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MUST vs. MMK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUST vs. MMK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Multi-Sector Municipal Income ETF (MUST) and State Street Prime Money Market ETF (MMK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MUST

1D
0.30%
1M
-1.98%
6M
-1.19%
YTD
0.25%
1Y
4.44%
3Y*
2.94%
5Y*
0.35%
10Y*
ALL TIME*
2.77%

MMK

1D
0.04%
1M
0.29%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$172.00K$210.46K$196.21K
$2.71M$2.64M$2.36M

MUST vs. MMK - Yearly Performance Comparison


Correlation

The correlation between MUST and MMK is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 12, 2026

-0.14

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Return for Risk

MUST vs. MMK — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 3838
Omega Ratio Rank
MUST Calmar Ratio Rank: 4747
Calmar Ratio Rank
MUST Martin Ratio Rank: 4040
Martin Ratio Rank

MMK

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MUST vs. MMK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Multi-Sector Municipal Income ETF (MUST) and State Street Prime Money Market ETF (MMK). 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.


MUSTMMKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.70

Martin ratioReturn relative to average drawdown

4.25

MUST vs. MMK - Sharpe Ratio Comparison


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Drawdowns

MUST vs. MMK - Drawdown Comparison

The maximum MUST drawdown since its inception was -13.83%, which is greater than MMK's maximum drawdown of -0.01%. Use the drawdown chart below to compare losses from any high point for MUST and MMK.


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Drawdown Indicators


MUSTMMKDifference

Max Drawdown

Largest peak-to-trough decline

-13.83%

-0.01%

-13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-5.43%

Max Drawdown (5Y)

Largest decline over 5 years

-13.75%

Current Drawdown

Current decline from peak

-2.26%

0.00%

-2.26%

Average Drawdown

Average peak-to-trough decline

-3.36%

0.00%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

Volatility

MUST vs. MMK - Volatility Comparison


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Volatility by Period


MUSTMMKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.13%

0.18%

+4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.50%

0.18%

+5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

0.18%

+5.41%

MUST vs. MMK - Expense Ratio Comparison

MUST has a 0.23% expense ratio, which is higher than MMK's 0.18% 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

MUST vs. MMK - Dividend Comparison

MUST's dividend yield for the trailing twelve months is around 3.39%, more than MMK's 1.37% yield.


PositionTTM20252024202320222021202020192018
MMK
State Street Prime Money Market ETF
1.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUST
Columbia Multi-Sector Municipal Income ETF
3.10%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%

Frequently Asked Questions


MUST and MMK have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MMK is cheaper with a 0.18% expense ratio, compared with 0.23% for MUST.

MUST has the higher dividend yield at 3.10%, compared with 1.37% for MMK.

They also come from different issuers: Ameriprise Financial and State Street. Their fees differ too: 0.23% for MUST and 0.18% for MMK.

Portfolio Optimizer

Find the right allocation for MUST and MMK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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