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RVNU vs. VWITX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RVNU and VWITX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

RVNU vs. VWITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU) and Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
-0.17%
1.16%
RVNU
VWITX

Key characteristics

Sharpe Ratio

RVNU:

0.23

VWITX:

0.57

Sortino Ratio

RVNU:

0.36

VWITX:

0.80

Omega Ratio

RVNU:

1.04

VWITX:

1.12

Calmar Ratio

RVNU:

0.14

VWITX:

0.44

Martin Ratio

RVNU:

1.01

VWITX:

1.98

Ulcer Index

RVNU:

1.35%

VWITX:

0.81%

Daily Std Dev

RVNU:

5.91%

VWITX:

2.83%

Max Drawdown

RVNU:

-23.51%

VWITX:

-22.09%

Current Drawdown

RVNU:

-7.03%

VWITX:

-1.81%

Returns By Period

The year-to-date returns for both stocks are quite close, with RVNU having a 1.24% return and VWITX slightly lower at 1.22%. Over the past 10 years, RVNU has outperformed VWITX with an annualized return of 2.54%, while VWITX has yielded a comparatively lower 2.18% annualized return.


RVNU

YTD

1.24%

1M

-1.48%

6M

-0.18%

1Y

1.48%

5Y*

0.47%

10Y*

2.54%

VWITX

YTD

1.22%

1M

-0.55%

6M

1.16%

1Y

1.60%

5Y*

1.21%

10Y*

2.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RVNU vs. VWITX - Expense Ratio Comparison

RVNU has a 0.15% expense ratio, which is lower than VWITX's 0.17% 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%.


VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
Expense ratio chart for VWITX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for RVNU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

RVNU vs. VWITX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU) and Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX). 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.


Sharpe ratio
The chart of Sharpe ratio for RVNU, currently valued at 0.23, compared to the broader market0.002.004.000.230.57
The chart of Sortino ratio for RVNU, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.360.80
The chart of Omega ratio for RVNU, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.12
The chart of Calmar ratio for RVNU, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.140.44
The chart of Martin ratio for RVNU, currently valued at 1.01, compared to the broader market0.0020.0040.0060.0080.00100.001.011.98
RVNU
VWITX

The current RVNU Sharpe Ratio is 0.23, which is lower than the VWITX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of RVNU and VWITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.23
0.57
RVNU
VWITX

Dividends

RVNU vs. VWITX - Dividend Comparison

RVNU's dividend yield for the trailing twelve months is around 3.07%, more than VWITX's 3.00% yield.


TTM20232022202120202019201820172016201520142013
RVNU
Xtrackers Municipal Infrastructure Revenue Bond ETF
3.07%2.79%2.81%2.18%2.43%2.75%2.76%2.49%2.72%3.00%3.15%1.95%
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
3.00%2.71%2.43%2.08%2.32%2.61%2.81%2.73%2.81%2.89%3.05%3.19%

Drawdowns

RVNU vs. VWITX - Drawdown Comparison

The maximum RVNU drawdown since its inception was -23.51%, which is greater than VWITX's maximum drawdown of -22.09%. Use the drawdown chart below to compare losses from any high point for RVNU and VWITX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.03%
-1.81%
RVNU
VWITX

Volatility

RVNU vs. VWITX - Volatility Comparison

Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU) has a higher volatility of 2.28% compared to Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) at 1.15%. This indicates that RVNU's price experiences larger fluctuations and is considered to be riskier than VWITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.28%
1.15%
RVNU
VWITX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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