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MUB.TO vs. MAAA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB.TO vs. MAAA.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Mackenzie Unconstrained Bond ETF (MUB.TO) and Mackenzie AAA CLO ETF (MAAA.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUB.TO achieves a 0.52% return, which is significantly lower than MAAA.TO's 1.33% return.


MUB.TO

1D
0.34%
1M
-0.09%
6M
-0.25%
YTD
0.52%
1Y
2.90%
3Y*
4.70%
5Y*
1.74%
10Y*
2.88%

MAAA.TO

1D
0.04%
1M
0.04%
6M
1.25%
YTD
1.33%
1Y
3.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB.TO vs. MAAA.TO - Yearly Performance Comparison


2026 (YTD)2025
MUB.TO
Mackenzie Unconstrained Bond ETF
0.52%3.75%
MAAA.TO
Mackenzie AAA CLO ETF
1.33%2.75%

Correlation

The correlation between MUB.TO and MAAA.TO is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

Correlation (All Time)
Calculated using the full available price history since May 5, 2025

0.10

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Return for Risk

MUB.TO vs. MAAA.TO — Risk / Return Rank

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

MUB.TO
MUB.TO Risk / Return Rank: 2828
Overall Rank
MUB.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MUB.TO Sortino Ratio Rank: 2626
Sortino Ratio Rank
MUB.TO Omega Ratio Rank: 2424
Omega Ratio Rank
MUB.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
MUB.TO Martin Ratio Rank: 2929
Martin Ratio Rank

MAAA.TO
MAAA.TO Risk / Return Rank: 9292
Overall Rank
MAAA.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MAAA.TO Sortino Ratio Rank: 8989
Sortino Ratio Rank
MAAA.TO Omega Ratio Rank: 9595
Omega Ratio Rank
MAAA.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
MAAA.TO Martin Ratio Rank: 9595
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.

MUB.TO vs. MAAA.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mackenzie Unconstrained Bond ETF (MUB.TO) and Mackenzie AAA CLO ETF (MAAA.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MUB.TOMAAA.TODifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-2.09

Omega ratioGain probability vs. loss probability

1.15

1.58

-0.43

Calmar ratioReturn relative to maximum drawdown

1.46

6.02

-4.56

Martin ratioReturn relative to average drawdown

3.45

21.59

-18.14

MUB.TO vs. MAAA.TO - Sharpe Ratio Comparison

The current MUB.TO Sharpe Ratio is 0.85, which is lower than the MAAA.TO Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of MUB.TO and MAAA.TO, 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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Drawdowns

MUB.TO vs. MAAA.TO - Drawdown Comparison

The maximum MUB.TO drawdown since its inception was -13.12%, which is greater than MAAA.TO's maximum drawdown of -0.51%. Use the drawdown chart below to compare losses from any high point for MUB.TO and MAAA.TO.


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Drawdown Indicators


MUB.TOMAAA.TODifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-0.51%

-12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-1.99%

-0.51%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-11.78%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

Current Drawdown

Current decline from peak

-0.98%

-0.24%

-0.74%

Average Drawdown

Average peak-to-trough decline

-2.33%

-0.09%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.14%

+0.70%

Volatility

MUB.TO vs. MAAA.TO - Volatility Comparison

Mackenzie Unconstrained Bond ETF (MUB.TO) has a higher volatility of 1.46% compared to Mackenzie AAA CLO ETF (MAAA.TO) at 0.43%. This indicates that MUB.TO's price experiences larger fluctuations and is considered to be riskier than MAAA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUB.TOMAAA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.43%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

1.14%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

1.40%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

1.47%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.77%

1.47%

+5.30%

Dividends

MUB.TO vs. MAAA.TO - Dividend Comparison

MUB.TO's dividend yield for the trailing twelve months is around 4.49%, less than MAAA.TO's 5.09% yield.


PositionTTM2025202420232022202120202019201820172016
MAAA.TO
Mackenzie AAA CLO ETF
5.09%3.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUB.TO
Mackenzie Unconstrained Bond ETF
4.49%4.93%4.74%4.96%4.96%3.39%3.39%3.98%4.17%4.56%3.02%

Frequently Asked Questions


MUB.TO and MAAA.TO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB.TO is categorized as Nontraditional Bonds, while MAAA.TO is CLO.

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