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MUNY vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUNY vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard New York Tax-Exempt Bond ETF (MUNY) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUNY achieves a 1.81% return, which is significantly higher than MUB's 1.53% return.


MUNY

1D
0.08%
1M
1.52%
YTD
1.81%
6M
2.07%
1Y
6.68%
3Y*
5Y*
10Y*

MUB

1D
-0.01%
1M
1.35%
YTD
1.53%
6M
1.89%
1Y
6.58%
3Y*
3.21%
5Y*
0.96%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUNY vs. MUB - Yearly Performance Comparison


Correlation

The correlation between MUNY and MUB is 0.79, 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

0.79

Correlation (All Time)
Calculated using the full available price history since May 22, 2025

0.80

The correlation between MUNY and MUB has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

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Return for Risk

MUNY vs. MUB — Risk / Return Rank

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

MUNY
MUNY Risk / Return Rank: 6969
Overall Rank
MUNY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MUNY Sortino Ratio Rank: 7979
Sortino Ratio Rank
MUNY Omega Ratio Rank: 8888
Omega Ratio Rank
MUNY Calmar Ratio Rank: 5252
Calmar Ratio Rank
MUNY Martin Ratio Rank: 5050
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6767
Overall Rank
MUB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7979
Sortino Ratio Rank
MUB Omega Ratio Rank: 8383
Omega Ratio Rank
MUB Calmar Ratio Rank: 4949
Calmar Ratio Rank
MUB Martin Ratio Rank: 5050
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.

MUNY vs. MUB - Risk-Adjusted Trends Comparison

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


MUNYMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.53

1.48

+0.05

Calmar ratioReturn relative to maximum drawdown

2.48

2.37

+0.11

Martin ratioReturn relative to average drawdown

8.34

8.25

+0.09

MUNY vs. MUB - Sharpe Ratio Comparison

The current MUNY Sharpe Ratio is 2.32, which is comparable to the MUB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of MUNY and MUB, 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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Drawdowns

MUNY vs. MUB - Drawdown Comparison

The maximum MUNY drawdown since its inception was -2.70%, smaller than the maximum MUB drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for MUNY and MUB.


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Drawdown Indicators


MUNYMUBDifference

Max Drawdown

Largest peak-to-trough decline

-2.70%

-13.68%

+10.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.79%

+0.09%

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

-0.19%

-0.41%

+0.22%

Average Drawdown

Average peak-to-trough decline

-0.65%

-2.23%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.80%

0.00%

Volatility

MUNY vs. MUB - Volatility Comparison

Vanguard New York Tax-Exempt Bond ETF (MUNY) and iShares National AMT-Free Muni Bond ETF (MUB) have volatilities of 0.73% and 0.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUNYMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.76%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

2.27%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

2.89%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.87%

4.07%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.87%

4.93%

-1.06%

MUNY vs. MUB - Expense Ratio Comparison

MUNY has a 0.09% expense ratio, which is higher than MUB's 0.07% 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

MUNY vs. MUB - Dividend Comparison

MUNY's dividend yield for the trailing twelve months is around 3.10%, less than MUB's 3.17% 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%
MUNY
Vanguard New York Tax-Exempt Bond ETF
3.10%1.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MUNY and MUB have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB has higher volatility (0.76%) compared to MUNY (0.73%). In terms of maximum drawdown, MUNY dropped -2.70% vs MUB's -13.68%.

On 1-year performance, MUNY leads with 6.68% vs 6.58% for MUB. On fees, MUB is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MUNY has performed better with a 6.68% return vs 6.58%. 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 0.09% for MUNY.

MUB has the higher dividend yield at 3.17%, compared with 3.10% for MUNY.

MUNY tracks S&P New York AMT-Free Municipal USD10 Million Par Bond Index, while MUB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for MUNY and 0.07% for MUB.

MUNY currently has the higher Sharpe Ratio (2.32 vs 2.29), 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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