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RLY vs. MEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLY vs. MEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Multi-Asset Real Return ETF (RLY) 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, RLY achieves a 17.13% return, which is significantly higher than MEAR's 1.06% return. Over the past 10 years, RLY has outperformed MEAR with an annualized return of 8.56%, while MEAR has yielded a comparatively lower 1.78% annualized return.


RLY

1D
-0.30%
1M
-0.30%
YTD
17.13%
6M
18.27%
1Y
31.78%
3Y*
15.11%
5Y*
10.43%
10Y*
8.56%

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)

RLY vs. MEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLY
SPDR SSgA Multi-Asset Real Return ETF
17.13%20.26%2.53%2.56%7.86%22.85%-0.59%15.63%-11.72%10.40%
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 RLY and MEAR is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.00

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

0.05

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

0.02

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

0.02

The correlation between RLY and MEAR shifts across timeframes, from -0.08 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RLY vs. MEAR — Risk / Return Rank

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

RLY
RLY Risk / Return Rank: 9292
Overall Rank
RLY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 9191
Sortino Ratio Rank
RLY Omega Ratio Rank: 9090
Omega Ratio Rank
RLY Calmar Ratio Rank: 9595
Calmar Ratio Rank
RLY Martin Ratio Rank: 9595
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.

RLY vs. MEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Multi-Asset Real Return ETF (RLY) 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.


RLYMEARDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.60

1.91

-0.31

Calmar ratioReturn relative to maximum drawdown

8.60

7.07

+1.53

Martin ratioReturn relative to average drawdown

31.17

28.99

+2.18

RLY vs. MEAR - Sharpe Ratio Comparison

The current RLY Sharpe Ratio is 3.17, which is comparable to the MEAR Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of RLY 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


RLYMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.17

3.86

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

2.48

-1.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

1.18

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.11

-0.74

Drawdowns

RLY vs. MEAR - Drawdown Comparison

The maximum RLY drawdown since its inception was -37.75%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for RLY and MEAR.


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Drawdown Indicators


RLYMEARDifference

Max Drawdown

Largest peak-to-trough decline

-37.75%

-2.68%

-35.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.71%

-0.47%

-3.24%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-0.86%

-9.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-1.12%

-17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

-2.68%

-31.49%

Current Drawdown

Current decline from peak

-1.60%

0.00%

-1.60%

Average Drawdown

Average peak-to-trough decline

-9.46%

-0.19%

-9.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.11%

+0.91%

Volatility

RLY vs. MEAR - Volatility Comparison

SPDR SSgA Multi-Asset Real Return ETF (RLY) has a higher volatility of 3.00% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.24%. This indicates that RLY'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


RLYMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

0.24%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

0.61%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

0.86%

+9.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

0.98%

+12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.81%

1.52%

+12.29%

RLY vs. MEAR - Expense Ratio Comparison

RLY has a 0.50% expense ratio, which is higher than MEAR's 0.25% expense ratio.


Dividends

RLY vs. MEAR - Dividend Comparison

RLY's dividend yield for the trailing twelve months is around 2.86%, which matches 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%
RLY
SPDR SSgA Multi-Asset Real Return ETF
2.86%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%

Frequently Asked Questions


RLY and MEAR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RLY has higher volatility (3.00%) compared to MEAR (0.24%). In terms of maximum drawdown, RLY dropped -37.75% vs MEAR's -2.68%.

On 10-year performance, RLY leads with 8.56% vs 1.78% for MEAR. 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 10-year period, RLY has performed better with a 8.56% return vs 1.78%. 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 0.50% for RLY.

RLY has the higher dividend yield at 2.86%, compared with 2.84% for MEAR.

RLY is categorized as Hedge Fund, while MEAR is Municipal Bonds. They also come from different issuers: State Street and iShares. Their fees differ too: 0.50% for RLY and 0.25% for MEAR.

MEAR currently has the higher Sharpe Ratio (3.86 vs 3.17), 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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