

Volatility

JMUB vs. IBMO - Volatility Comparison

JPMorgan Municipal ETF (JMUB) has a higher volatility of 0.69% compared to iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) at 0.22%. This indicates that JMUB's price experiences larger fluctuations and is considered to be riskier than IBMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMUBIBMODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

0.22%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

0.79%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.39%

1.10%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.33%

2.14%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

4.50%

-0.37%

JMUB vs. IBMO - Expense Ratio Comparison

Both JMUB and IBMO have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JMUB vs. IBMO - Dividend Comparison

JMUB's dividend yield for the trailing twelve months is around 3.59%, more than IBMO's 2.39% yield.


PositionTTM20252024202320222021202020192018
IBMO
iShares iBonds Dec 2026 Term Muni Bond ETF
2.39%2.37%2.15%1.65%0.89%0.62%1.03%1.01%0.00%
JMUB
JPMorgan Municipal ETF
3.59%3.52%3.50%3.20%2.16%1.94%2.13%3.66%0.45%

Frequently Asked Questions


JMUB and IBMO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JMUB has higher volatility (0.69%) compared to IBMO (0.22%). In terms of maximum drawdown, JMUB dropped -12.50% vs IBMO's -14.77%.

On 5-year performance, JMUB leads with 1.27% vs 0.72% for IBMO. Both ETFs have the same 0.18% expense ratio. On volatility, IBMO has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JMUB has performed better with a 1.27% return vs 0.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JMUB and IBMO have the same expense ratio: 0.18% per year.

JMUB has the higher dividend yield at 3.59%, compared with 2.39% for IBMO.

They also come from different issuers: JPMorgan and iShares.

IBMO currently has the higher Sharpe Ratio (2.39 vs 2.37), 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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