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MUND vs. ZTAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUND vs. ZTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust 2055 Tax-Exempt Distributing Ladder ETF (MUND) and X-Square Municipal Income Tax Free ETF (ZTAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUND achieves a 1.81% return, which is significantly lower than ZTAX's 4.33% return.


MUND

1D
0.11%
1M
1.11%
YTD
1.81%
6M
2.16%
1Y
3Y*
5Y*
10Y*

ZTAX

1D
2.63%
1M
3.87%
YTD
4.33%
6M
3.53%
1Y
8.62%
3Y*
5.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUND vs. ZTAX - Yearly Performance Comparison


Correlation

The correlation between MUND and ZTAX is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

-0.08

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Return for Risk

MUND vs. ZTAX — Risk / Return Rank

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

MUND

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ZTAX
ZTAX Risk / Return Rank: 1616
Overall Rank
ZTAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ZTAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
ZTAX Omega Ratio Rank: 1717
Omega Ratio Rank
ZTAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
ZTAX Martin Ratio Rank: 1818
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.

MUND vs. ZTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust 2055 Tax-Exempt Distributing Ladder ETF (MUND) and X-Square Municipal Income Tax Free ETF (ZTAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MUNDZTAXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.79

Martin ratioReturn relative to average drawdown

1.86

MUND vs. ZTAX - Sharpe Ratio Comparison


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Drawdowns

MUND vs. ZTAX - Drawdown Comparison

The maximum MUND drawdown since its inception was -4.19%, smaller than the maximum ZTAX drawdown of -15.33%. Use the drawdown chart below to compare losses from any high point for MUND and ZTAX.


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Drawdown Indicators


MUNDZTAXDifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

-15.33%

+11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

Current Drawdown

Current decline from peak

-1.45%

-8.39%

+6.94%

Average Drawdown

Average peak-to-trough decline

-1.87%

-6.83%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

Volatility

MUND vs. ZTAX - Volatility Comparison


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Volatility by Period


MUNDZTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.81%

Volatility (6M)

Calculated over the trailing 6-month period

27.64%

Volatility (1Y)

Calculated over the trailing 1-year period

7.08%

32.42%

-25.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

28.90%

-21.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

28.90%

-21.82%

MUND vs. ZTAX - Expense Ratio Comparison

MUND has a 0.18% expense ratio, which is lower than ZTAX's 1.14% expense ratio.


Dividends

MUND vs. ZTAX - Dividend Comparison

MUND's dividend yield for the trailing twelve months is around 2.79%, less than ZTAX's 4.38% yield.


PositionTTM202520242023
MUND
Northern Trust 2055 Tax-Exempt Distributing Ladder ETF
2.79%1.32%0.00%0.00%
ZTAX
X-Square Municipal Income Tax Free ETF
4.38%4.58%4.55%2.14%

Frequently Asked Questions


MUND and ZTAX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MUND is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MUND is cheaper with a 0.18% expense ratio, compared with 1.14% for ZTAX.

ZTAX has the higher dividend yield at 4.38%, compared with 2.79% for MUND.

They also come from different issuers: Northern Trust and X-Square. Their fees differ too: 0.18% for MUND and 1.14% for ZTAX.

Portfolio Optimizer

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