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NUMI vs. TAXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NUMI vs. TAXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Municipal Income ETF (NUMI) and Northern Trust Tax-Exempt Bond ETF (TAXT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NUMI achieves a 0.27% return, which is significantly lower than TAXT's 0.32% return.


NUMI

1D
-0.18%
1M
-1.57%
6M
-0.55%
YTD
0.27%
1Y
5.27%
3Y*
5Y*
10Y*
ALL TIME*
2.66%

TAXT

1D
-0.08%
1M
-1.57%
6M
-0.46%
YTD
0.32%
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)
$143.18K$168.88K$126.57K
$101.60K$96.04K$143.38K

NUMI vs. TAXT - Yearly Performance Comparison


2026 (YTD)2025
NUMI
Nuveen Municipal Income ETF
0.27%5.12%
TAXT
Northern Trust Tax-Exempt Bond ETF
0.32%3.91%

Correlation

The correlation between NUMI and TAXT is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.72

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Return for Risk

NUMI vs. TAXT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NUMI
NUMI Risk / Return Rank: 7373
Overall Rank
NUMI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
NUMI Sortino Ratio Rank: 8282
Sortino Ratio Rank
NUMI Omega Ratio Rank: 8787
Omega Ratio Rank
NUMI Calmar Ratio Rank: 6060
Calmar Ratio Rank
NUMI Martin Ratio Rank: 5656
Martin Ratio Rank

TAXT

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.

NUMI vs. TAXT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Municipal Income ETF (NUMI) and Northern Trust Tax-Exempt Bond ETF (TAXT). 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.


NUMITAXTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.15

Martin ratioReturn relative to average drawdown

6.74

NUMI vs. TAXT - Sharpe Ratio Comparison


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Drawdowns

NUMI vs. TAXT - Drawdown Comparison

The maximum NUMI drawdown since its inception was -4.72%, which is greater than TAXT's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for NUMI and TAXT.


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Drawdown Indicators


NUMITAXTDifference

Max Drawdown

Largest peak-to-trough decline

-4.72%

-2.49%

-2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

Current Drawdown

Current decline from peak

-1.87%

-1.72%

-0.15%

Average Drawdown

Average peak-to-trough decline

-1.32%

-0.52%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

NUMI vs. TAXT - Volatility Comparison


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Volatility by Period


NUMITAXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.31%

2.57%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.23%

2.57%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.23%

2.57%

+1.66%

NUMI vs. TAXT - Expense Ratio Comparison

NUMI has a 0.29% expense ratio, which is higher than TAXT's 0.05% expense ratio.


Dividends

NUMI vs. TAXT - Dividend Comparison

NUMI's dividend yield for the trailing twelve months is around 3.68%, more than TAXT's 2.86% yield.


PositionTTM2025
NUMI
Nuveen Municipal Income ETF
3.32%3.44%
TAXT
Northern Trust Tax-Exempt Bond ETF
2.86%1.23%

Frequently Asked Questions


NUMI and TAXT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAXT is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAXT is cheaper with a 0.05% expense ratio, compared with 0.29% for NUMI.

NUMI has the higher dividend yield at 3.32%, compared with 2.86% for TAXT.

They also come from different issuers: Nuveen and Northern Trust. Their fees differ too: 0.29% for NUMI and 0.05% for TAXT.

Portfolio Optimizer

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