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REVS vs. MUST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REVS vs. MUST - Performance Comparison

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

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REVS vs. MUST - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
REVS
Columbia Research Enhanced Value ETF
1.19%16.80%16.36%13.46%-6.20%28.52%1.37%7.22%
MUST
Columbia Multi-Sector Municipal Income ETF
0.02%4.92%0.37%6.23%-8.82%1.93%6.67%0.54%

Returns By Period

In the year-to-date period, REVS achieves a 1.19% return, which is significantly higher than MUST's 0.02% return.


REVS

1D
2.10%
1M
-4.15%
YTD
1.19%
6M
4.56%
1Y
15.82%
3Y*
15.44%
5Y*
10.57%
10Y*

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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REVS vs. MUST - Expense Ratio Comparison

REVS has a 0.19% 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

REVS vs. MUST — Risk / Return Rank

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

REVS
REVS Risk / Return Rank: 5656
Overall Rank
REVS Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
REVS Sortino Ratio Rank: 5555
Sortino Ratio Rank
REVS Omega Ratio Rank: 5454
Omega Ratio Rank
REVS Calmar Ratio Rank: 5656
Calmar Ratio Rank
REVS Martin Ratio Rank: 6363
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.

REVS vs. MUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) 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.


REVSMUSTDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.81

+0.17

Sortino ratio

Return per unit of downside risk

1.43

1.10

+0.34

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.42

1.17

+0.25

Martin ratio

Return relative to average drawdown

6.27

4.26

+2.01

REVS vs. MUST - Sharpe Ratio Comparison

The current REVS Sharpe Ratio is 0.98, which is comparable to the MUST Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of REVS 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


REVSMUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.81

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.15

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.51

+0.09

Correlation

The correlation between REVS 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

REVS vs. MUST - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 2.10%, less than MUST's 3.29% yield.


TTM20252024202320222021202020192018
REVS
Columbia Research Enhanced Value ETF
2.10%2.13%1.89%2.49%2.46%1.18%27.75%0.70%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

REVS vs. MUST - Drawdown Comparison

The maximum REVS drawdown since its inception was -37.85%, which is greater than MUST's maximum drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for REVS and MUST.


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Drawdown Indicators


REVSMUSTDifference

Max Drawdown

Largest peak-to-trough decline

-37.85%

-13.83%

-24.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-4.56%

-7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-13.83%

-4.21%

Current Drawdown

Current decline from peak

-4.98%

-2.49%

-2.49%

Average Drawdown

Average peak-to-trough decline

-4.76%

-3.44%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

1.25%

+1.54%

Volatility

REVS vs. MUST - Volatility Comparison

Columbia Research Enhanced Value ETF (REVS) has a higher volatility of 4.26% compared to Columbia Multi-Sector Municipal Income ETF (MUST) at 1.84%. This indicates that REVS'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


REVSMUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

1.84%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

3.43%

+5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

6.60%

+9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

5.38%

+9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

5.60%

+13.70%