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MLPB vs. SCMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLPB vs. SCMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and Schwab Municipal Bond ETF (SCMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MLPB achieves a 19.72% return, which is significantly higher than SCMB's 1.07% return.


MLPB

1D
-0.05%
1M
-0.42%
YTD
19.72%
6M
18.24%
1Y
20.60%
3Y*
22.21%
5Y*
19.42%
10Y*
10.20%

SCMB

1D
-0.12%
1M
0.60%
YTD
1.07%
6M
1.55%
1Y
6.86%
3Y*
3.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPB vs. SCMB - Yearly Performance Comparison


2026 (YTD)2025202420232022
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
19.72%7.40%25.53%22.01%6.15%
SCMB
Schwab Municipal Bond ETF
1.07%3.78%0.91%5.86%3.05%

Correlation

The correlation between MLPB and SCMB is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2022

0.01

The correlation between MLPB and SCMB shifts across timeframes, from -0.21 (1 year) to 0.03 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MLPB vs. SCMB — Risk / Return Rank

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

MLPB
MLPB Risk / Return Rank: 4242
Overall Rank
MLPB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MLPB Sortino Ratio Rank: 4242
Sortino Ratio Rank
MLPB Omega Ratio Rank: 4040
Omega Ratio Rank
MLPB Calmar Ratio Rank: 4343
Calmar Ratio Rank
MLPB Martin Ratio Rank: 4141
Martin Ratio Rank

SCMB
SCMB Risk / Return Rank: 6464
Overall Rank
SCMB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCMB Sortino Ratio Rank: 7575
Sortino Ratio Rank
SCMB Omega Ratio Rank: 8181
Omega Ratio Rank
SCMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
SCMB Martin Ratio Rank: 4747
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.

MLPB vs. SCMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) and Schwab Municipal Bond ETF (SCMB). 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.


MLPBSCMBDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.26

1.50

-0.23

Calmar ratioReturn relative to maximum drawdown

2.14

2.36

-0.23

Martin ratioReturn relative to average drawdown

6.60

7.89

-1.30

MLPB vs. SCMB - Sharpe Ratio Comparison

The current MLPB Sharpe Ratio is 1.54, which is lower than the SCMB Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of MLPB and SCMB, 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


MLPBSCMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.34

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.97

-0.74

Drawdowns

MLPB vs. SCMB - Drawdown Comparison

The maximum MLPB drawdown since its inception was -71.93%, which is greater than SCMB's maximum drawdown of -6.13%. Use the drawdown chart below to compare losses from any high point for MLPB and SCMB.


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Drawdown Indicators


MLPBSCMBDifference

Max Drawdown

Largest peak-to-trough decline

-71.93%

-6.13%

-65.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-2.92%

-6.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.49%

-5.57%

-10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-20.41%

Max Drawdown (10Y)

Largest decline over 10 years

-71.93%

Current Drawdown

Current decline from peak

-4.69%

-0.87%

-3.82%

Average Drawdown

Average peak-to-trough decline

-14.83%

-1.32%

-13.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

0.87%

+2.26%

Volatility

MLPB vs. SCMB - Volatility Comparison

ETRACS Alerian MLP Infrastructure Index ETN Series B (MLPB) has a higher volatility of 5.40% compared to Schwab Municipal Bond ETF (SCMB) at 1.04%. This indicates that MLPB's price experiences larger fluctuations and is considered to be riskier than SCMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPBSCMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

1.04%

+4.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

2.17%

+7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.51%

2.94%

+10.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

4.16%

+15.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.11%

4.16%

+23.95%

MLPB vs. SCMB - Expense Ratio Comparison

MLPB has a 0.85% expense ratio, which is higher than SCMB's 0.03% expense ratio.


Dividends

MLPB vs. SCMB - Dividend Comparison

MLPB's dividend yield for the trailing twelve months is around 5.85%, more than SCMB's 3.54% yield.


PositionTTM2025202420232022202120202019201820172016
MLPB
ETRACS Alerian MLP Infrastructure Index ETN Series B
5.85%6.51%5.95%6.37%6.00%6.98%11.93%7.98%8.11%7.23%6.85%
SCMB
Schwab Municipal Bond ETF
3.54%3.36%3.34%3.10%0.59%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MLPB and SCMB have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPB has higher volatility (5.40%) compared to SCMB (1.04%). In terms of maximum drawdown, MLPB dropped -71.93% vs SCMB's -6.13%.

On 3-year performance, MLPB leads with 22.21% vs 3.37% for SCMB. On fees, SCMB is cheaper at 0.03% per year. On volatility, SCMB has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MLPB has performed better with a 22.21% return vs 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCMB is cheaper with a 0.03% expense ratio, compared with 0.85% for MLPB.

MLPB has the higher dividend yield at 5.85%, compared with 3.54% for SCMB.

MLPB is categorized as MLPs, while SCMB is Municipal Bonds. MLPB tracks Alerian MLP Infrastructure Index, while SCMB tracks ICE AMT-Free Core U.S. National Municipal Index - Benchmark TR Gross. They also come from different issuers: UBS and Charles Schwab. Their fees differ too: 0.85% for MLPB and 0.03% for SCMB.

SCMB currently has the higher Sharpe Ratio (2.34 vs 1.54), 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

Find the right allocation for MLPB and SCMB

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