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NYF vs. MEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYF vs. MEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) and iShares Short Maturity Municipal Bond ETF (MEAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NYF achieves a 1.51% return, which is significantly higher than MEAR's 1.06% return. Both investments have delivered pretty close results over the past 10 years, with NYF having a 1.81% annualized return and MEAR not far behind at 1.78%.


NYF

1D
-0.04%
1M
0.58%
YTD
1.51%
6M
1.91%
1Y
6.81%
3Y*
3.36%
5Y*
0.83%
10Y*
1.81%

MEAR

1D
0.00%
1M
0.32%
YTD
1.06%
6M
1.30%
1Y
3.29%
3Y*
3.58%
5Y*
2.43%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NYF vs. MEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYF
iShares New York Muni Bond ETF
1.51%3.64%1.13%5.76%-7.75%1.34%4.18%6.49%0.66%5.02%
MEAR
iShares Short Maturity Municipal Bond ETF
1.06%3.76%3.40%3.93%0.10%0.05%1.18%1.91%1.63%1.12%

Correlation

The correlation between NYF and MEAR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.32

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

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2015

0.20

The correlation between NYF and MEAR shifts across timeframes, from 0.20 (all time) to 0.32 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NYF vs. MEAR — Risk / Return Rank

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

NYF
NYF Risk / Return Rank: 6868
Overall Rank
NYF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 7777
Sortino Ratio Rank
NYF Omega Ratio Rank: 8686
Omega Ratio Rank
NYF Calmar Ratio Rank: 4949
Calmar Ratio Rank
NYF Martin Ratio Rank: 5252
Martin Ratio Rank

MEAR
MEAR Risk / Return Rank: 9595
Overall Rank
MEAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9797
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9595
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.

NYF vs. MEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) and iShares Short Maturity Municipal Bond ETF (MEAR). 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.


NYFMEARDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

1.53

1.91

-0.38

Calmar ratioReturn relative to maximum drawdown

2.48

7.07

-4.59

Martin ratioReturn relative to average drawdown

8.88

28.99

-20.11

NYF vs. MEAR - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 2.46, which is lower than the MEAR Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of NYF and MEAR, 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


NYFMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

3.86

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

2.48

-2.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

1.18

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.11

-0.64

Drawdowns

NYF vs. MEAR - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for NYF and MEAR.


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Drawdown Indicators


NYFMEARDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-2.68%

-10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-0.47%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-5.68%

-0.86%

-4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-12.71%

-1.12%

-11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

-2.68%

-10.44%

Current Drawdown

Current decline from peak

-0.56%

0.00%

-0.56%

Average Drawdown

Average peak-to-trough decline

-2.31%

-0.19%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.11%

+0.66%

Volatility

NYF vs. MEAR - Volatility Comparison

iShares New York Muni Bond ETF (NYF) has a higher volatility of 0.95% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.24%. This indicates that NYF's price experiences larger fluctuations and is considered to be riskier than MEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NYFMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.24%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

0.61%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

2.78%

0.86%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

0.98%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

1.52%

+2.96%

NYF vs. MEAR - Expense Ratio Comparison

Both NYF and MEAR have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

NYF vs. MEAR - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.09%, more than MEAR's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
MEAR
iShares Short Maturity Municipal Bond ETF
2.84%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%
NYF
iShares New York Muni Bond ETF
3.09%2.99%2.77%2.36%2.04%1.85%1.98%2.19%2.48%2.46%2.43%2.60%

Frequently Asked Questions


NYF and MEAR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NYF has higher volatility (0.95%) compared to MEAR (0.24%). In terms of maximum drawdown, NYF dropped -13.12% vs MEAR's -2.68%.

On 10-year performance, NYF leads with 1.81% vs 1.78% for MEAR. Both ETFs have the same 0.25% expense ratio. On volatility, MEAR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NYF has performed better with a 1.81% return vs 1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NYF and MEAR have the same expense ratio: 0.25% per year.

NYF has the higher dividend yield at 3.09%, compared with 2.84% for MEAR.

MEAR currently has the higher Sharpe Ratio (3.86 vs 2.46), 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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