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MUB vs. VTEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. VTEI - 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 Intermediate-Term Tax-Exempt Bond ETF (VTEI). 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 1.41% return, which is significantly higher than VTEI's 1.21% return.


MUB

1D
0.17%
1M
0.66%
YTD
1.41%
6M
1.92%
1Y
6.87%
3Y*
3.41%
5Y*
0.89%
10Y*
2.01%

VTEI

1D
0.09%
1M
0.59%
YTD
1.21%
6M
1.65%
1Y
6.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB vs. VTEI - Yearly Performance Comparison


Correlation

The correlation between MUB and VTEI is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.80

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

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Return for Risk

MUB vs. VTEI — 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: 7474
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7878
Sortino Ratio Rank
MUB Omega Ratio Rank: 8383
Omega Ratio Rank
MUB Calmar Ratio Rank: 5151
Calmar Ratio Rank
MUB Martin Ratio Rank: 5252
Martin Ratio Rank

VTEI
VTEI Risk / Return Rank: 7272
Overall Rank
VTEI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 8888
Sortino Ratio Rank
VTEI Omega Ratio Rank: 9292
Omega Ratio Rank
VTEI Calmar Ratio Rank: 4949
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4848
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. VTEI - 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 Intermediate-Term Tax-Exempt Bond ETF (VTEI). 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.


MUBVTEIDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.50

1.62

-0.12

Calmar ratioReturn relative to maximum drawdown

2.48

2.39

+0.08

Martin ratioReturn relative to average drawdown

8.74

7.83

+0.90

MUB vs. VTEI - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.37, which is comparable to the VTEI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of MUB and VTEI, 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


MUBVTEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.63

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.04

-0.45

Drawdowns

MUB vs. VTEI - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, which is greater than VTEI's maximum drawdown of -3.64%. Use the drawdown chart below to compare losses from any high point for MUB and VTEI.


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Drawdown Indicators


MUBVTEIDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-3.64%

-10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.61%

-0.18%

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

-0.53%

-0.76%

+0.23%

Average Drawdown

Average peak-to-trough decline

-2.23%

-0.78%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.79%

0.00%

Volatility

MUB vs. VTEI - Volatility Comparison

iShares National AMT-Free Muni Bond ETF (MUB) has a higher volatility of 0.98% compared to Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) at 0.78%. This indicates that MUB's price experiences larger fluctuations and is considered to be riskier than VTEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBVTEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.78%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

1.71%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

2.37%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

3.04%

+1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

3.04%

+1.88%

MUB vs. VTEI - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is lower than VTEI'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. VTEI - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.17%, more than VTEI's 3.05% 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%
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.05%3.00%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MUB and VTEI 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.

MUB has higher volatility (0.98%) compared to VTEI (0.78%). In terms of maximum drawdown, MUB dropped -13.68% vs VTEI's -3.64%.

On 1-year performance, MUB leads with 6.87% vs 6.21% for VTEI. On fees, MUB is cheaper at 0.07% per year. On volatility, VTEI has been the lower-risk option at 0.78%. 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 6.87% return vs 6.21%. 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 VTEI.

MUB has the higher dividend yield at 3.17%, compared with 3.05% for VTEI.

MUB tracks S&P National AMT-Free Municipal Bond Index, while VTEI tracks S&P Intermediate Term National AMT-Free Municipal Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for MUB and 0.08% for VTEI.

VTEI currently has the higher Sharpe Ratio (2.63 vs 2.37), 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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