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SMMU vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMMU vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Short Term Municipal Bond Active ETF (SMMU) 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, SMMU achieves a 1.10% return, which is significantly lower than HYMB's 2.87% return. Over the past 10 years, SMMU has underperformed HYMB with an annualized return of 1.82%, while HYMB has yielded a comparatively higher 2.46% annualized return.


SMMU

1D
0.07%
1M
0.31%
YTD
1.10%
6M
1.36%
1Y
3.92%
3Y*
3.67%
5Y*
1.90%
10Y*
1.82%

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)

SMMU vs. HYMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMMU
PIMCO Short Term Municipal Bond Active ETF
1.10%4.06%2.68%4.39%-2.45%0.17%2.87%3.47%1.51%2.34%
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 SMMU and HYMB 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

0.58

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

0.56

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

0.35

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

0.27

Over the past year, SMMU and HYMB have become more correlated (0.51) than their long-term average of 0.27, meaning their price movements have been converging.

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Return for Risk

SMMU vs. HYMB — Risk / Return Rank

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

SMMU
SMMU Risk / Return Rank: 9292
Overall Rank
SMMU Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SMMU Sortino Ratio Rank: 9696
Sortino Ratio Rank
SMMU Omega Ratio Rank: 9797
Omega Ratio Rank
SMMU Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMMU Martin Ratio Rank: 8686
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.

SMMU vs. HYMB - Risk-Adjusted Trends Comparison

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


SMMUHYMBDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.90

1.37

+0.53

Calmar ratioReturn relative to maximum drawdown

5.10

2.40

+2.70

Martin ratioReturn relative to average drawdown

18.24

8.51

+9.73

SMMU vs. HYMB - Sharpe Ratio Comparison

The current SMMU Sharpe Ratio is 3.84, which is higher than the HYMB Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SMMU 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


SMMUHYMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.84

1.84

+2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.06

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.22

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.45

+0.16

Drawdowns

SMMU vs. HYMB - Drawdown Comparison

The maximum SMMU drawdown since its inception was -5.09%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for SMMU and HYMB.


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Drawdown Indicators


SMMUHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-5.09%

-29.57%

+24.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.77%

-3.11%

+2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-1.95%

-7.44%

+5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-4.76%

-20.15%

+15.39%

Max Drawdown (10Y)

Largest decline over 10 years

-5.09%

-29.57%

+24.48%

Current Drawdown

Current decline from peak

-0.03%

-0.04%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.55%

-3.81%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.88%

-0.66%

Volatility

SMMU vs. HYMB - Volatility Comparison

The current volatility for PIMCO Short Term Municipal Bond Active ETF (SMMU) is 0.31%, while SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) has a volatility of 1.35%. This indicates that SMMU 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


SMMUHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

1.35%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.79%

3.14%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.02%

4.05%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.67%

6.66%

-4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%

11.36%

-8.63%

SMMU vs. HYMB - Expense Ratio Comparison

Both SMMU and HYMB have an expense ratio of 0.35%.


Dividends

SMMU vs. HYMB - Dividend Comparison

SMMU's dividend yield for the trailing twelve months is around 2.84%, 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%
SMMU
PIMCO Short Term Municipal Bond Active ETF
2.84%2.80%3.03%2.79%1.37%0.60%1.19%1.82%1.57%1.41%1.03%0.89%

Frequently Asked Questions


SMMU and HYMB 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.

HYMB has higher volatility (1.35%) compared to SMMU (0.31%). In terms of maximum drawdown, SMMU dropped -5.09% vs HYMB's -29.57%.

On 10-year performance, HYMB leads with 2.46% vs 1.82% for SMMU. Both ETFs have the same 0.35% expense ratio. On volatility, SMMU has been the lower-risk option at 0.31%. 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 1.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMMU and HYMB have the same expense ratio: 0.35% per year.

HYMB has the higher dividend yield at 4.54%, compared with 2.84% for SMMU.

They also come from different issuers: PIMCO and State Street.

SMMU currently has the higher Sharpe Ratio (3.84 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.

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