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PFUT vs. MEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFUT vs. MEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Future ETF (PFUT) 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, PFUT achieves a 4.40% return, which is significantly higher than MEAR's 1.06% return.


PFUT

1D
-0.60%
1M
4.24%
YTD
4.40%
6M
1.67%
1Y
6.81%
3Y*
12.28%
5Y*
0.95%
10Y*

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)

PFUT vs. MEAR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PFUT
Putnam Sustainable Future ETF
4.40%2.22%13.60%29.98%-33.60%0.62%
MEAR
iShares Short Maturity Municipal Bond ETF
1.06%3.76%3.40%3.93%0.10%-0.06%

Correlation

The correlation between PFUT and MEAR is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.18

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

0.15

Correlation (All Time)
Calculated using the full available price history since May 27, 2021

0.15

The correlation between PFUT and MEAR shifts across timeframes, from 0.15 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PFUT vs. MEAR — Risk / Return Rank

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

PFUT
PFUT Risk / Return Rank: 1515
Overall Rank
PFUT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PFUT Sortino Ratio Rank: 1515
Sortino Ratio Rank
PFUT Omega Ratio Rank: 1515
Omega Ratio Rank
PFUT Calmar Ratio Rank: 1515
Calmar Ratio Rank
PFUT Martin Ratio Rank: 1515
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.

PFUT vs. MEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Future ETF (PFUT) 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.


PFUTMEARDifference
Sharpe ratioReturn per unit of total volatility

-3.43

Sortino ratioReturn per unit of downside risk

-5.48

Omega ratioGain probability vs. loss probability

1.08

1.91

-0.83

Calmar ratioReturn relative to maximum drawdown

0.46

7.07

-6.61

Martin ratioReturn relative to average drawdown

1.33

28.99

-27.66

PFUT vs. MEAR - Sharpe Ratio Comparison

The current PFUT Sharpe Ratio is 0.42, which is lower than the MEAR Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of PFUT 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


PFUTMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

3.86

-3.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

2.48

-2.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.11

-1.07

Drawdowns

PFUT vs. MEAR - Drawdown Comparison

The maximum PFUT drawdown since its inception was -44.86%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for PFUT and MEAR.


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Drawdown Indicators


PFUTMEARDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

-2.68%

-42.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-0.47%

-14.41%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-0.86%

-26.71%

Max Drawdown (5Y)

Largest decline over 5 years

-44.86%

-1.12%

-43.74%

Max Drawdown (10Y)

Largest decline over 10 years

-2.68%

Current Drawdown

Current decline from peak

-8.01%

0.00%

-8.01%

Average Drawdown

Average peak-to-trough decline

-21.11%

-0.19%

-20.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

0.11%

+5.03%

Volatility

PFUT vs. MEAR - Volatility Comparison

Putnam Sustainable Future ETF (PFUT) has a higher volatility of 4.08% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.24%. This indicates that PFUT'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


PFUTMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

0.24%

+3.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

0.61%

+11.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

0.86%

+15.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.75%

0.98%

+20.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

1.52%

+20.19%

PFUT vs. MEAR - Expense Ratio Comparison

PFUT has a 0.64% expense ratio, which is higher than MEAR's 0.25% expense ratio.


Dividends

PFUT vs. MEAR - Dividend Comparison

PFUT has not paid dividends to shareholders, while MEAR's dividend yield for the trailing twelve months is around 2.84%.


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%
PFUT
Putnam Sustainable Future ETF
0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PFUT and MEAR have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFUT has higher volatility (4.08%) compared to MEAR (0.24%). In terms of maximum drawdown, PFUT dropped -44.86% vs MEAR's -2.68%.

On 5-year performance, MEAR leads with 2.43% vs 0.95% for PFUT. On fees, MEAR is cheaper at 0.25% per year. 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 5-year period, MEAR has performed better with a 2.43% return vs 0.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MEAR is cheaper with a 0.25% expense ratio, compared with 0.64% for PFUT.

MEAR has the higher dividend yield at 2.84%, compared with 0.00% for PFUT.

PFUT is categorized as Sustainable, while MEAR is Municipal Bonds. They also come from different issuers: Power Corporation of Canada and iShares. Their fees differ too: 0.64% for PFUT and 0.25% for MEAR.

MEAR currently has the higher Sharpe Ratio (3.86 vs 0.42), 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.

Portfolio Optimizer

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