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SMB vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMB vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Short Muni ETF (SMB) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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 lower than HYMB's 2.87% return. Over the past 10 years, SMB has underperformed HYMB with an annualized return of 1.51%, while HYMB has yielded a comparatively higher 2.46% annualized 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%

HYMB

1D
-0.04%
1M
1.19%
YTD
2.87%
6M
3.18%
1Y
7.43%
3Y*
5.09%
5Y*
0.42%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMB vs. HYMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMB
VanEck Short Muni ETF
0.55%4.61%2.41%3.14%-4.50%0.12%3.30%4.54%1.86%1.16%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
2.87%2.04%5.52%7.73%-15.54%5.16%3.74%9.51%4.91%3.22%

Correlation

The correlation between SMB and HYMB is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2011

0.30

The correlation between SMB and HYMB shifts across timeframes, from 0.30 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SMB vs. HYMB — 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

HYMB
HYMB Risk / Return Rank: 5353
Overall Rank
HYMB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 5454
Sortino Ratio Rank
HYMB Omega Ratio Rank: 6060
Omega Ratio Rank
HYMB Calmar Ratio Rank: 4848
Calmar Ratio Rank
HYMB Martin Ratio Rank: 4949
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. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Short Muni ETF (SMB) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


SMBHYMBDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

3.27

2.40

+0.87

Martin ratioReturn relative to average drawdown

9.20

8.51

+0.69

SMB vs. HYMB - Sharpe Ratio Comparison

The current SMB Sharpe Ratio is 2.33, which is comparable to the HYMB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SMB and HYMB, 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


SMBHYMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

1.84

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.06

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.22

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.45

-0.03

Drawdowns

SMB vs. HYMB - Drawdown Comparison

The maximum SMB drawdown since its inception was -12.64%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for SMB and HYMB.


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Drawdown Indicators


SMBHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-29.57%

+16.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-3.11%

+1.94%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

-7.44%

+5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

-20.15%

+12.67%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

-29.57%

+16.93%

Current Drawdown

Current decline from peak

-0.25%

-0.04%

-0.21%

Average Drawdown

Average peak-to-trough decline

-1.14%

-3.81%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.88%

-0.47%

Volatility

SMB vs. HYMB - Volatility Comparison

The current volatility for VanEck Short Muni ETF (SMB) is 0.42%, while SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) has a volatility of 1.35%. This indicates that SMB experiences smaller price fluctuations and is considered to be less risky than HYMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMBHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

1.35%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

3.14%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

1.64%

4.05%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

6.66%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

11.36%

-7.10%

SMB vs. HYMB - Expense Ratio Comparison

SMB has a 0.20% expense ratio, which is lower than HYMB's 0.35% expense ratio.


Dividends

SMB vs. HYMB - Dividend Comparison

SMB's dividend yield for the trailing twelve months is around 2.70%, less than HYMB's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.54%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%
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 HYMB have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYMB has higher volatility (1.35%) compared to SMB (0.42%). In terms of maximum drawdown, SMB dropped -12.64% vs HYMB's -29.57%.

On 10-year performance, HYMB leads with 2.46% vs 1.51% for SMB. 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 10-year period, HYMB has performed better with a 2.46% return vs 1.51%. 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 0.35% for HYMB.

HYMB has the higher dividend yield at 4.54%, compared with 2.70% for SMB.

SMB tracks Bloomberg AMT-Free Short Continuous, while HYMB tracks Bloomberg Municipal Yield. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.20% for SMB and 0.35% for HYMB.

SMB currently has the higher Sharpe Ratio (2.33 vs 1.84), 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 SMB and HYMB

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