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MMCA vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMCA vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay California Municipal Intermediate ETF (MMCA) 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, MMCA achieves a 0.66% return, which is significantly lower than MUB's 1.24% return.


MMCA

1D
-0.05%
1M
0.29%
YTD
0.66%
6M
1.02%
1Y
6.39%
3Y*
4.06%
5Y*
10Y*

MUB

1D
-0.08%
1M
0.56%
YTD
1.24%
6M
1.74%
1Y
6.95%
3Y*
3.43%
5Y*
0.86%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMCA vs. MUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MMCA
IQ MacKay California Municipal Intermediate ETF
0.66%5.74%1.70%5.77%-12.15%0.01%
MUB
iShares National AMT-Free Muni Bond ETF
1.24%3.78%1.26%5.56%-7.34%-0.03%

Correlation

The correlation between MMCA and MUB is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2021

0.75

The correlation between MMCA and MUB has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

MMCA vs. MUB — Risk / Return Rank

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

MMCA
MMCA Risk / Return Rank: 6666
Overall Rank
MMCA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MMCA Sortino Ratio Rank: 8282
Sortino Ratio Rank
MMCA Omega Ratio Rank: 8585
Omega Ratio Rank
MMCA Calmar Ratio Rank: 4444
Calmar Ratio Rank
MMCA Martin Ratio Rank: 4242
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6666
Overall Rank
MUB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7676
Sortino Ratio Rank
MUB Omega Ratio Rank: 8181
Omega Ratio Rank
MUB Calmar Ratio Rank: 5050
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.

MMCA vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay California Municipal Intermediate ETF (MMCA) 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.


MMCAMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.52

1.50

+0.02

Calmar ratioReturn relative to maximum drawdown

2.13

2.50

-0.37

Martin ratioReturn relative to average drawdown

6.78

8.85

-2.07

MMCA vs. MUB - Sharpe Ratio Comparison

The current MMCA Sharpe Ratio is 2.47, which is comparable to the MUB Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of MMCA 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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Sharpe Ratios by Period


MMCAMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

2.39

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.58

-0.55

Drawdowns

MMCA vs. MUB - Drawdown Comparison

The maximum MMCA drawdown since its inception was -15.97%, which is greater than MUB's maximum drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for MMCA and MUB.


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Drawdown Indicators


MMCAMUBDifference

Max Drawdown

Largest peak-to-trough decline

-15.97%

-13.68%

-2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.79%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.68%

-5.34%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-1.53%

-0.70%

-0.83%

Average Drawdown

Average peak-to-trough decline

-7.05%

-2.23%

-4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.79%

+0.15%

Volatility

MMCA vs. MUB - Volatility Comparison

The current volatility for IQ MacKay California Municipal Intermediate ETF (MMCA) is 0.90%, while iShares National AMT-Free Muni Bond ETF (MUB) has a volatility of 0.97%. This indicates that MMCA experiences smaller price fluctuations and is considered to be less risky 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


MMCAMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

0.97%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

2.22%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

2.60%

2.92%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.61%

4.06%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.61%

4.92%

-1.31%

MMCA vs. MUB - Expense Ratio Comparison

MMCA has a 0.36% expense ratio, which is higher than MUB's 0.07% expense ratio.


Dividends

MMCA vs. MUB - Dividend Comparison

MMCA's dividend yield for the trailing twelve months is around 3.29%, more than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
MMCA
IQ MacKay California Municipal Intermediate ETF
3.29%3.39%3.66%3.57%2.90%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
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


MMCA and MUB have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB has higher volatility (0.97%) compared to MMCA (0.90%). In terms of maximum drawdown, MMCA dropped -15.97% vs MUB's -13.68%.

On 3-year performance, MMCA leads with 4.06% vs 3.43% for MUB. On fees, MUB is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MMCA has performed better with a 4.06% return vs 3.43%. 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 0.36% for MMCA.

MMCA has the higher dividend yield at 3.29%, compared with 3.17% for MUB.

They also come from different issuers: IndexIQ and iShares. Their fees differ too: 0.36% for MMCA and 0.07% for MUB.

MMCA currently has the higher Sharpe Ratio (2.47 vs 2.39), 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.

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