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MUST vs. ESGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUST vs. ESGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Multi-Sector Municipal Income ETF (MUST) and Columbia Sustainable International Equity Income ETF (ESGN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MUST achieves a 1.60% return, which is significantly lower than ESGN's 7.02% return.


MUST

1D
0.15%
1M
1.08%
YTD
1.60%
6M
1.55%
1Y
7.14%
3Y*
3.82%
5Y*
0.87%
10Y*

ESGN

1D
-0.99%
1M
1.18%
YTD
7.02%
6M
10.22%
1Y
25.77%
3Y*
19.65%
5Y*
11.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUST vs. ESGN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MUST
Columbia Multi-Sector Municipal Income ETF
1.60%4.92%0.37%6.23%-8.82%1.93%6.67%8.35%2.72%
ESGN
Columbia Sustainable International Equity Income ETF
7.02%39.85%6.02%20.88%-5.95%10.18%-0.52%15.83%-12.97%

Correlation

The correlation between MUST and ESGN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.17

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2018

0.08

The correlation between MUST and ESGN shifts across timeframes, from 0.08 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MUST vs. ESGN — Risk / Return Rank

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

MUST
MUST Risk / Return Rank: 4141
Overall Rank
MUST Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MUST Sortino Ratio Rank: 3939
Sortino Ratio Rank
MUST Omega Ratio Rank: 4040
Omega Ratio Rank
MUST Calmar Ratio Rank: 4848
Calmar Ratio Rank
MUST Martin Ratio Rank: 4141
Martin Ratio Rank

ESGN
ESGN Risk / Return Rank: 5757
Overall Rank
ESGN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ESGN Sortino Ratio Rank: 5656
Sortino Ratio Rank
ESGN Omega Ratio Rank: 5757
Omega Ratio Rank
ESGN Calmar Ratio Rank: 5555
Calmar Ratio Rank
ESGN Martin Ratio Rank: 5858
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.

MUST vs. ESGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Multi-Sector Municipal Income ETF (MUST) and Columbia Sustainable International Equity Income ETF (ESGN). 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.


MUSTESGNDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

2.38

2.71

-0.33

Martin ratioReturn relative to average drawdown

6.52

9.97

-3.45

MUST vs. ESGN - Sharpe Ratio Comparison

The current MUST Sharpe Ratio is 1.39, which is comparable to the ESGN Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of MUST and ESGN, 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


MUSTESGNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.93

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.77

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.60

-0.06

Drawdowns

MUST vs. ESGN - Drawdown Comparison

The maximum MUST drawdown since its inception was -13.83%, smaller than the maximum ESGN drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for MUST and ESGN.


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Drawdown Indicators


MUSTESGNDifference

Max Drawdown

Largest peak-to-trough decline

-13.83%

-41.71%

+27.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-9.56%

+6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.08%

-14.38%

+8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

-24.51%

+10.68%

Current Drawdown

Current decline from peak

-0.94%

-3.77%

+2.83%

Average Drawdown

Average peak-to-trough decline

-3.41%

-7.06%

+3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

2.59%

-1.49%

Volatility

MUST vs. ESGN - Volatility Comparison

The current volatility for Columbia Multi-Sector Municipal Income ETF (MUST) is 1.80%, while Columbia Sustainable International Equity Income ETF (ESGN) has a volatility of 3.92%. This indicates that MUST experiences smaller price fluctuations and is considered to be less risky than ESGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUSTESGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

3.92%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

10.62%

-7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

13.48%

-8.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

15.30%

-9.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

16.31%

-10.72%

MUST vs. ESGN - Expense Ratio Comparison

MUST has a 0.23% expense ratio, which is lower than ESGN's 0.45% expense ratio.


Dividends

MUST vs. ESGN - Dividend Comparison

MUST's dividend yield for the trailing twelve months is around 3.32%, less than ESGN's 9.22% yield.


PositionTTM2025202420232022202120202019201820172016
ESGN
Columbia Sustainable International Equity Income ETF
9.22%9.76%3.11%3.27%3.57%3.43%2.64%3.34%7.25%4.63%2.52%
MUST
Columbia Multi-Sector Municipal Income ETF
3.32%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%0.00%0.00%

Frequently Asked Questions


MUST and ESGN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESGN has higher volatility (3.92%) compared to MUST (1.80%). In terms of maximum drawdown, MUST dropped -13.83% vs ESGN's -41.71%.

On 5-year performance, ESGN leads with 11.72% vs 0.87% for MUST. On fees, MUST is cheaper at 0.23% per year. On volatility, MUST has been the lower-risk option at 1.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ESGN has performed better with a 11.72% return vs 0.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUST is cheaper with a 0.23% expense ratio, compared with 0.45% for ESGN.

ESGN has the higher dividend yield at 9.22%, compared with 3.32% for MUST.

MUST is categorized as Money Market, while ESGN is Foreign Large Cap Equities. MUST tracks Bloomberg Beta Advantage Multi-Sector Municipal Bond Index, while ESGN tracks MSCI Beta ADV Sust Intl Equity Income 100. Their fees differ too: 0.23% for MUST and 0.45% for ESGN.

ESGN currently has the higher Sharpe Ratio (1.93 vs 1.39), 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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