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TAXS vs. AUSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAXS vs. AUSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS) and Allspring Ultra Short Municipal ETF (AUSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAXS achieves a 0.77% return, which is significantly lower than AUSM's 1.18% return.


TAXS

1D
0.11%
1M
-0.33%
6M
0.36%
YTD
0.77%
1Y
3Y*
5Y*
10Y*
ALL TIME*

AUSM

1D
-0.10%
1M
-0.04%
6M
0.92%
YTD
1.18%
1Y
2.69%
3Y*
5Y*
10Y*
ALL TIME*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$44.27K$74.40K$102.83K
$562.28K$943.97K$1.02M

TAXS vs. AUSM - Yearly Performance Comparison


Correlation

The correlation between TAXS and AUSM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.13

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Return for Risk

TAXS vs. AUSM — Risk / Return Rank

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

TAXS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


AUSM
AUSM Risk / Return Rank: 9797
Overall Rank
AUSM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AUSM Sortino Ratio Rank: 9898
Sortino Ratio Rank
AUSM Omega Ratio Rank: 9898
Omega Ratio Rank
AUSM Calmar Ratio Rank: 9696
Calmar Ratio Rank
AUSM Martin Ratio Rank: 9494
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.

TAXS vs. AUSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS) and Allspring Ultra Short Municipal ETF (AUSM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TAXSAUSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.07

Calmar ratioReturn relative to maximum drawdown

6.45

Martin ratioReturn relative to average drawdown

18.74

TAXS vs. AUSM - Sharpe Ratio Comparison


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Drawdowns

TAXS vs. AUSM - Drawdown Comparison

The maximum TAXS drawdown since its inception was -0.84%, which is greater than AUSM's maximum drawdown of -0.42%. Use the drawdown chart below to compare losses from any high point for TAXS and AUSM.


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Drawdown Indicators


TAXSAUSMDifference

Max Drawdown

Largest peak-to-trough decline

-0.84%

-0.42%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-0.42%

Current Drawdown

Current decline from peak

-0.46%

-0.28%

-0.18%

Average Drawdown

Average peak-to-trough decline

-0.21%

-0.08%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.14%

Volatility

TAXS vs. AUSM - Volatility Comparison


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Volatility by Period


TAXSAUSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

Volatility (6M)

Calculated over the trailing 6-month period

0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.04%

0.76%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.04%

0.75%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.04%

0.75%

+0.29%

TAXS vs. AUSM - Expense Ratio Comparison

TAXS has a 0.05% expense ratio, which is lower than AUSM's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TAXS vs. AUSM - Dividend Comparison

TAXS's dividend yield for the trailing twelve months is around 2.04%, less than AUSM's 2.83% yield.


Frequently Asked Questions


TAXS and AUSM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAXS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAXS is cheaper with a 0.05% expense ratio, compared with 0.18% for AUSM.

AUSM has the higher dividend yield at 2.77%, compared with 2.04% for TAXS.

They also come from different issuers: Northern Trust and Allspring. Their fees differ too: 0.05% for TAXS and 0.18% for AUSM.

Portfolio Optimizer

Find the right allocation for TAXS and AUSM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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