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MBNE vs. MUNI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MBNE vs. MUNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Municipal Bond ESG ETF (MBNE) and PIMCO Intermediate Municipal Bond Active ETF (MUNI). The values are adjusted to include any dividend payments, if applicable.

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MBNE vs. MUNI - Yearly Performance Comparison


2026 (YTD)2025202420232022
MBNE
SPDR Nuveen Municipal Bond ESG ETF
0.10%2.45%1.27%5.82%-0.71%
MUNI
PIMCO Intermediate Municipal Bond Active ETF
0.11%4.72%1.43%6.07%-1.18%

Returns By Period

In the year-to-date period, MBNE achieves a 0.10% return, which is significantly lower than MUNI's 0.11% return.


MBNE

1D
0.21%
1M
-1.71%
YTD
0.10%
6M
1.10%
1Y
3.30%
3Y*
2.48%
5Y*
10Y*

MUNI

1D
0.16%
1M
-1.90%
YTD
0.11%
6M
1.47%
1Y
4.63%
3Y*
3.33%
5Y*
1.30%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MBNE vs. MUNI - Expense Ratio Comparison

MBNE has a 0.43% expense ratio, which is higher than MUNI's 0.35% expense ratio.


Return for Risk

MBNE vs. MUNI — Risk / Return Rank

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

MBNE
MBNE Risk / Return Rank: 3535
Overall Rank
MBNE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MBNE Sortino Ratio Rank: 2929
Sortino Ratio Rank
MBNE Omega Ratio Rank: 4242
Omega Ratio Rank
MBNE Calmar Ratio Rank: 3838
Calmar Ratio Rank
MBNE Martin Ratio Rank: 3434
Martin Ratio Rank

MUNI
MUNI Risk / Return Rank: 6969
Overall Rank
MUNI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MUNI Sortino Ratio Rank: 6666
Sortino Ratio Rank
MUNI Omega Ratio Rank: 8282
Omega Ratio Rank
MUNI Calmar Ratio Rank: 6767
Calmar Ratio Rank
MUNI Martin Ratio Rank: 5959
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.

MBNE vs. MUNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Municipal Bond ESG ETF (MBNE) and PIMCO Intermediate Municipal Bond Active ETF (MUNI). 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.


MBNEMUNIDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.21

-0.54

Sortino ratio

Return per unit of downside risk

0.87

1.62

-0.76

Omega ratio

Gain probability vs. loss probability

1.17

1.31

-0.14

Calmar ratio

Return relative to maximum drawdown

0.98

1.65

-0.67

Martin ratio

Return relative to average drawdown

3.16

5.54

-2.38

MBNE vs. MUNI - Sharpe Ratio Comparison

The current MBNE Sharpe Ratio is 0.67, which is lower than the MUNI Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of MBNE and MUNI, 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


MBNEMUNIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.21

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.77

-0.18

Correlation

The correlation between MBNE and MUNI is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MBNE vs. MUNI - Dividend Comparison

MBNE's dividend yield for the trailing twelve months is around 3.58%, more than MUNI's 3.28% yield.


TTM20252024202320222021202020192018201720162015
MBNE
SPDR Nuveen Municipal Bond ESG ETF
3.58%3.63%3.32%3.01%1.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUNI
PIMCO Intermediate Municipal Bond Active ETF
3.28%3.26%3.50%3.09%2.13%1.62%1.92%2.44%2.38%2.37%2.37%2.20%

Drawdowns

MBNE vs. MUNI - Drawdown Comparison

The maximum MBNE drawdown since its inception was -6.19%, smaller than the maximum MUNI drawdown of -11.15%. Use the drawdown chart below to compare losses from any high point for MBNE and MUNI.


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Drawdown Indicators


MBNEMUNIDifference

Max Drawdown

Largest peak-to-trough decline

-6.19%

-11.15%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-2.93%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-11.15%

Current Drawdown

Current decline from peak

-1.78%

-1.90%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.43%

-1.74%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.87%

+0.09%

Volatility

MBNE vs. MUNI - Volatility Comparison

SPDR Nuveen Municipal Bond ESG ETF (MBNE) has a higher volatility of 1.55% compared to PIMCO Intermediate Municipal Bond Active ETF (MUNI) at 1.10%. This indicates that MBNE's price experiences larger fluctuations and is considered to be riskier than MUNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBNEMUNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.10%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

1.51%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

3.86%

+1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

3.30%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.76%

3.85%

-0.09%