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JMUB vs. INMU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JMUB vs. INMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Municipal ETF (JMUB) and BlackRock Intermediate Muni Income Bond ETF (INMU). The values are adjusted to include any dividend payments, if applicable.

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JMUB vs. INMU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JMUB
JPMorgan Municipal ETF
-0.44%4.34%1.88%5.96%-7.43%2.38%
INMU
BlackRock Intermediate Muni Income Bond ETF
-0.03%5.52%2.77%6.50%-7.78%2.84%

Returns By Period

In the year-to-date period, JMUB achieves a -0.44% return, which is significantly lower than INMU's -0.03% return.


JMUB

1D
0.08%
1M
-2.26%
YTD
-0.44%
6M
0.84%
1Y
3.63%
3Y*
3.07%
5Y*
1.18%
10Y*

INMU

1D
0.21%
1M
-2.38%
YTD
-0.03%
6M
1.59%
1Y
4.63%
3Y*
3.98%
5Y*
1.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JMUB vs. INMU - Expense Ratio Comparison

JMUB has a 0.18% expense ratio, which is lower than INMU's 0.30% expense ratio.


Return for Risk

JMUB vs. INMU — Risk / Return Rank

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

JMUB
JMUB Risk / Return Rank: 5656
Overall Rank
JMUB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JMUB Sortino Ratio Rank: 5454
Sortino Ratio Rank
JMUB Omega Ratio Rank: 6969
Omega Ratio Rank
JMUB Calmar Ratio Rank: 4646
Calmar Ratio Rank
JMUB Martin Ratio Rank: 4646
Martin Ratio Rank

INMU
INMU Risk / Return Rank: 6060
Overall Rank
INMU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 5151
Sortino Ratio Rank
INMU Omega Ratio Rank: 7373
Omega Ratio Rank
INMU Calmar Ratio Rank: 5959
Calmar Ratio Rank
INMU Martin Ratio Rank: 5454
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. INMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Municipal ETF (JMUB) and BlackRock Intermediate Muni Income Bond ETF (INMU). 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.


JMUBINMUDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.07

0.00

Sortino ratio

Return per unit of downside risk

1.37

1.37

0.00

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.03

Calmar ratio

Return relative to maximum drawdown

1.11

1.51

-0.39

Martin ratio

Return relative to average drawdown

4.20

5.35

-1.14

JMUB vs. INMU - Sharpe Ratio Comparison

The current JMUB Sharpe Ratio is 1.07, which is comparable to the INMU Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of JMUB and INMU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JMUBINMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.07

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.48

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.51

+0.18

Correlation

The correlation between JMUB and INMU is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JMUB vs. INMU - Dividend Comparison

JMUB's dividend yield for the trailing twelve months is around 3.60%, more than INMU's 3.43% yield.


TTM20252024202320222021202020192018
JMUB
JPMorgan Municipal ETF
3.60%3.52%3.50%3.20%2.16%1.94%2.13%3.66%0.45%
INMU
BlackRock Intermediate Muni Income Bond ETF
3.43%3.48%3.47%3.44%1.92%1.14%0.00%0.00%0.00%

Drawdowns

JMUB vs. INMU - Drawdown Comparison

The maximum JMUB drawdown since its inception was -12.50%, which is greater than INMU's maximum drawdown of -10.67%. Use the drawdown chart below to compare losses from any high point for JMUB and INMU.


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Drawdown Indicators


JMUBINMUDifference

Max Drawdown

Largest peak-to-trough decline

-12.50%

-10.67%

-1.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-3.15%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-12.06%

-10.67%

-1.39%

Current Drawdown

Current decline from peak

-2.26%

-2.38%

+0.12%

Average Drawdown

Average peak-to-trough decline

-2.54%

-2.86%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.89%

+0.03%

Volatility

JMUB vs. INMU - Volatility Comparison

JPMorgan Municipal ETF (JMUB) and BlackRock Intermediate Muni Income Bond ETF (INMU) have volatilities of 1.23% and 1.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JMUBINMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.25%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

1.86%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.41%

4.34%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

3.59%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.17%

3.58%

+0.59%