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SMMU vs. FTHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMMU vs. FTHI - Performance Comparison

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

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SMMU vs. FTHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMMU
PIMCO Short Term Municipal Bond Active ETF
0.49%4.06%2.68%4.39%-2.45%0.17%2.87%3.47%1.51%2.34%
FTHI
First Trust BuyWrite Income ETF
-0.61%11.03%19.02%20.72%-4.37%13.95%-7.13%18.16%-9.72%14.41%

Returns By Period

In the year-to-date period, SMMU achieves a 0.49% return, which is significantly higher than FTHI's -0.61% return. Over the past 10 years, SMMU has underperformed FTHI with an annualized return of 1.80%, while FTHI has yielded a comparatively higher 7.99% annualized 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%

FTHI

1D
2.23%
1M
-2.30%
YTD
-0.61%
6M
1.27%
1Y
14.85%
3Y*
14.15%
5Y*
10.18%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMMU vs. FTHI - Expense Ratio Comparison

SMMU has a 0.35% expense ratio, which is lower than FTHI's 0.85% expense ratio.


Return for Risk

SMMU vs. FTHI — 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

FTHI
FTHI Risk / Return Rank: 6565
Overall Rank
FTHI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FTHI Sortino Ratio Rank: 6262
Sortino Ratio Rank
FTHI Omega Ratio Rank: 7070
Omega Ratio Rank
FTHI Calmar Ratio Rank: 5959
Calmar Ratio Rank
FTHI Martin Ratio Rank: 7777
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. FTHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Short Term Municipal Bond Active ETF (SMMU) and First Trust BuyWrite Income ETF (FTHI). 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.


SMMUFTHIDifference

Sharpe ratio

Return per unit of total volatility

2.10

1.00

+1.11

Sortino ratio

Return per unit of downside risk

2.53

1.51

+1.01

Omega ratio

Gain probability vs. loss probability

1.59

1.25

+0.34

Calmar ratio

Return relative to maximum drawdown

2.03

1.40

+0.64

Martin ratio

Return relative to average drawdown

10.49

7.84

+2.65

SMMU vs. FTHI - Sharpe Ratio Comparison

The current SMMU Sharpe Ratio is 2.10, which is higher than the FTHI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SMMU and FTHI, 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


SMMUFTHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.00

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.76

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.56

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.51

+0.09

Correlation

The correlation between SMMU and FTHI is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SMMU vs. FTHI - Dividend Comparison

SMMU's dividend yield for the trailing twelve months is around 2.79%, less than FTHI's 8.99% 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%
FTHI
First Trust BuyWrite Income ETF
8.99%8.70%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%

Drawdowns

SMMU vs. FTHI - Drawdown Comparison

The maximum SMMU drawdown since its inception was -5.09%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for SMMU and FTHI.


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Drawdown Indicators


SMMUFTHIDifference

Max Drawdown

Largest peak-to-trough decline

-5.09%

-32.65%

+27.56%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-10.92%

+8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-4.76%

-16.70%

+11.94%

Max Drawdown (10Y)

Largest decline over 10 years

-5.09%

-32.65%

+27.56%

Current Drawdown

Current decline from peak

-0.63%

-3.36%

+2.73%

Average Drawdown

Average peak-to-trough decline

-0.55%

-3.73%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

1.95%

-1.57%

Volatility

SMMU vs. FTHI - Volatility Comparison

The current volatility for PIMCO Short Term Municipal Bond Active ETF (SMMU) is 0.53%, while First Trust BuyWrite Income ETF (FTHI) has a volatility of 4.36%. This indicates that SMMU experiences smaller price fluctuations and is considered to be less risky than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMMUFTHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

4.36%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

7.60%

-6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

1.79%

14.99%

-13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.67%

13.54%

-11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.75%

14.38%

-11.63%