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SMB vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMB vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Short Muni ETF (SMB) and iShares National AMT-Free Muni Bond ETF (MUB). 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 MUB's 1.32% return. Over the past 10 years, SMB has underperformed MUB with an annualized return of 1.51%, while MUB has yielded a comparatively higher 2.00% annualized return.


SMB

1D
0.14%
1M
0.61%
YTD
0.55%
6M
1.43%
1Y
3.84%
3Y*
3.62%
5Y*
1.19%
10Y*
1.51%

MUB

1D
0.15%
1M
0.53%
YTD
1.32%
6M
1.88%
1Y
7.06%
3Y*
3.46%
5Y*
0.91%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMB vs. MUB - 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%
MUB
iShares National AMT-Free Muni Bond ETF
1.32%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%

Correlation

The correlation between SMB and MUB is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.60

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

0.58

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

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2008

0.31

The correlation between SMB and MUB shifts across timeframes, from 0.31 (all time) to 0.60 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SMB vs. MUB — Risk / Return Rank

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

SMB
SMB Risk / Return Rank: 6868
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: 6464
Calmar Ratio Rank
SMB Martin Ratio Rank: 5353
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6767
Overall Rank
MUB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7878
Sortino Ratio Rank
MUB Omega Ratio Rank: 8484
Omega Ratio Rank
MUB Calmar Ratio Rank: 4848
Calmar Ratio Rank
MUB Martin Ratio Rank: 5050
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. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Short Muni ETF (SMB) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


SMBMUBDifference

Sharpe ratio

Return per unit of total volatility

2.35

2.43

-0.08

Sortino ratio

Return per unit of downside risk

3.46

3.55

-0.09

Omega ratio

Gain probability vs. loss probability

1.47

1.51

-0.04

Calmar ratio

Return relative to maximum drawdown

3.25

2.42

+0.82

Martin ratio

Return relative to average drawdown

9.17

8.59

+0.57

SMB vs. MUB - Sharpe Ratio Comparison

The current SMB Sharpe Ratio is 2.35, which is comparable to the MUB Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of SMB and MUB, 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


SMBMUBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.43

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.23

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.41

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.58

-0.16

Drawdowns

SMB vs. MUB - Drawdown Comparison

The maximum SMB drawdown since its inception was -12.64%, smaller than the maximum MUB drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for SMB and MUB.


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Drawdown Indicators


SMBMUBDifference

Max Drawdown

Largest peak-to-trough decline

-12.64%

-13.68%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-2.79%

+1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

-5.34%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

-11.88%

+4.40%

Max Drawdown (10Y)

Largest decline over 10 years

-12.64%

-13.68%

+1.04%

Current Drawdown

Current decline from peak

-0.25%

-0.62%

+0.37%

Average Drawdown

Average peak-to-trough decline

-1.14%

-2.23%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.79%

-0.38%

Volatility

SMB vs. MUB - Volatility Comparison

The current volatility for VanEck Short Muni ETF (SMB) is 0.42%, while iShares National AMT-Free Muni Bond ETF (MUB) has a volatility of 0.98%. This indicates that SMB experiences smaller price fluctuations and is considered to be less risky than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMBMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

0.98%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

2.23%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.64%

2.93%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

4.06%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

4.92%

-0.66%

SMB vs. MUB - Expense Ratio Comparison

SMB has a 0.20% expense ratio, which is higher than MUB's 0.07% 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

SMB vs. MUB - Dividend Comparison

SMB's dividend yield for the trailing twelve months is around 2.70%, less than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%
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 MUB have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB has higher volatility (0.98%) compared to SMB (0.42%). In terms of maximum drawdown, SMB dropped -12.64% vs MUB's -13.68%.

On 10-year performance, MUB leads with 2.00% vs 1.51% for SMB. On fees, MUB is cheaper at 0.07% 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, MUB has performed better with a 2.00% return vs 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.20% for SMB.

MUB has the higher dividend yield at 3.17%, compared with 2.70% for SMB.

SMB tracks Bloomberg AMT-Free Short Continuous, while MUB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.20% for SMB and 0.07% for MUB.

MUB currently has the higher Sharpe Ratio (2.43 vs 2.35), 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 MUB

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