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SBIL vs. MUST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBIL vs. MUST - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with SBIL having a 1.51% return and MUST slightly lower at 1.45%.


SBIL

1D
0.02%
1M
0.31%
YTD
1.51%
6M
1.81%
1Y
3Y*
5Y*
10Y*

MUST

1D
0.49%
1M
1.18%
YTD
1.45%
6M
1.84%
1Y
6.55%
3Y*
3.77%
5Y*
0.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIL vs. MUST - Yearly Performance Comparison


Correlation

The correlation between SBIL and MUST is -0.05, 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 (All Time)
Calculated using the full available price history since Jul 16, 2025

-0.05

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Return for Risk

SBIL vs. MUST — Risk / Return Rank

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

SBIL

MUST
MUST Risk / Return Rank: 3838
Overall Rank
MUST Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MUST Sortino Ratio Rank: 3535
Sortino Ratio Rank
MUST Omega Ratio Rank: 3535
Omega Ratio Rank
MUST Calmar Ratio Rank: 4646
Calmar Ratio Rank
MUST Martin Ratio Rank: 3939
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.

SBIL vs. MUST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Government Money Market ETF (SBIL) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SBIL vs. MUST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SBILMUSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

14.15

0.54

+13.61

Drawdowns

SBIL vs. MUST - Drawdown Comparison

The maximum SBIL drawdown since its inception was -0.03%, smaller than the maximum MUST drawdown of -13.83%. Use the drawdown chart below to compare losses from any high point for SBIL and MUST.


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Drawdown Indicators


SBILMUSTDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-13.83%

+13.80%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-13.83%

Current Drawdown

Current decline from peak

0.00%

-1.09%

+1.09%

Average Drawdown

Average peak-to-trough decline

-0.00%

-3.41%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

Volatility

SBIL vs. MUST - Volatility Comparison


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Volatility by Period


SBILMUSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

0.28%

5.18%

-4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.28%

5.44%

-5.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.28%

5.60%

-5.32%

SBIL vs. MUST - Expense Ratio Comparison

SBIL 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%.


Dividends

SBIL vs. MUST - Dividend Comparison

SBIL's dividend yield for the trailing twelve months is around 3.26%, less than MUST's 3.33% yield.


PositionTTM20252024202320222021202020192018
MUST
Columbia Multi-Sector Municipal Income ETF
3.33%3.28%3.13%2.51%1.76%1.62%2.33%2.70%0.55%
SBIL
Simplify Government Money Market ETF
3.26%1.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SBIL and MUST have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SBIL is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SBIL is cheaper with a 0.15% expense ratio, compared with 0.23% for MUST.

MUST has the higher dividend yield at 3.33%, compared with 3.26% for SBIL.

They also come from different issuers: Simplify and Ameriprise Financial. Their fees differ too: 0.15% for SBIL and 0.23% for MUST.

Portfolio Optimizer

Find the right allocation for SBIL and MUST

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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