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THYM vs. XMPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THYM vs. XMPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price High Income Municipal ETF (THYM) and VanEck CEF Municipal Income ETF (XMPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, THYM achieves a 3.61% return, which is significantly lower than XMPT's 4.03% return.


THYM

1D
-0.21%
1M
1.68%
YTD
3.61%
6M
3.80%
1Y
3Y*
5Y*
10Y*

XMPT

1D
0.59%
1M
3.08%
YTD
4.03%
6M
5.11%
1Y
13.45%
3Y*
7.34%
5Y*
-0.98%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THYM vs. XMPT - Yearly Performance Comparison


Correlation

The correlation between THYM and XMPT is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.54

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Return for Risk

THYM vs. XMPT — Risk / Return Rank

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

THYM

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


XMPT
XMPT Risk / Return Rank: 5757
Overall Rank
XMPT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XMPT Sortino Ratio Rank: 6464
Sortino Ratio Rank
XMPT Omega Ratio Rank: 6767
Omega Ratio Rank
XMPT Calmar Ratio Rank: 4444
Calmar Ratio Rank
XMPT Martin Ratio Rank: 5151
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.

THYM vs. XMPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price High Income Municipal ETF (THYM) and VanEck CEF Municipal Income ETF (XMPT). 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.


THYMXMPTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.06

Martin ratioReturn relative to average drawdown

8.34

THYM vs. XMPT - Sharpe Ratio Comparison


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Drawdowns

THYM vs. XMPT - Drawdown Comparison

The maximum THYM drawdown since its inception was -2.93%, smaller than the maximum XMPT drawdown of -35.24%. Use the drawdown chart below to compare losses from any high point for THYM and XMPT.


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Drawdown Indicators


THYMXMPTDifference

Max Drawdown

Largest peak-to-trough decline

-2.93%

-35.24%

+32.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.04%

Max Drawdown (5Y)

Largest decline over 5 years

-35.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.24%

Current Drawdown

Current decline from peak

-0.24%

-7.43%

+7.19%

Average Drawdown

Average peak-to-trough decline

-0.47%

-8.81%

+8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

THYM vs. XMPT - Volatility Comparison


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Volatility by Period


THYMXMPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

Volatility (6M)

Calculated over the trailing 6-month period

6.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

7.28%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

9.37%

-5.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.31%

10.37%

-6.06%

THYM vs. XMPT - Expense Ratio Comparison

THYM has a 0.32% expense ratio, which is lower than XMPT's 1.97% expense ratio.


Dividends

THYM vs. XMPT - Dividend Comparison

THYM's dividend yield for the trailing twelve months is around 2.18%, less than XMPT's 6.23% yield.


PositionTTM20252024202320222021202020192018201720162015
THYM
T. Rowe Price High Income Municipal ETF
2.18%0.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMPT
VanEck CEF Municipal Income ETF
6.23%5.87%5.35%3.81%5.12%3.74%3.79%4.08%5.05%4.84%5.35%5.24%

Frequently Asked Questions


THYM and XMPT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, THYM is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

THYM is cheaper with a 0.32% expense ratio, compared with 1.97% for XMPT.

XMPT has the higher dividend yield at 6.23%, compared with 2.18% for THYM.

They also come from different issuers: T. Rowe Price and VanEck. Their fees differ too: 0.32% for THYM and 1.97% for XMPT.

Portfolio Optimizer

Find the right allocation for THYM and XMPT

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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