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SMB vs. HODL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMB vs. HODL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Short Muni ETF (SMB) and VanEck Bitcoin Trust (HODL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMB achieves a 0.55% return, which is significantly higher than HODL's -25.27% return.


SMB

1D
0.00%
1M
0.53%
YTD
0.55%
6M
1.25%
1Y
3.81%
3Y*
3.62%
5Y*
1.17%
10Y*
1.51%

HODL

1D
-2.79%
1M
-18.34%
YTD
-25.27%
6M
-29.73%
1Y
-38.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMB vs. HODL - Yearly Performance Comparison


2026 (YTD)20252024
SMB
VanEck Short Muni ETF
0.55%4.61%2.59%
HODL
VanEck Bitcoin Trust
-25.27%-6.42%99.75%

Correlation

The correlation between SMB and HODL is -0.00, 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 (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

-0.00

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Return for Risk

SMB vs. HODL — Risk / Return Rank

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

SMB
SMB Risk / Return Rank: 6969
Overall Rank
SMB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SMB Sortino Ratio Rank: 7676
Sortino Ratio Rank
SMB Omega Ratio Rank: 7777
Omega Ratio Rank
SMB Calmar Ratio Rank: 6666
Calmar Ratio Rank
SMB Martin Ratio Rank: 5454
Martin Ratio Rank

HODL
HODL Risk / Return Rank: 22
Overall Rank
HODL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HODL Sortino Ratio Rank: 22
Sortino Ratio Rank
HODL Omega Ratio Rank: 22
Omega Ratio Rank
HODL Calmar Ratio Rank: 22
Calmar Ratio Rank
HODL Martin Ratio Rank: 22
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.

SMB vs. HODL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Short Muni ETF (SMB) and VanEck Bitcoin Trust (HODL). 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.


SMBHODLDifference
Sharpe ratioReturn per unit of total volatility

+3.22

Sortino ratioReturn per unit of downside risk

+4.66

Omega ratioGain probability vs. loss probability

1.46

0.86

+0.60

Calmar ratioReturn relative to maximum drawdown

3.27

-0.79

+4.05

Martin ratioReturn relative to average drawdown

9.20

-1.36

+10.56

SMB vs. HODL - Sharpe Ratio Comparison

The current SMB Sharpe Ratio is 2.33, which is higher than the HODL Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of SMB and HODL, 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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Sharpe Ratios by Period


SMBHODLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

-0.89

+3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.30

+0.12

Drawdowns

SMB vs. HODL - Drawdown Comparison

The maximum SMB drawdown since its inception was -12.64%, smaller than the maximum HODL drawdown of -49.25%. Use the drawdown chart below to compare losses from any high point for SMB and HODL.


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Drawdown Indicators


SMBHODLDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-49.25%

+36.61%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-49.25%

+48.08%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

Current Drawdown

Current decline from peak

-0.25%

-47.93%

+47.68%

Average Drawdown

Average peak-to-trough decline

-1.14%

-15.97%

+14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

28.35%

-27.94%

Volatility

SMB vs. HODL - Volatility Comparison

The current volatility for VanEck Short Muni ETF (SMB) is 0.42%, while VanEck Bitcoin Trust (HODL) has a volatility of 9.43%. This indicates that SMB experiences smaller price fluctuations and is considered to be less risky than HODL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMBHODLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

9.43%

-9.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

34.37%

-33.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.64%

43.51%

-41.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

49.88%

-47.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

49.88%

-45.62%

SMB vs. HODL - Expense Ratio Comparison

SMB has a 0.20% expense ratio, which is lower than HODL's 0.25% 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

SMB vs. HODL - Dividend Comparison

SMB's dividend yield for the trailing twelve months is around 2.70%, while HODL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HODL
VanEck Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMB
VanEck Short Muni ETF
2.70%2.63%2.38%1.83%1.32%1.24%1.50%1.58%1.49%1.23%1.12%1.13%

Frequently Asked Questions


SMB and HODL have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HODL has higher volatility (9.43%) compared to SMB (0.42%). In terms of maximum drawdown, SMB dropped -12.64% vs HODL's -49.25%.

On 1-year performance, SMB leads with 3.81% vs -38.56% for HODL. On fees, SMB is cheaper at 0.20% per year. On volatility, SMB has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SMB has performed better with a 3.81% return vs -38.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMB is cheaper with a 0.20% expense ratio, compared with 0.25% for HODL.

SMB has the higher dividend yield at 2.70%, compared with 0.00% for HODL.

SMB is categorized as Municipal Bonds, while HODL is Cryptocurrency. SMB tracks Bloomberg AMT-Free Short Continuous, while HODL tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.20% for SMB and 0.25% for HODL.

SMB currently has the higher Sharpe Ratio (2.33 vs -0.89), 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.

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