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MUB vs. VTES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUB vs. VTES - 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 Short-Term Tax-Exempt Bond ETF Shares (VTES). The values are adjusted to include any dividend payments, if applicable.

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MUB vs. VTES - Yearly Performance Comparison


2026 (YTD)202520242023
MUB
iShares National AMT-Free Muni Bond ETF
-0.37%3.78%1.26%5.02%
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
0.02%4.19%1.85%3.32%

Returns By Period

In the year-to-date period, MUB achieves a -0.37% return, which is significantly lower than VTES's 0.02% 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%

VTES

1D
0.11%
1M
-1.24%
YTD
0.02%
6M
0.60%
1Y
3.45%
3Y*
2.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUB vs. VTES - Expense Ratio Comparison

Both MUB and VTES have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

MUB vs. VTES — 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

VTES
VTES Risk / Return Rank: 8787
Overall Rank
VTES Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTES Sortino Ratio Rank: 8989
Sortino Ratio Rank
VTES Omega Ratio Rank: 9696
Omega Ratio Rank
VTES Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTES Martin Ratio Rank: 7575
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. VTES - 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 Short-Term Tax-Exempt Bond ETF Shares (VTES). 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.


MUBVTESDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.91

-0.95

Sortino ratio

Return per unit of downside risk

1.25

2.43

-1.18

Omega ratio

Gain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratio

Return relative to maximum drawdown

1.27

2.30

-1.03

Martin ratio

Return relative to average drawdown

4.07

7.44

-3.37

MUB vs. VTES - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 0.96, which is lower than the VTES Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MUB and VTES, 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


MUBVTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.91

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

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

1.76

-1.19

Correlation

The correlation between MUB and VTES 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. VTES - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.19%, more than VTES's 2.77% 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%
VTES
Vanguard Short-Term Tax-Exempt Bond ETF Shares
2.77%2.77%2.99%2.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MUB vs. VTES - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, which is greater than VTES's maximum drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for MUB and VTES.


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Drawdown Indicators


MUBVTESDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-2.42%

-11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-1.59%

-1.71%

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

-2.28%

-1.24%

-1.04%

Average Drawdown

Average peak-to-trough decline

-2.24%

-0.48%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.49%

+0.54%

Volatility

MUB vs. VTES - Volatility Comparison

iShares National AMT-Free Muni Bond ETF (MUB) has a higher volatility of 1.53% compared to Vanguard Short-Term Tax-Exempt Bond ETF Shares (VTES) at 0.69%. This indicates that MUB's price experiences larger fluctuations and is considered to be riskier than VTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUBVTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

0.69%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

0.96%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

1.83%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.04%

1.75%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

1.75%

+3.16%