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RECS vs. MUST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RECS vs. MUST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Core ETF (RECS) and Columbia Multi-Sector Municipal Income ETF (MUST). The values are adjusted to include any dividend payments, if applicable.

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RECS vs. MUST - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RECS
Columbia Research Enhanced Core ETF
-4.55%19.30%26.27%23.19%-14.39%32.73%15.35%-0.93%0.00%
MUST
Columbia Multi-Sector Municipal Income ETF
0.02%4.92%0.37%6.23%-8.82%1.93%6.67%8.35%2.72%

Returns By Period

In the year-to-date period, RECS achieves a -4.55% return, which is significantly lower than MUST's 0.02% return.


RECS

1D
2.71%
1M
-4.67%
YTD
-4.55%
6M
-2.31%
1Y
18.70%
3Y*
18.78%
5Y*
12.91%
10Y*
8.68%

MUST

1D
0.34%
1M
-2.40%
YTD
0.02%
6M
1.52%
1Y
5.29%
3Y*
2.90%
5Y*
0.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RECS vs. MUST - Expense Ratio Comparison

RECS has a 0.15% expense ratio, which is lower than MUST's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

RECS vs. MUST — Risk / Return Rank

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

RECS
RECS Risk / Return Rank: 6565
Overall Rank
RECS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RECS Sortino Ratio Rank: 6363
Sortino Ratio Rank
RECS Omega Ratio Rank: 6666
Omega Ratio Rank
RECS Calmar Ratio Rank: 6363
Calmar Ratio Rank
RECS Martin Ratio Rank: 7272
Martin Ratio Rank

MUST
MUST Risk / Return Rank: 4444
Overall Rank
MUST Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MUST Sortino Ratio Rank: 4040
Sortino Ratio Rank
MUST Omega Ratio Rank: 4242
Omega Ratio Rank
MUST Calmar Ratio Rank: 4747
Calmar Ratio Rank
MUST Martin Ratio Rank: 4545
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.

RECS vs. MUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) and Columbia Multi-Sector Municipal Income ETF (MUST). 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.


RECSMUSTDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.81

+0.23

Sortino ratio

Return per unit of downside risk

1.56

1.10

+0.47

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

1.56

1.17

+0.39

Martin ratio

Return relative to average drawdown

7.20

4.26

+2.94

RECS vs. MUST - Sharpe Ratio Comparison

The current RECS Sharpe Ratio is 1.03, which is comparable to the MUST Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of RECS and MUST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RECSMUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.81

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.15

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.51

-0.18

Correlation

The correlation between RECS and MUST is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RECS vs. MUST - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.16%, less than MUST's 3.29% yield.


TTM20252024202320222021202020192018
RECS
Columbia Research Enhanced Core ETF
1.16%1.11%1.09%1.00%1.41%20.64%1.09%0.49%0.00%
MUST
Columbia Multi-Sector Municipal Income ETF
3.29%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%

Drawdowns

RECS vs. MUST - Drawdown Comparison

The maximum RECS drawdown since its inception was -34.29%, which is greater than MUST's maximum drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for RECS and MUST.


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Drawdown Indicators


RECSMUSTDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-13.83%

-20.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-4.56%

-7.89%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-13.83%

-8.25%

Max Drawdown (10Y)

Largest decline over 10 years

-34.29%

Current Drawdown

Current decline from peak

-6.34%

-2.49%

-3.85%

Average Drawdown

Average peak-to-trough decline

-1.29%

-3.44%

+2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.25%

+1.45%

Volatility

RECS vs. MUST - Volatility Comparison

Columbia Research Enhanced Core ETF (RECS) has a higher volatility of 5.03% compared to Columbia Multi-Sector Municipal Income ETF (MUST) at 1.84%. This indicates that RECS's price experiences larger fluctuations and is considered to be riskier than MUST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RECSMUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

1.84%

+3.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

3.43%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

6.60%

+11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

5.38%

+11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

5.60%

+10.54%