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MEAR vs. OVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEAR vs. OVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Maturity Municipal Bond ETF (MEAR) and Overlay Shares Municipal Bond ETF (OVM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEAR achieves a 1.06% return, which is significantly lower than OVM's 3.96% return.


MEAR

1D
0.00%
1M
0.32%
YTD
1.06%
6M
1.30%
1Y
3.29%
3Y*
3.58%
5Y*
2.43%
10Y*
1.78%

OVM

1D
-0.17%
1M
1.10%
YTD
3.96%
6M
4.16%
1Y
11.81%
3Y*
5.37%
5Y*
1.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEAR vs. OVM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MEAR
iShares Short Maturity Municipal Bond ETF
1.06%3.76%3.40%3.93%0.10%0.05%1.18%0.38%
OVM
Overlay Shares Municipal Bond ETF
3.96%4.14%3.42%7.35%-11.26%4.22%6.17%1.72%

Correlation

The correlation between MEAR and OVM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

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

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2019

0.23

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Return for Risk

MEAR vs. OVM — Risk / Return Rank

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

MEAR
MEAR Risk / Return Rank: 9595
Overall Rank
MEAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9797
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9595
Martin Ratio Rank

OVM
OVM Risk / Return Rank: 8888
Overall Rank
OVM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
OVM Sortino Ratio Rank: 9090
Sortino Ratio Rank
OVM Omega Ratio Rank: 9090
Omega Ratio Rank
OVM Calmar Ratio Rank: 8686
Calmar Ratio Rank
OVM Martin Ratio Rank: 8787
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.

MEAR vs. OVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Maturity Municipal Bond ETF (MEAR) and Overlay Shares Municipal Bond ETF (OVM). 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.


MEAROVMDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.91

1.58

+0.33

Calmar ratioReturn relative to maximum drawdown

7.07

4.86

+2.20

Martin ratioReturn relative to average drawdown

28.99

18.92

+10.08

MEAR vs. OVM - Sharpe Ratio Comparison

The current MEAR Sharpe Ratio is 3.86, which is higher than the OVM Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of MEAR and OVM, 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


MEAROVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.86

2.85

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.48

0.30

+2.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.43

+0.69

Drawdowns

MEAR vs. OVM - Drawdown Comparison

The maximum MEAR drawdown since its inception was -2.68%, smaller than the maximum OVM drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for MEAR and OVM.


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Drawdown Indicators


MEAROVMDifference

Max Drawdown

Largest peak-to-trough decline

-2.68%

-15.58%

+12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-0.47%

-2.44%

+1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-0.86%

-8.20%

+7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-1.12%

-15.58%

+14.46%

Max Drawdown (10Y)

Largest decline over 10 years

-2.68%

Current Drawdown

Current decline from peak

0.00%

-0.17%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.19%

-4.01%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

0.63%

-0.52%

Volatility

MEAR vs. OVM - Volatility Comparison

The current volatility for iShares Short Maturity Municipal Bond ETF (MEAR) is 0.24%, while Overlay Shares Municipal Bond ETF (OVM) has a volatility of 1.26%. This indicates that MEAR experiences smaller price fluctuations and is considered to be less risky than OVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEAROVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.24%

1.26%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.61%

3.36%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

0.86%

4.16%

-3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.98%

5.39%

-4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.52%

6.55%

-5.03%

MEAR vs. OVM - Expense Ratio Comparison

MEAR has a 0.25% expense ratio, which is lower than OVM's 0.82% expense ratio.


Dividends

MEAR vs. OVM - Dividend Comparison

MEAR's dividend yield for the trailing twelve months is around 2.84%, less than OVM's 6.11% yield.


PositionTTM20252024202320222021202020192018201720162015
MEAR
iShares Short Maturity Municipal Bond ETF
2.84%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%
OVM
Overlay Shares Municipal Bond ETF
6.11%5.45%4.91%4.66%4.21%6.10%3.97%0.58%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MEAR and OVM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OVM has higher volatility (1.26%) compared to MEAR (0.24%). In terms of maximum drawdown, MEAR dropped -2.68% vs OVM's -15.58%.

On 5-year performance, MEAR leads with 2.43% vs 1.59% for OVM. On fees, MEAR is cheaper at 0.25% per year. On volatility, MEAR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MEAR has performed better with a 2.43% return vs 1.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MEAR is cheaper with a 0.25% expense ratio, compared with 0.82% for OVM.

OVM has the higher dividend yield at 6.11%, compared with 2.84% for MEAR.

They also come from different issuers: iShares and Liquid Strategies. Their fees differ too: 0.25% for MEAR and 0.82% for OVM.

MEAR currently has the higher Sharpe Ratio (3.86 vs 2.85), 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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