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SMMU vs. CA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMMU vs. CA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Short Term Municipal Bond Active ETF (SMMU) and Xtrackers California Municipal Bond ETF (CA). The values are adjusted to include any dividend payments, if applicable.

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SMMU vs. CA - Yearly Performance Comparison


2026 (YTD)202520242023
SMMU
PIMCO Short Term Municipal Bond Active ETF
0.49%4.06%2.68%0.29%
CA
Xtrackers California Municipal Bond ETF
-0.08%3.05%1.51%0.79%

Returns By Period

In the year-to-date period, SMMU achieves a 0.49% return, which is significantly higher than CA's -0.08% return.


SMMU

1D
0.08%
1M
-0.63%
YTD
0.49%
6M
1.19%
1Y
3.72%
3Y*
3.41%
5Y*
1.85%
10Y*
1.80%

CA

1D
0.38%
1M
-2.00%
YTD
-0.08%
6M
1.22%
1Y
3.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMMU vs. CA - Expense Ratio Comparison

SMMU has a 0.35% expense ratio, which is higher than CA's 0.07% expense ratio.


Return for Risk

SMMU vs. CA — Risk / Return Rank

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

SMMU
SMMU Risk / Return Rank: 8989
Overall Rank
SMMU Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SMMU Sortino Ratio Rank: 9090
Sortino Ratio Rank
SMMU Omega Ratio Rank: 9797
Omega Ratio Rank
SMMU Calmar Ratio Rank: 7777
Calmar Ratio Rank
SMMU Martin Ratio Rank: 8787
Martin Ratio Rank

CA
CA Risk / Return Rank: 4545
Overall Rank
CA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CA Sortino Ratio Rank: 4141
Sortino Ratio Rank
CA Omega Ratio Rank: 5656
Omega Ratio Rank
CA Calmar Ratio Rank: 4444
Calmar Ratio Rank
CA Martin Ratio Rank: 3636
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.

SMMU vs. CA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Term Municipal Bond Active ETF (SMMU) and Xtrackers California Municipal Bond ETF (CA). 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.


SMMUCADifference

Sharpe ratio

Return per unit of total volatility

2.10

0.89

+1.21

Sortino ratio

Return per unit of downside risk

2.53

1.17

+1.36

Omega ratio

Gain probability vs. loss probability

1.59

1.21

+0.38

Calmar ratio

Return relative to maximum drawdown

2.03

1.17

+0.86

Martin ratio

Return relative to average drawdown

10.49

3.35

+7.14

SMMU vs. CA - Sharpe Ratio Comparison

The current SMMU Sharpe Ratio is 2.10, which is higher than the CA Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SMMU and CA, 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


SMMUCADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.89

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.57

+0.03

Correlation

The correlation between SMMU and CA is 0.53, 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

SMMU vs. CA - Dividend Comparison

SMMU's dividend yield for the trailing twelve months is around 2.79%, less than CA's 3.20% yield.


TTM20252024202320222021202020192018201720162015
SMMU
PIMCO Short Term Municipal Bond Active ETF
2.79%2.80%3.03%2.79%1.37%0.60%1.19%1.82%1.57%1.41%1.03%0.89%
CA
Xtrackers California Municipal Bond ETF
3.20%3.14%3.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMMU vs. CA - Drawdown Comparison

The maximum SMMU drawdown since its inception was -5.09%, roughly equal to the maximum CA drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for SMMU and CA.


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Drawdown Indicators


SMMUCADifference

Max Drawdown

Largest peak-to-trough decline

-5.09%

-5.24%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-3.67%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-4.76%

Max Drawdown (10Y)

Largest decline over 10 years

-5.09%

Current Drawdown

Current decline from peak

-0.63%

-2.00%

+1.37%

Average Drawdown

Average peak-to-trough decline

-0.55%

-1.30%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

1.28%

-0.90%

Volatility

SMMU vs. CA - Volatility Comparison

The current volatility for PIMCO Short Term Municipal Bond Active ETF (SMMU) is 0.53%, while Xtrackers California Municipal Bond ETF (CA) has a volatility of 1.31%. This indicates that SMMU experiences smaller price fluctuations and is considered to be less risky than CA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMMUCADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.31%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

1.78%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.79%

4.40%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.67%

4.09%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.75%

4.09%

-1.34%