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SHYM vs. INMU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHYM vs. INMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Duration High Yield Muni Active ETF (SHYM) and BlackRock Intermediate Muni Income Bond ETF (INMU). The values are adjusted to include any dividend payments, if applicable.

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SHYM vs. INMU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SHYM
iShares Short Duration High Yield Muni Active ETF
-0.21%2.58%6.99%9.67%-15.96%6.71%
INMU
BlackRock Intermediate Muni Income Bond ETF
-0.03%5.52%2.77%6.50%-7.78%2.84%

Returns By Period

In the year-to-date period, SHYM achieves a -0.21% return, which is significantly lower than INMU's -0.03% return.


SHYM

1D
0.14%
1M
-1.88%
YTD
-0.21%
6M
0.82%
1Y
1.60%
3Y*
5.27%
5Y*
1.35%
10Y*

INMU

1D
0.21%
1M
-2.38%
YTD
-0.03%
6M
1.59%
1Y
4.63%
3Y*
3.98%
5Y*
1.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHYM vs. INMU - Expense Ratio Comparison

SHYM has a 0.35% expense ratio, which is higher than INMU's 0.30% expense ratio.


Return for Risk

SHYM vs. INMU — Risk / Return Rank

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

SHYM
SHYM Risk / Return Rank: 1818
Overall Rank
SHYM Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHYM Sortino Ratio Rank: 1515
Sortino Ratio Rank
SHYM Omega Ratio Rank: 1919
Omega Ratio Rank
SHYM Calmar Ratio Rank: 1717
Calmar Ratio Rank
SHYM Martin Ratio Rank: 2121
Martin Ratio Rank

INMU
INMU Risk / Return Rank: 6060
Overall Rank
INMU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 5151
Sortino Ratio Rank
INMU Omega Ratio Rank: 7373
Omega Ratio Rank
INMU Calmar Ratio Rank: 5959
Calmar Ratio Rank
INMU Martin Ratio Rank: 5454
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.

SHYM vs. INMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration High Yield Muni Active ETF (SHYM) and BlackRock Intermediate Muni Income Bond ETF (INMU). 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.


SHYMINMUDifference

Sharpe ratio

Return per unit of total volatility

0.20

1.07

-0.87

Sortino ratio

Return per unit of downside risk

0.30

1.37

-1.07

Omega ratio

Gain probability vs. loss probability

1.07

1.27

-0.20

Calmar ratio

Return relative to maximum drawdown

0.26

1.51

-1.24

Martin ratio

Return relative to average drawdown

1.30

5.35

-4.05

SHYM vs. INMU - Sharpe Ratio Comparison

The current SHYM Sharpe Ratio is 0.20, which is lower than the INMU Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SHYM and INMU, 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


SHYMINMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.07

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.48

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.51

-0.30

Correlation

The correlation between SHYM and INMU is 0.65, 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

SHYM vs. INMU - Dividend Comparison

SHYM's dividend yield for the trailing twelve months is around 4.55%, more than INMU's 3.43% yield.


TTM20252024202320222021
SHYM
iShares Short Duration High Yield Muni Active ETF
4.55%4.55%4.35%4.35%4.01%2.97%
INMU
BlackRock Intermediate Muni Income Bond ETF
3.43%3.48%3.47%3.44%1.92%1.14%

Drawdowns

SHYM vs. INMU - Drawdown Comparison

The maximum SHYM drawdown since its inception was -22.55%, which is greater than INMU's maximum drawdown of -10.67%. Use the drawdown chart below to compare losses from any high point for SHYM and INMU.


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Drawdown Indicators


SHYMINMUDifference

Max Drawdown

Largest peak-to-trough decline

-22.55%

-10.67%

-11.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.78%

-3.15%

-3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-10.67%

-11.88%

Current Drawdown

Current decline from peak

-1.88%

-2.38%

+0.50%

Average Drawdown

Average peak-to-trough decline

-6.97%

-2.86%

-4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.89%

+0.48%

Volatility

SHYM vs. INMU - Volatility Comparison

The current volatility for iShares Short Duration High Yield Muni Active ETF (SHYM) is 1.18%, while BlackRock Intermediate Muni Income Bond ETF (INMU) has a volatility of 1.25%. This indicates that SHYM experiences smaller price fluctuations and is considered to be less risky than INMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYMINMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.25%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.74%

1.86%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.93%

4.34%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.07%

3.59%

+3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

3.58%

+3.47%