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MUB vs. SCMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. SCMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) and Schwab Municipal Bond ETF (SCMB). 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 1.24% return, which is significantly higher than SCMB's 1.07% return.


MUB

1D
-0.08%
1M
0.56%
YTD
1.24%
6M
1.74%
1Y
6.95%
3Y*
3.43%
5Y*
0.86%
10Y*
2.00%

SCMB

1D
-0.12%
1M
0.60%
YTD
1.07%
6M
1.55%
1Y
6.86%
3Y*
3.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB vs. SCMB - Yearly Performance Comparison


2026 (YTD)2025202420232022
MUB
iShares National AMT-Free Muni Bond ETF
1.24%3.78%1.26%5.56%2.51%
SCMB
Schwab Municipal Bond ETF
1.07%3.78%0.91%5.86%3.05%

Correlation

The correlation between MUB and SCMB is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2022

0.86

The correlation between MUB and SCMB has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.

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Return for Risk

MUB vs. SCMB — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 6666
Overall Rank
MUB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7676
Sortino Ratio Rank
MUB Omega Ratio Rank: 8181
Omega Ratio Rank
MUB Calmar Ratio Rank: 5050
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
Martin Ratio Rank

SCMB
SCMB Risk / Return Rank: 6464
Overall Rank
SCMB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCMB Sortino Ratio Rank: 7575
Sortino Ratio Rank
SCMB Omega Ratio Rank: 8181
Omega Ratio Rank
SCMB Calmar Ratio Rank: 4747
Calmar Ratio Rank
SCMB Martin Ratio Rank: 4747
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. SCMB - Risk-Adjusted Trends Comparison

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


MUBSCMBDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.50

1.50

+0.01

Calmar ratioReturn relative to maximum drawdown

2.50

2.36

+0.14

Martin ratioReturn relative to average drawdown

8.85

7.89

+0.95

MUB vs. SCMB - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.39, which is comparable to the SCMB Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of MUB and SCMB, 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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Sharpe Ratios by Period


MUBSCMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.34

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.97

-0.39

Drawdowns

MUB vs. SCMB - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, which is greater than SCMB's maximum drawdown of -6.13%. Use the drawdown chart below to compare losses from any high point for MUB and SCMB.


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Drawdown Indicators


MUBSCMBDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-6.13%

-7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.92%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-5.57%

+0.23%

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

-0.70%

-0.87%

+0.17%

Average Drawdown

Average peak-to-trough decline

-2.23%

-1.32%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.87%

-0.08%

Volatility

MUB vs. SCMB - Volatility Comparison

The current volatility for iShares National AMT-Free Muni Bond ETF (MUB) is 0.97%, while Schwab Municipal Bond ETF (SCMB) has a volatility of 1.04%. This indicates that MUB experiences smaller price fluctuations and is considered to be less risky than SCMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBSCMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.04%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

2.17%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

2.94%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

4.16%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

4.16%

+0.76%

MUB vs. SCMB - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is higher than SCMB's 0.03% expense ratio. However, 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. SCMB - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.17%, less than SCMB's 3.54% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SCMB
Schwab Municipal Bond ETF
3.54%3.36%3.34%3.10%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MUB and SCMB have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCMB has higher volatility (1.04%) compared to MUB (0.97%). In terms of maximum drawdown, MUB dropped -13.68% vs SCMB's -6.13%.

On 3-year performance, MUB leads with 3.43% vs 3.37% for SCMB. On fees, SCMB is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MUB has performed better with a 3.43% return vs 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCMB is cheaper with a 0.03% expense ratio, compared with 0.07% for MUB.

SCMB has the higher dividend yield at 3.54%, compared with 3.17% for MUB.

MUB tracks S&P National AMT-Free Municipal Bond Index, while SCMB tracks ICE AMT-Free Core U.S. National Municipal Index - Benchmark TR Gross. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.07% for MUB and 0.03% for SCMB.

MUB currently has the higher Sharpe Ratio (2.39 vs 2.34), 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.

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