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SHM vs. CALI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHM vs. CALI - 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 iShares Short-Term California Muni Active ETF (CALI). 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 SHM having a 1.03% return and CALI slightly lower at 0.99%.


SHM

1D
0.06%
1M
0.70%
YTD
1.03%
6M
1.15%
1Y
3.17%
3Y*
2.86%
5Y*
0.99%
10Y*
1.17%

CALI

1D
-0.03%
1M
0.38%
YTD
0.99%
6M
1.08%
1Y
2.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHM vs. CALI - Yearly Performance Comparison


Correlation

The correlation between SHM and CALI is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2023

0.42

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Return for Risk

SHM vs. CALI — Risk / Return Rank

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

SHM
SHM Risk / Return Rank: 7373
Overall Rank
SHM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SHM Sortino Ratio Rank: 8989
Sortino Ratio Rank
SHM Omega Ratio Rank: 8989
Omega Ratio Rank
SHM Calmar Ratio Rank: 6060
Calmar Ratio Rank
SHM Martin Ratio Rank: 4545
Martin Ratio Rank

CALI
CALI Risk / Return Rank: 9393
Overall Rank
CALI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CALI Sortino Ratio Rank: 9797
Sortino Ratio Rank
CALI Omega Ratio Rank: 9797
Omega Ratio Rank
CALI Calmar Ratio Rank: 8282
Calmar Ratio Rank
CALI Martin Ratio Rank: 9292
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. CALI - 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 iShares Short-Term California Muni Active ETF (CALI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHMCALIDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.53

1.87

-0.34

Calmar ratioReturn relative to maximum drawdown

2.80

4.19

-1.38

Martin ratioReturn relative to average drawdown

7.12

21.38

-14.26

SHM vs. CALI - Sharpe Ratio Comparison

The current SHM Sharpe Ratio is 2.52, which is lower than the CALI Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of SHM and CALI, 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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Drawdowns

SHM vs. CALI - Drawdown Comparison

The maximum SHM drawdown since its inception was -11.61%, which is greater than CALI's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SHM and CALI.


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Drawdown Indicators


SHMCALIDifference

Max Drawdown

Largest peak-to-trough decline

-11.61%

-0.78%

-10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-0.67%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-11.61%

Current Drawdown

Current decline from peak

-0.12%

-0.04%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.97%

-0.08%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.13%

+0.32%

Volatility

SHM vs. CALI - Volatility Comparison

SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF (SHM) has a higher volatility of 0.29% compared to iShares Short-Term California Muni Active ETF (CALI) at 0.19%. This indicates that SHM's price experiences larger fluctuations and is considered to be riskier than CALI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHMCALIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

0.19%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

0.52%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

1.26%

0.75%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.07%

1.10%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

1.10%

+2.21%

SHM vs. CALI - Expense Ratio Comparison

SHM has a 0.20% expense ratio, which is higher than CALI's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SHM vs. CALI - Dividend Comparison

SHM's dividend yield for the trailing twelve months is around 2.66%, more than CALI's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
CALI
iShares Short-Term California Muni Active ETF
2.52%2.62%3.14%1.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHM
SPDR Nuveen Bloomberg Barclays Short Term Municipal Bond ETF
2.66%2.61%2.06%1.15%0.69%0.86%1.24%1.40%1.23%1.06%0.94%0.92%

Frequently Asked Questions


SHM and CALI have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHM has higher volatility (0.29%) compared to CALI (0.19%). In terms of maximum drawdown, SHM dropped -11.61% vs CALI's -0.78%.

On 1-year performance, SHM leads with 3.17% vs 2.79% for CALI. On fees, CALI is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SHM has performed better with a 3.17% return vs 2.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CALI is cheaper with a 0.08% expense ratio, compared with 0.20% for SHM.

SHM has the higher dividend yield at 2.66%, compared with 2.52% for CALI.

SHM tracks Bloomberg Municipal Managed Money Short, while CALI tracks ICE AMT-Free California Municipal Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.20% for SHM and 0.08% for CALI.

CALI currently has the higher Sharpe Ratio (3.74 vs 2.52), 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.

Portfolio Optimizer

Find the right allocation for SHM and CALI

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