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MUST vs. LSAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUST vs. LSAT - Performance Comparison

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

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MUST vs. LSAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MUST
Columbia Multi-Sector Municipal Income ETF
0.02%4.92%0.37%6.23%-8.82%1.93%3.23%
LSAT
Leadershares Alphafactor Tactical Focused ETF
1.40%-1.54%18.16%13.64%-12.99%25.10%20.47%

Returns By Period

In the year-to-date period, MUST achieves a 0.02% return, which is significantly lower than LSAT's 1.40% return.


MUST

1D
0.34%
1M
-2.40%
YTD
0.02%
6M
1.52%
1Y
5.29%
3Y*
2.90%
5Y*
0.78%
10Y*

LSAT

1D
1.77%
1M
-1.78%
YTD
1.40%
6M
-2.97%
1Y
0.13%
3Y*
9.21%
5Y*
5.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUST vs. LSAT - Expense Ratio Comparison

MUST has a 0.23% expense ratio, which is lower than LSAT's 0.99% expense ratio.


Return for Risk

MUST vs. LSAT — Risk / Return Rank

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

MUST
MUST Risk / Return Rank: 4444
Overall Rank
MUST Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MUST Sortino Ratio Rank: 4040
Sortino Ratio Rank
MUST Omega Ratio Rank: 4242
Omega Ratio Rank
MUST Calmar Ratio Rank: 4747
Calmar Ratio Rank
MUST Martin Ratio Rank: 4545
Martin Ratio Rank

LSAT
LSAT Risk / Return Rank: 1212
Overall Rank
LSAT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LSAT Sortino Ratio Rank: 1212
Sortino Ratio Rank
LSAT Omega Ratio Rank: 1212
Omega Ratio Rank
LSAT Calmar Ratio Rank: 1313
Calmar Ratio Rank
LSAT Martin Ratio Rank: 1313
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. LSAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Multi-Sector Municipal Income ETF (MUST) and Leadershares Alphafactor Tactical Focused ETF (LSAT). 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.


MUSTLSATDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.01

+0.80

Sortino ratio

Return per unit of downside risk

1.10

0.13

+0.96

Omega ratio

Gain probability vs. loss probability

1.16

1.02

+0.14

Calmar ratio

Return relative to maximum drawdown

1.17

0.07

+1.10

Martin ratio

Return relative to average drawdown

4.26

0.21

+4.04

MUST vs. LSAT - Sharpe Ratio Comparison

The current MUST Sharpe Ratio is 0.81, which is higher than the LSAT Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of MUST and LSAT, 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


MUSTLSATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.01

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.34

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.65

-0.14

Correlation

The correlation between MUST and LSAT is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MUST vs. LSAT - Dividend Comparison

MUST's dividend yield for the trailing twelve months is around 3.29%, more than LSAT's 1.87% yield.


TTM20252024202320222021202020192018
MUST
Columbia Multi-Sector Municipal Income ETF
3.29%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%
LSAT
Leadershares Alphafactor Tactical Focused ETF
1.87%1.90%1.31%1.85%0.36%3.44%0.30%0.00%0.00%

Drawdowns

MUST vs. LSAT - Drawdown Comparison

The maximum MUST drawdown since its inception was -13.83%, smaller than the maximum LSAT drawdown of -20.48%. Use the drawdown chart below to compare losses from any high point for MUST and LSAT.


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Drawdown Indicators


MUSTLSATDifference

Max Drawdown

Largest peak-to-trough decline

-13.83%

-20.48%

+6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.56%

-13.54%

+8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

-20.48%

+6.65%

Current Drawdown

Current decline from peak

-2.49%

-6.77%

+4.28%

Average Drawdown

Average peak-to-trough decline

-3.44%

-5.68%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

4.22%

-2.97%

Volatility

MUST vs. LSAT - Volatility Comparison

The current volatility for Columbia Multi-Sector Municipal Income ETF (MUST) is 1.84%, while Leadershares Alphafactor Tactical Focused ETF (LSAT) has a volatility of 4.05%. This indicates that MUST experiences smaller price fluctuations and is considered to be less risky than LSAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUSTLSATDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

4.05%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.43%

9.35%

-5.92%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

17.26%

-10.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

16.28%

-10.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%

16.90%

-11.30%