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MMIN vs. CA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMIN vs. CA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ MacKay Municipal Insured ETF (MMIN) and Xtrackers California Municipal Bond ETF (CA). The values are adjusted to include any dividend payments, if applicable.

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MMIN vs. CA - Yearly Performance Comparison


2026 (YTD)202520242023
MMIN
IQ MacKay Municipal Insured ETF
0.02%4.65%0.93%0.85%
CA
Xtrackers California Municipal Bond ETF
-0.08%3.05%1.51%0.79%

Returns By Period

In the year-to-date period, MMIN achieves a 0.02% return, which is significantly higher than CA's -0.08% return.


MMIN

1D
0.26%
1M
-2.33%
YTD
0.02%
6M
1.92%
1Y
4.95%
3Y*
3.15%
5Y*
0.62%
10Y*

CA

1D
0.38%
1M
-2.00%
YTD
-0.08%
6M
1.22%
1Y
3.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMIN vs. CA - Expense Ratio Comparison

MMIN has a 0.31% expense ratio, which is higher than CA's 0.07% expense ratio.


Return for Risk

MMIN vs. CA — Risk / Return Rank

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

MMIN
MMIN Risk / Return Rank: 4848
Overall Rank
MMIN Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MMIN Sortino Ratio Rank: 4545
Sortino Ratio Rank
MMIN Omega Ratio Rank: 5353
Omega Ratio Rank
MMIN Calmar Ratio Rank: 4949
Calmar Ratio Rank
MMIN Martin Ratio Rank: 3838
Martin Ratio Rank

CA
CA Risk / Return Rank: 4545
Overall Rank
CA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CA Sortino Ratio Rank: 4141
Sortino Ratio Rank
CA Omega Ratio Rank: 5656
Omega Ratio Rank
CA Calmar Ratio Rank: 4444
Calmar Ratio Rank
CA Martin Ratio Rank: 3636
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.

MMIN vs. CA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ MacKay Municipal Insured ETF (MMIN) and Xtrackers California Municipal Bond ETF (CA). 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.


MMINCADifference

Sharpe ratio

Return per unit of total volatility

0.94

0.89

+0.05

Sortino ratio

Return per unit of downside risk

1.24

1.17

+0.08

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.27

1.17

+0.09

Martin ratio

Return relative to average drawdown

3.49

3.35

+0.14

MMIN vs. CA - Sharpe Ratio Comparison

The current MMIN Sharpe Ratio is 0.94, which is comparable to the CA Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MMIN and CA, 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


MMINCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.89

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.57

-0.22

Correlation

The correlation between MMIN and CA is 0.65, 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

MMIN vs. CA - Dividend Comparison

MMIN's dividend yield for the trailing twelve months is around 4.48%, more than CA's 3.20% yield.


TTM202520242023202220212020201920182017
MMIN
IQ MacKay Municipal Insured ETF
4.48%4.07%3.96%3.73%2.93%1.72%2.21%2.75%2.78%0.47%
CA
Xtrackers California Municipal Bond ETF
3.20%3.14%3.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MMIN vs. CA - Drawdown Comparison

The maximum MMIN drawdown since its inception was -16.87%, which is greater than CA's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for MMIN and CA.


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Drawdown Indicators


MMINCADifference

Max Drawdown

Largest peak-to-trough decline

-16.87%

-5.24%

-11.63%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-3.67%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-16.87%

Current Drawdown

Current decline from peak

-2.33%

-2.00%

-0.33%

Average Drawdown

Average peak-to-trough decline

-4.39%

-1.30%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.28%

+0.23%

Volatility

MMIN vs. CA - Volatility Comparison

IQ MacKay Municipal Insured ETF (MMIN) has a higher volatility of 1.54% compared to Xtrackers California Municipal Bond ETF (CA) at 1.31%. This indicates that MMIN's price experiences larger fluctuations and is considered to be riskier than CA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMINCADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.31%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

1.78%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

4.40%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

4.09%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.03%

4.09%

+2.94%