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MDY vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDY vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P MidCap 400 ETF (MDY) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MDY achieves a 15.28% return, which is significantly higher than MUB's 1.28% return. Over the past 10 years, MDY has outperformed MUB with an annualized return of 11.33%, while MUB has yielded a comparatively lower 1.92% annualized return.


MDY

1D
0.71%
1M
3.51%
YTD
15.28%
6M
13.84%
1Y
27.52%
3Y*
15.07%
5Y*
7.99%
10Y*
11.33%

MUB

1D
-0.01%
1M
0.63%
YTD
1.28%
6M
1.80%
1Y
6.40%
3Y*
3.35%
5Y*
0.80%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDY vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MDY
SPDR S&P MidCap 400 ETF
15.28%7.19%13.64%16.07%-13.28%24.53%13.50%25.78%-11.29%15.93%
MUB
iShares National AMT-Free Muni Bond ETF
1.28%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Correlation

The correlation between MDY and MUB is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.26

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2007

-0.04

The correlation between MDY and MUB shifts across timeframes, from -0.04 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MDY vs. MUB — Risk / Return Rank

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

MDY
MDY Risk / Return Rank: 5959
Overall Rank
MDY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MDY Sortino Ratio Rank: 5757
Sortino Ratio Rank
MDY Omega Ratio Rank: 5252
Omega Ratio Rank
MDY Calmar Ratio Rank: 6767
Calmar Ratio Rank
MDY Martin Ratio Rank: 6767
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6969
Overall Rank
MUB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8181
Sortino Ratio Rank
MUB Omega Ratio Rank: 8585
Omega Ratio Rank
MUB Calmar Ratio Rank: 5151
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
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.

MDY vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P MidCap 400 ETF (MDY) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


MDYMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.29

1.44

-0.16

Calmar ratioReturn relative to maximum drawdown

2.91

2.22

+0.69

Martin ratioReturn relative to average drawdown

10.60

7.77

+2.83

MDY vs. MUB - Sharpe Ratio Comparison

The current MDY Sharpe Ratio is 1.62, which is comparable to the MUB Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of MDY and MUB, 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

MDY vs. MUB - Drawdown Comparison

The maximum MDY drawdown since its inception was -55.33%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for MDY and MUB.


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Drawdown Indicators


MDYMUBDifference

Max Drawdown

Largest peak-to-trough decline

-55.33%

-13.68%

-41.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-2.79%

-6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-24.03%

-5.34%

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

-11.88%

-12.15%

Max Drawdown (10Y)

Largest decline over 10 years

-42.22%

-13.68%

-28.54%

Current Drawdown

Current decline from peak

0.00%

-0.66%

+0.66%

Average Drawdown

Average peak-to-trough decline

-7.02%

-2.23%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

0.80%

+1.62%

Volatility

MDY vs. MUB - Volatility Comparison

SPDR S&P MidCap 400 ETF (MDY) has a higher volatility of 5.04% compared to iShares National AMT-Free Muni Bond ETF (MUB) at 1.01%. This indicates that MDY's price experiences larger fluctuations and is considered to be riskier than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDYMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

1.01%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

2.25%

+9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

2.90%

+12.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

4.06%

+15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

4.92%

+16.29%

MDY vs. MUB - Expense Ratio Comparison

MDY has a 0.23% expense ratio, which is higher than MUB'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

MDY vs. MUB - Dividend Comparison

MDY's dividend yield for the trailing twelve months is around 1.03%, less than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
MDY
SPDR S&P MidCap 400 ETF
1.03%1.15%1.18%1.21%1.37%0.96%1.12%1.34%1.39%1.18%1.31%1.35%
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


MDY and MUB have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDY has higher volatility (5.04%) compared to MUB (1.01%). In terms of maximum drawdown, MDY dropped -55.33% vs MUB's -13.68%.

On 10-year performance, MDY leads with 11.33% vs 1.92% for MUB. On fees, MUB is cheaper at 0.07% per year. On volatility, MUB 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 10-year period, MDY has performed better with a 11.33% return vs 1.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.23% for MDY.

MUB has the higher dividend yield at 3.17%, compared with 1.03% for MDY.

MDY is categorized as Mid Cap Blend Equities, while MUB is Municipal Bonds. MDY tracks S&P MidCap 400 Index, while MUB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.23% for MDY and 0.07% for MUB.

MUB currently has the higher Sharpe Ratio (2.16 vs 1.62), 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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