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MUB vs. JMUB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUB vs. JMUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) and JPMorgan Municipal ETF (JMUB). The values are adjusted to include any dividend payments, if applicable.

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MUB vs. JMUB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MUB
iShares National AMT-Free Muni Bond ETF
-0.37%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%2.47%
JMUB
JPMorgan Municipal ETF
-0.44%4.34%1.88%5.96%-7.43%1.58%4.98%8.37%2.81%

Returns By Period

In the year-to-date period, MUB achieves a -0.37% return, which is significantly higher than JMUB's -0.44% return.


MUB

1D
0.19%
1M
-2.28%
YTD
-0.37%
6M
1.28%
1Y
3.94%
3Y*
2.53%
5Y*
0.79%
10Y*
1.96%

JMUB

1D
0.08%
1M
-2.26%
YTD
-0.44%
6M
0.84%
1Y
3.63%
3Y*
3.07%
5Y*
1.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUB vs. JMUB - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is lower than JMUB's 0.18% 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%.


Return for Risk

MUB vs. JMUB — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 5454
Overall Rank
MUB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 4949
Sortino Ratio Rank
MUB Omega Ratio Rank: 6060
Omega Ratio Rank
MUB Calmar Ratio Rank: 5555
Calmar Ratio Rank
MUB Martin Ratio Rank: 4545
Martin Ratio Rank

JMUB
JMUB Risk / Return Rank: 5656
Overall Rank
JMUB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JMUB Sortino Ratio Rank: 5454
Sortino Ratio Rank
JMUB Omega Ratio Rank: 6969
Omega Ratio Rank
JMUB Calmar Ratio Rank: 4646
Calmar Ratio Rank
JMUB Martin Ratio Rank: 4646
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. JMUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares National AMT-Free Muni Bond ETF (MUB) and JPMorgan Municipal ETF (JMUB). 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.


MUBJMUBDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.07

-0.11

Sortino ratio

Return per unit of downside risk

1.25

1.37

-0.12

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratio

Return relative to maximum drawdown

1.27

1.11

+0.16

Martin ratio

Return relative to average drawdown

4.07

4.20

-0.13

MUB vs. JMUB - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 0.96, which is comparable to the JMUB Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of MUB and JMUB, 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


MUBJMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.07

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.36

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.69

-0.12

Correlation

The correlation between MUB and JMUB is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MUB vs. JMUB - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.19%, less than JMUB's 3.60% yield.


TTM20252024202320222021202020192018201720162015
MUB
iShares National AMT-Free Muni Bond ETF
3.19%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%
JMUB
JPMorgan Municipal ETF
3.60%3.52%3.50%3.20%2.16%1.94%2.13%3.66%0.45%0.00%0.00%0.00%

Drawdowns

MUB vs. JMUB - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, which is greater than JMUB's maximum drawdown of -12.50%. Use the drawdown chart below to compare losses from any high point for MUB and JMUB.


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Drawdown Indicators


MUBJMUBDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-12.50%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-3.47%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

-12.06%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-2.28%

-2.26%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.24%

-2.54%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.92%

+0.11%

Volatility

MUB vs. JMUB - Volatility Comparison

iShares National AMT-Free Muni Bond ETF (MUB) has a higher volatility of 1.53% compared to JPMorgan Municipal ETF (JMUB) at 1.23%. This indicates that MUB's price experiences larger fluctuations and is considered to be riskier than JMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBJMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

1.23%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

1.64%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

3.41%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.04%

3.30%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

4.17%

+0.74%