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NBET vs. GMUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NBET vs. GMUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Energy Transition & Infrastructure ETF (NBET) and Goldman Sachs Community Municipal Bond ETF (GMUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NBET achieves a 23.15% return, which is significantly higher than GMUN's -0.34% return.


NBET

1D
-1.28%
1M
-0.68%
YTD
23.15%
6M
19.90%
1Y
27.96%
3Y*
20.38%
5Y*
10Y*

GMUN

1D
0.00%
1M
-0.95%
YTD
-0.34%
6M
0.02%
1Y
4.71%
3Y*
3.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBET vs. GMUN - Yearly Performance Comparison


2026 (YTD)202520242023
NBET
Neuberger Berman Energy Transition & Infrastructure ETF
23.15%5.87%30.30%3.92%
GMUN
Goldman Sachs Community Municipal Bond ETF
-0.34%5.92%0.31%3.68%

Correlation

The correlation between NBET and GMUN is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

0.09

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.06

The correlation between NBET and GMUN shifts across timeframes, from -0.21 (1 year) to 0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

NBET vs. GMUN — Risk / Return Rank

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

NBET
NBET Risk / Return Rank: 6464
Overall Rank
NBET Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NBET Sortino Ratio Rank: 5959
Sortino Ratio Rank
NBET Omega Ratio Rank: 5555
Omega Ratio Rank
NBET Calmar Ratio Rank: 8282
Calmar Ratio Rank
NBET Martin Ratio Rank: 6363
Martin Ratio Rank

GMUN
GMUN Risk / Return Rank: 5858
Overall Rank
GMUN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GMUN Sortino Ratio Rank: 6565
Sortino Ratio Rank
GMUN Omega Ratio Rank: 8585
Omega Ratio Rank
GMUN Calmar Ratio Rank: 3737
Calmar Ratio Rank
GMUN Martin Ratio Rank: 3636
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.

NBET vs. GMUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Energy Transition & Infrastructure ETF (NBET) and Goldman Sachs Community Municipal Bond ETF (GMUN). 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.


NBETGMUNDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.32

1.49

-0.17

Calmar ratioReturn relative to maximum drawdown

4.11

1.75

+2.36

Martin ratioReturn relative to average drawdown

10.70

5.36

+5.34

NBET vs. GMUN - Sharpe Ratio Comparison

The current NBET Sharpe Ratio is 1.93, which is comparable to the GMUN Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of NBET and GMUN, 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


NBETGMUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.04

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.99

-0.28

Drawdowns

NBET vs. GMUN - Drawdown Comparison

The maximum NBET drawdown since its inception was -18.72%, which is greater than GMUN's maximum drawdown of -4.35%. Use the drawdown chart below to compare losses from any high point for NBET and GMUN.


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Drawdown Indicators


NBETGMUNDifference

Max Drawdown

Largest peak-to-trough decline

-18.72%

-4.35%

-14.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-2.83%

-4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-3.37%

-15.35%

Current Drawdown

Current decline from peak

-5.17%

-2.29%

-2.88%

Average Drawdown

Average peak-to-trough decline

-5.06%

-1.02%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

0.92%

+1.70%

Volatility

NBET vs. GMUN - Volatility Comparison

Neuberger Berman Energy Transition & Infrastructure ETF (NBET) has a higher volatility of 5.17% compared to Goldman Sachs Community Municipal Bond ETF (GMUN) at 1.09%. This indicates that NBET's price experiences larger fluctuations and is considered to be riskier than GMUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBETGMUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

1.09%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

2.00%

+9.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.53%

2.42%

+12.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

2.96%

+16.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

2.96%

+16.58%

NBET vs. GMUN - Expense Ratio Comparison

NBET has a 0.65% expense ratio, which is higher than GMUN's 0.15% expense ratio.


Dividends

NBET vs. GMUN - Dividend Comparison

NBET's dividend yield for the trailing twelve months is around 2.36%, less than GMUN's 3.12% yield.


PositionTTM2025202420232022
GMUN
Goldman Sachs Community Municipal Bond ETF
3.12%2.94%3.22%2.20%0.00%
NBET
Neuberger Berman Energy Transition & Infrastructure ETF
2.36%2.70%2.43%1.22%0.87%

Frequently Asked Questions


NBET and GMUN have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NBET has higher volatility (5.17%) compared to GMUN (1.09%). In terms of maximum drawdown, NBET dropped -18.72% vs GMUN's -4.35%.

On 3-year performance, NBET leads with 20.38% vs 3.06% for GMUN. On fees, GMUN is cheaper at 0.15% per year. On volatility, GMUN has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NBET has performed better with a 20.38% return vs 3.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GMUN is cheaper with a 0.15% expense ratio, compared with 0.65% for NBET.

GMUN has the higher dividend yield at 3.12%, compared with 2.36% for NBET.

NBET is categorized as Energy Equities, while GMUN is Municipal Bonds. They also come from different issuers: Neuberger Berman and Goldman Sachs. Their fees differ too: 0.65% for NBET and 0.15% for GMUN.

GMUN currently has the higher Sharpe Ratio (2.04 vs 1.93), 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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