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MUB vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) and Vanguard Tax-Exempt Bond ETF (VTEB). 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 1.32% return, which is significantly lower than VTEB's 1.52% return. Over the past 10 years, MUB has underperformed VTEB with an annualized return of 2.00%, while VTEB has yielded a comparatively higher 2.10% annualized return.


MUB

1D
0.15%
1M
0.53%
YTD
1.32%
6M
1.88%
1Y
7.06%
3Y*
3.46%
5Y*
0.91%
10Y*
2.00%

VTEB

1D
0.10%
1M
0.61%
YTD
1.52%
6M
1.95%
1Y
7.14%
3Y*
3.59%
5Y*
0.93%
10Y*
2.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUB
iShares National AMT-Free Muni Bond ETF
1.32%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%
VTEB
Vanguard Tax-Exempt Bond ETF
1.52%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Correlation

The correlation between MUB and VTEB is 0.91, 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

0.91

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

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2015

0.85

The correlation between MUB and VTEB has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

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Return for Risk

MUB vs. VTEB — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 6767
Overall Rank
MUB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7878
Sortino Ratio Rank
MUB Omega Ratio Rank: 8484
Omega Ratio Rank
MUB Calmar Ratio Rank: 4848
Calmar Ratio Rank
MUB Martin Ratio Rank: 5050
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 7272
Overall Rank
VTEB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8686
Sortino Ratio Rank
VTEB Omega Ratio Rank: 8989
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5151
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5353
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. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares National AMT-Free Muni Bond ETF (MUB) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


MUBVTEBDifference

Sharpe ratio

Return per unit of total volatility

2.43

2.64

-0.21

Sortino ratio

Return per unit of downside risk

3.55

3.92

-0.37

Omega ratio

Gain probability vs. loss probability

1.51

1.58

-0.07

Calmar ratio

Return relative to maximum drawdown

2.42

2.58

-0.16

Martin ratio

Return relative to average drawdown

8.59

9.21

-0.62

MUB vs. VTEB - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.43, which is comparable to the VTEB Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of MUB and VTEB, 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


MUBVTEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.64

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.24

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.40

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.48

+0.11

Drawdowns

MUB vs. VTEB - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, smaller than the maximum VTEB drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for MUB and VTEB.


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Drawdown Indicators


MUBVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-17.00%

+3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.71%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-5.53%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

-12.64%

+0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

-17.00%

+3.32%

Current Drawdown

Current decline from peak

-0.62%

-0.46%

-0.16%

Average Drawdown

Average peak-to-trough decline

-2.23%

-2.33%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.76%

+0.03%

Volatility

MUB vs. VTEB - Volatility Comparison

iShares National AMT-Free Muni Bond ETF (MUB) has a higher volatility of 0.98% compared to Vanguard Tax-Exempt Bond ETF (VTEB) at 0.90%. This indicates that MUB's price experiences larger fluctuations and is considered to be riskier than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.90%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

2.03%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.93%

2.72%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

3.90%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

5.26%

-0.34%

MUB vs. VTEB - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is higher than VTEB's 0.05% 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. VTEB - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.17%, less than VTEB's 3.35% 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%
VTEB
Vanguard Tax-Exempt Bond ETF
3.35%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


With a correlation of 0.91, MUB and VTEB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MUB has higher volatility (0.98%) compared to VTEB (0.90%). In terms of maximum drawdown, MUB dropped -13.68% vs VTEB's -17.00%.

On 10-year performance, VTEB leads with 2.10% vs 2.00% for MUB. On fees, VTEB is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTEB has performed better with a 2.10% return vs 2.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.05% expense ratio, compared with 0.07% for MUB.

VTEB has the higher dividend yield at 3.35%, compared with 3.17% for MUB.

Both ETFs track S&P National AMT-Free Municipal Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for MUB and 0.05% for VTEB.

VTEB currently has the higher Sharpe Ratio (2.64 vs 2.43), 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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