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MUB vs. CALI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. CALI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) and iShares Short-Term California Muni Active ETF (CALI). 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 achieves a 1.54% return, which is significantly higher than CALI's 1.03% return.


MUB

1D
0.33%
1M
1.44%
YTD
1.54%
6M
1.92%
1Y
6.59%
3Y*
3.28%
5Y*
0.88%
10Y*
1.95%

CALI

1D
0.02%
1M
0.35%
YTD
1.03%
6M
1.17%
1Y
2.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB vs. CALI - Yearly Performance Comparison


2026 (YTD)202520242023
MUB
iShares National AMT-Free Muni Bond ETF
1.54%3.78%1.26%3.16%
CALI
iShares Short-Term California Muni Active ETF
1.03%3.28%2.84%1.97%

Correlation

The correlation between MUB and CALI is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2023

0.46

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Return for Risk

MUB vs. CALI — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 6868
Overall Rank
MUB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8080
Sortino Ratio Rank
MUB Omega Ratio Rank: 8484
Omega Ratio Rank
MUB Calmar Ratio Rank: 5050
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
Martin Ratio Rank

CALI
CALI Risk / Return Rank: 9393
Overall Rank
CALI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CALI Sortino Ratio Rank: 9797
Sortino Ratio Rank
CALI Omega Ratio Rank: 9797
Omega Ratio Rank
CALI Calmar Ratio Rank: 8484
Calmar Ratio Rank
CALI Martin Ratio Rank: 9393
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 vs. CALI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares National AMT-Free Muni Bond ETF (MUB) and iShares Short-Term California Muni Active ETF (CALI). 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.


MUBCALIDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

1.48

1.92

-0.44

Calmar ratioReturn relative to maximum drawdown

2.37

4.37

-2.00

Martin ratioReturn relative to average drawdown

8.25

22.29

-14.04

MUB vs. CALI - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.29, which is lower than the CALI Sharpe Ratio of 3.90. The chart below compares the historical Sharpe Ratios of MUB and CALI, 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 vs. CALI - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, which is greater than CALI's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for MUB and CALI.


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Drawdown Indicators


MUBCALIDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-0.78%

-12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-0.67%

-2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

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

-0.40%

-0.01%

-0.39%

Average Drawdown

Average peak-to-trough decline

-2.23%

-0.08%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.13%

+0.67%

Volatility

MUB vs. CALI - Volatility Comparison

iShares National AMT-Free Muni Bond ETF (MUB) has a higher volatility of 0.78% compared to iShares Short-Term California Muni Active ETF (CALI) at 0.19%. This indicates that MUB's price experiences larger fluctuations and is considered to be riskier than CALI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBCALIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.19%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

0.52%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.88%

0.75%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.07%

1.10%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

1.10%

+3.82%

MUB vs. CALI - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is lower than CALI's 0.08% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MUB vs. CALI - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.17%, more than CALI's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
CALI
iShares Short-Term California Muni Active ETF
2.52%2.62%3.14%1.37%0.00%0.00%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


MUB and CALI have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB has higher volatility (0.78%) compared to CALI (0.19%). In terms of maximum drawdown, MUB dropped -13.68% vs CALI's -0.78%.

On 1-year performance, MUB leads with 6.59% vs 2.86% for CALI. On fees, MUB is cheaper at 0.07% per year. On volatility, CALI has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MUB has performed better with a 6.59% return vs 2.86%. 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 0.08% for CALI.

MUB has the higher dividend yield at 3.17%, compared with 2.52% for CALI.

MUB tracks S&P National AMT-Free Municipal Bond Index, while CALI tracks ICE AMT-Free California Municipal Index. Their fees differ too: 0.07% for MUB and 0.08% for CALI.

CALI currently has the higher Sharpe Ratio (3.90 vs 2.29), 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

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