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PZA vs. RVNU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PZA vs. RVNU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco National AMT-Free Municipal Bond ETF (PZA) and Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PZA achieves a 2.60% return, which is significantly lower than RVNU's 3.90% return. Both investments have delivered pretty close results over the past 10 years, with PZA having a 1.90% annualized return and RVNU not far ahead at 1.93%.


PZA

1D
0.26%
1M
1.10%
YTD
2.60%
6M
2.86%
1Y
8.99%
3Y*
3.37%
5Y*
0.03%
10Y*
1.90%

RVNU

1D
0.18%
1M
1.50%
YTD
3.90%
6M
3.22%
1Y
9.36%
3Y*
3.44%
5Y*
-0.19%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PZA vs. RVNU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PZA
Invesco National AMT-Free Municipal Bond ETF
2.60%1.81%0.81%8.64%-13.17%2.37%5.07%9.00%-0.09%6.95%
RVNU
Xtrackers Municipal Infrastructure Revenue Bond ETF
3.90%0.58%1.46%11.19%-16.60%2.28%6.54%10.16%-0.56%8.24%

Correlation

The correlation between PZA and RVNU is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.68

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

0.69

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.49

The correlation between PZA and RVNU shifts across timeframes, from 0.49 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PZA vs. RVNU — Risk / Return Rank

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

PZA
PZA Risk / Return Rank: 6666
Overall Rank
PZA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PZA Sortino Ratio Rank: 6969
Sortino Ratio Rank
PZA Omega Ratio Rank: 7979
Omega Ratio Rank
PZA Calmar Ratio Rank: 5858
Calmar Ratio Rank
PZA Martin Ratio Rank: 5858
Martin Ratio Rank

RVNU
RVNU Risk / Return Rank: 6262
Overall Rank
RVNU Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RVNU Sortino Ratio Rank: 5959
Sortino Ratio Rank
RVNU Omega Ratio Rank: 5757
Omega Ratio Rank
RVNU Calmar Ratio Rank: 7777
Calmar Ratio Rank
RVNU Martin Ratio Rank: 6363
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.

PZA vs. RVNU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco National AMT-Free Municipal Bond ETF (PZA) and Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU). 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.


PZARVNUDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.46

1.35

+0.12

Calmar ratioReturn relative to maximum drawdown

2.84

3.82

-0.98

Martin ratioReturn relative to average drawdown

10.03

11.40

-1.38

PZA vs. RVNU - Sharpe Ratio Comparison

The current PZA Sharpe Ratio is 2.14, which is comparable to the RVNU Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of PZA and RVNU, 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


PZARVNUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.84

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

-0.03

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.27

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.39

+0.04

Drawdowns

PZA vs. RVNU - Drawdown Comparison

The maximum PZA drawdown since its inception was -24.49%, roughly equal to the maximum RVNU drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for PZA and RVNU.


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Drawdown Indicators


PZARVNUDifference

Max Drawdown

Largest peak-to-trough decline

-24.49%

-23.51%

-0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-2.46%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-7.89%

-10.35%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-23.51%

+4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-21.69%

-23.51%

+1.82%

Current Drawdown

Current decline from peak

-0.98%

-2.63%

+1.65%

Average Drawdown

Average peak-to-trough decline

-3.95%

-4.98%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.83%

+0.07%

Volatility

PZA vs. RVNU - Volatility Comparison

Invesco National AMT-Free Municipal Bond ETF (PZA) and Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU) have volatilities of 1.49% and 1.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PZARVNUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.43%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

3.41%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.23%

5.12%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.00%

7.19%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.08%

7.27%

-0.19%

PZA vs. RVNU - Expense Ratio Comparison

PZA has a 0.28% expense ratio, which is higher than RVNU's 0.15% expense ratio.


Dividends

PZA vs. RVNU - Dividend Comparison

PZA's dividend yield for the trailing twelve months is around 3.63%, more than RVNU's 3.51% yield.


PositionTTM20252024202320222021202020192018201720162015
PZA
Invesco National AMT-Free Municipal Bond ETF
3.63%3.55%3.22%2.91%2.68%2.34%2.44%2.81%3.19%3.04%3.23%3.59%
RVNU
Xtrackers Municipal Infrastructure Revenue Bond ETF
3.51%3.46%3.06%2.79%2.81%2.18%2.43%2.75%2.76%2.49%2.72%3.01%

Frequently Asked Questions


PZA and RVNU have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PZA has higher volatility (1.49%) compared to RVNU (1.43%). In terms of maximum drawdown, PZA dropped -24.49% vs RVNU's -23.51%.

On 10-year performance, RVNU leads with 1.93% vs 1.90% for PZA. On fees, RVNU is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RVNU has performed better with a 1.93% return vs 1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RVNU is cheaper with a 0.15% expense ratio, compared with 0.28% for PZA.

PZA has the higher dividend yield at 3.63%, compared with 3.51% for RVNU.

PZA tracks BofA ML National Long-Term Core Plus Municipal Securities Index, while RVNU tracks Solactive Municipal Infrastructure Revenue Bond Index. They also come from different issuers: Invesco and Deutsche Bank. Their fees differ too: 0.28% for PZA and 0.15% for RVNU.

PZA currently has the higher Sharpe Ratio (2.14 vs 1.84), 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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