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SHM vs. BSNSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHM vs. BSNSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF (SHM) and Baird Strategic Municipal Bond Fund (BSNSX). The values are adjusted to include any dividend payments, if applicable.

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SHM vs. BSNSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SHM
SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF
0.23%3.95%1.22%2.92%-3.82%-0.37%2.65%0.53%
BSNSX
Baird Strategic Municipal Bond Fund
0.24%4.83%2.92%6.53%-5.54%2.00%8.13%0.85%

Returns By Period

The year-to-date returns for both investments are quite close, with SHM having a 0.23% return and BSNSX slightly higher at 0.24%.


SHM

1D
0.11%
1M
-0.82%
YTD
0.23%
6M
0.58%
1Y
3.05%
3Y*
2.30%
5Y*
0.86%
10Y*
1.17%

BSNSX

1D
0.19%
1M
-1.32%
YTD
0.24%
6M
1.50%
1Y
4.30%
3Y*
3.97%
5Y*
1.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHM vs. BSNSX - Expense Ratio Comparison

SHM has a 0.20% expense ratio, which is lower than BSNSX's 0.55% expense ratio.


Return for Risk

SHM vs. BSNSX — Risk / Return Rank

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

SHM
SHM Risk / Return Rank: 7777
Overall Rank
SHM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SHM Sortino Ratio Rank: 7979
Sortino Ratio Rank
SHM Omega Ratio Rank: 9191
Omega Ratio Rank
SHM Calmar Ratio Rank: 7272
Calmar Ratio Rank
SHM Martin Ratio Rank: 5858
Martin Ratio Rank

BSNSX
BSNSX Risk / Return Rank: 7979
Overall Rank
BSNSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BSNSX Sortino Ratio Rank: 8181
Sortino Ratio Rank
BSNSX Omega Ratio Rank: 9494
Omega Ratio Rank
BSNSX Calmar Ratio Rank: 6767
Calmar Ratio Rank
BSNSX Martin Ratio Rank: 7070
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.

SHM vs. BSNSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF (SHM) and Baird Strategic Municipal Bond Fund (BSNSX). 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.


SHMBSNSXDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.65

+0.04

Sortino ratio

Return per unit of downside risk

2.12

2.15

-0.03

Omega ratio

Gain probability vs. loss probability

1.41

1.48

-0.07

Calmar ratio

Return relative to maximum drawdown

1.96

1.65

+0.31

Martin ratio

Return relative to average drawdown

6.11

6.94

-0.83

SHM vs. BSNSX - Sharpe Ratio Comparison

The current SHM Sharpe Ratio is 1.68, which is comparable to the BSNSX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SHM and BSNSX, 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


SHMBSNSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.65

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.76

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.90

-0.43

Correlation

The correlation between SHM and BSNSX is 0.53, 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.


Dividends

SHM vs. BSNSX - Dividend Comparison

SHM's dividend yield for the trailing twelve months is around 2.65%, less than BSNSX's 3.33% yield.


TTM20252024202320222021202020192018201720162015
SHM
SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF
2.65%2.61%2.06%1.15%0.69%0.86%1.24%1.40%1.23%1.06%0.94%0.92%
BSNSX
Baird Strategic Municipal Bond Fund
3.33%3.32%3.28%2.99%1.84%1.33%1.99%0.15%0.00%0.00%0.00%0.00%

Drawdowns

SHM vs. BSNSX - Drawdown Comparison

The maximum SHM drawdown since its inception was -11.61%, which is greater than BSNSX's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for SHM and BSNSX.


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Drawdown Indicators


SHMBSNSXDifference

Max Drawdown

Largest peak-to-trough decline

-11.61%

-9.77%

-1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

-2.91%

+1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-6.67%

-9.77%

+3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-11.61%

Current Drawdown

Current decline from peak

-0.92%

-1.51%

+0.59%

Average Drawdown

Average peak-to-trough decline

-0.97%

-1.60%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.69%

-0.15%

Volatility

SHM vs. BSNSX - Volatility Comparison

The current volatility for SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF (SHM) is 0.53%, while Baird Strategic Municipal Bond Fund (BSNSX) has a volatility of 0.76%. This indicates that SHM experiences smaller price fluctuations and is considered to be less risky than BSNSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHMBSNSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

0.76%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

0.89%

1.05%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

1.83%

2.82%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.07%

2.65%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.30%

3.39%

-0.09%