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VSDM vs. RVNU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSDM vs. RVNU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short Duration Tax-Exempt Bond ETF (VSDM) and Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU). The values are adjusted to include any dividend payments, if applicable.

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VSDM vs. RVNU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VSDM achieves a 0.47% return, which is significantly lower than RVNU's 1.36% return.


VSDM

1D
0.17%
1M
-0.94%
YTD
0.47%
6M
1.20%
1Y
4.31%
3Y*
5Y*
10Y*

RVNU

1D
0.36%
1M
-0.87%
YTD
1.36%
6M
2.16%
1Y
2.94%
3Y*
2.82%
5Y*
-0.24%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSDM vs. RVNU - Expense Ratio Comparison

VSDM has a 0.12% expense ratio, which is lower than RVNU's 0.15% 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%.


Return for Risk

VSDM vs. RVNU — Risk / Return Rank

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

VSDM
VSDM Risk / Return Rank: 8888
Overall Rank
VSDM Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VSDM Sortino Ratio Rank: 9090
Sortino Ratio Rank
VSDM Omega Ratio Rank: 9797
Omega Ratio Rank
VSDM Calmar Ratio Rank: 8282
Calmar Ratio Rank
VSDM Martin Ratio Rank: 7878
Martin Ratio Rank

RVNU
RVNU Risk / Return Rank: 2222
Overall Rank
RVNU Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RVNU Sortino Ratio Rank: 1919
Sortino Ratio Rank
RVNU Omega Ratio Rank: 2121
Omega Ratio Rank
RVNU Calmar Ratio Rank: 2626
Calmar Ratio Rank
RVNU Martin Ratio Rank: 2222
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.

VSDM vs. RVNU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short Duration Tax-Exempt Bond ETF (VSDM) and Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU). 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.


VSDMRVNUDifference

Sharpe ratio

Return per unit of total volatility

2.09

0.37

+1.71

Sortino ratio

Return per unit of downside risk

2.62

0.53

+2.09

Omega ratio

Gain probability vs. loss probability

1.56

1.08

+0.47

Calmar ratio

Return relative to maximum drawdown

2.53

0.65

+1.88

Martin ratio

Return relative to average drawdown

9.01

1.55

+7.46

VSDM vs. RVNU - Sharpe Ratio Comparison

The current VSDM Sharpe Ratio is 2.09, which is higher than the RVNU Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VSDM and RVNU, 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


VSDMRVNUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

0.37

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

2.10

0.37

+1.73

Correlation

The correlation between VSDM and RVNU is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VSDM vs. RVNU - Dividend Comparison

VSDM's dividend yield for the trailing twelve months is around 3.11%, less than RVNU's 3.53% yield.


TTM20252024202320222021202020192018201720162015
VSDM
Vanguard Short Duration Tax-Exempt Bond ETF
3.11%3.06%0.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RVNU
Xtrackers Municipal Infrastructure Revenue Bond ETF
3.53%3.46%3.06%2.79%2.81%2.18%2.43%2.75%2.76%2.49%2.72%3.01%

Drawdowns

VSDM vs. RVNU - Drawdown Comparison

The maximum VSDM drawdown since its inception was -1.81%, smaller than the maximum RVNU drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for VSDM and RVNU.


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Drawdown Indicators


VSDMRVNUDifference

Max Drawdown

Largest peak-to-trough decline

-1.81%

-23.51%

+21.70%

Max Drawdown (1Y)

Largest decline over 1 year

-1.81%

-6.12%

+4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.51%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

Current Drawdown

Current decline from peak

-1.08%

-5.01%

+3.93%

Average Drawdown

Average peak-to-trough decline

-0.27%

-4.99%

+4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

2.57%

-2.06%

Volatility

VSDM vs. RVNU - Volatility Comparison

The current volatility for Vanguard Short Duration Tax-Exempt Bond ETF (VSDM) is 0.73%, while Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU) has a volatility of 2.09%. This indicates that VSDM experiences smaller price fluctuations and is considered to be less risky than RVNU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSDMRVNUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

2.09%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

3.50%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

7.94%

-5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.02%

7.16%

-5.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.02%

7.30%

-5.28%