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MMCA vs. PWZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMCA vs. PWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay California Municipal Intermediate ETF (MMCA) and Invesco California AMT-Free Municipal Bond ETF (PWZ). The values are adjusted to include any dividend payments, if applicable.

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MMCA vs. PWZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MMCA
IQ MacKay California Municipal Intermediate ETF
-0.43%5.74%1.70%5.77%-12.15%0.01%
PWZ
Invesco California AMT-Free Municipal Bond ETF
-0.25%1.26%2.16%6.55%-11.35%0.04%

Returns By Period

In the year-to-date period, MMCA achieves a -0.43% return, which is significantly lower than PWZ's -0.25% return.


MMCA

1D
0.19%
1M
-2.60%
YTD
-0.43%
6M
1.02%
1Y
4.71%
3Y*
3.45%
5Y*
10Y*

PWZ

1D
0.25%
1M
-2.61%
YTD
-0.25%
6M
1.66%
1Y
3.75%
3Y*
2.09%
5Y*
-0.04%
10Y*
1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMCA vs. PWZ - Expense Ratio Comparison

MMCA has a 0.36% expense ratio, which is higher than PWZ's 0.28% expense ratio.


Return for Risk

MMCA vs. PWZ — Risk / Return Rank

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

MMCA
MMCA Risk / Return Rank: 7070
Overall Rank
MMCA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MMCA Sortino Ratio Rank: 7171
Sortino Ratio Rank
MMCA Omega Ratio Rank: 7979
Omega Ratio Rank
MMCA Calmar Ratio Rank: 6565
Calmar Ratio Rank
MMCA Martin Ratio Rank: 6161
Martin Ratio Rank

PWZ
PWZ Risk / Return Rank: 2828
Overall Rank
PWZ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PWZ Sortino Ratio Rank: 2626
Sortino Ratio Rank
PWZ Omega Ratio Rank: 3232
Omega Ratio Rank
PWZ Calmar Ratio Rank: 2828
Calmar Ratio Rank
PWZ Martin Ratio Rank: 2424
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. PWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay California Municipal Intermediate ETF (MMCA) and Invesco California AMT-Free Municipal Bond ETF (PWZ). 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.


MMCAPWZDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.52

+0.87

Sortino ratio

Return per unit of downside risk

1.81

0.73

+1.08

Omega ratio

Gain probability vs. loss probability

1.30

1.13

+0.18

Calmar ratio

Return relative to maximum drawdown

1.67

0.64

+1.03

Martin ratio

Return relative to average drawdown

6.09

1.67

+4.42

MMCA vs. PWZ - Sharpe Ratio Comparison

The current MMCA Sharpe Ratio is 1.39, which is higher than the PWZ Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MMCA and PWZ, 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


MMCAPWZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.52

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.44

-0.47

Correlation

The correlation between MMCA and PWZ is 0.69, 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

MMCA vs. PWZ - Dividend Comparison

MMCA's dividend yield for the trailing twelve months is around 3.67%, more than PWZ's 3.58% yield.


TTM20252024202320222021202020192018201720162015
MMCA
IQ MacKay California Municipal Intermediate ETF
3.67%3.39%3.66%3.57%2.90%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
PWZ
Invesco California AMT-Free Municipal Bond ETF
3.58%3.41%3.28%2.84%2.49%2.28%2.34%2.51%2.53%2.48%2.86%3.16%

Drawdowns

MMCA vs. PWZ - Drawdown Comparison

The maximum MMCA drawdown since its inception was -15.97%, smaller than the maximum PWZ drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for MMCA and PWZ.


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Drawdown Indicators


MMCAPWZDifference

Max Drawdown

Largest peak-to-trough decline

-15.97%

-21.49%

+5.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-6.08%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-17.56%

Max Drawdown (10Y)

Largest decline over 10 years

-17.56%

Current Drawdown

Current decline from peak

-2.60%

-3.19%

+0.59%

Average Drawdown

Average peak-to-trough decline

-7.26%

-3.56%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

2.32%

-1.50%

Volatility

MMCA vs. PWZ - Volatility Comparison

The current volatility for IQ MacKay California Municipal Intermediate ETF (MMCA) is 1.23%, while Invesco California AMT-Free Municipal Bond ETF (PWZ) has a volatility of 1.83%. This indicates that MMCA experiences smaller price fluctuations and is considered to be less risky than PWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMCAPWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.83%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

2.85%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

7.27%

-3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.64%

6.21%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.64%

5.89%

-2.25%