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TFI vs. CA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFI vs. CA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) and Xtrackers California Municipal Bond ETF (CA). The values are adjusted to include any dividend payments, if applicable.

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TFI vs. CA - Yearly Performance Comparison


2026 (YTD)202520242023
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
-0.23%3.62%-0.01%0.36%
CA
Xtrackers California Municipal Bond ETF
-0.08%3.05%1.51%0.79%

Returns By Period

In the year-to-date period, TFI achieves a -0.23% return, which is significantly lower than CA's -0.08% return.


TFI

1D
0.33%
1M
-2.21%
YTD
-0.23%
6M
1.25%
1Y
4.10%
3Y*
1.95%
5Y*
-0.11%
10Y*
1.51%

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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TFI vs. CA - Expense Ratio Comparison

TFI has a 0.23% expense ratio, which is higher than CA'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%.


Return for Risk

TFI vs. CA — Risk / Return Rank

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

TFI
TFI Risk / Return Rank: 5050
Overall Rank
TFI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TFI Sortino Ratio Rank: 4747
Sortino Ratio Rank
TFI Omega Ratio Rank: 6363
Omega Ratio Rank
TFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
TFI Martin Ratio Rank: 3939
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.

TFI vs. CA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) 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.


TFICADifference

Sharpe ratio

Return per unit of total volatility

1.00

0.89

+0.11

Sortino ratio

Return per unit of downside risk

1.25

1.17

+0.08

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.14

1.17

-0.04

Martin ratio

Return relative to average drawdown

3.62

3.35

+0.28

TFI vs. CA - Sharpe Ratio Comparison

The current TFI Sharpe Ratio is 1.00, which is comparable to the CA Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of TFI 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


TFICADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.89

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.57

-0.07

Correlation

The correlation between TFI and CA is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TFI vs. CA - Dividend Comparison

TFI's dividend yield for the trailing twelve months is around 3.41%, more than CA's 3.20% yield.


TTM20252024202320222021202020192018201720162015
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
3.15%3.32%3.01%2.41%1.87%1.71%1.91%2.14%2.26%2.16%2.39%2.40%
CA
Xtrackers California Municipal Bond ETF
2.93%3.14%3.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TFI vs. CA - Drawdown Comparison

The maximum TFI drawdown since its inception was -15.49%, which is greater than CA's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for TFI and CA.


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Drawdown Indicators


TFICADifference

Max Drawdown

Largest peak-to-trough decline

-15.49%

-5.24%

-10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.90%

-3.67%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-15.49%

Current Drawdown

Current decline from peak

-2.60%

-2.00%

-0.60%

Average Drawdown

Average peak-to-trough decline

-2.98%

-1.30%

-1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.28%

-0.06%

Volatility

TFI vs. CA - Volatility Comparison

SPDR Nuveen Bloomberg Barclays Municipal Bond ETF (TFI) has a higher volatility of 1.47% compared to Xtrackers California Municipal Bond ETF (CA) at 1.31%. This indicates that TFI's price experiences larger fluctuations and is considered to be riskier 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


TFICADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.31%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

1.78%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

4.40%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.29%

4.09%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

4.09%

+0.90%