PortfoliosLab logoPortfoliosLab logo
VTEB vs. GUNR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEB vs. GUNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Exempt Bond ETF (VTEB) and FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VTEB achieves a 1.52% return, which is significantly lower than GUNR's 14.38% return. Over the past 10 years, VTEB has underperformed GUNR with an annualized return of 2.06%, while GUNR has yielded a comparatively higher 10.82% annualized return.


VTEB

1D
0.16%
1M
0.72%
YTD
1.52%
6M
1.89%
1Y
6.79%
3Y*
3.47%
5Y*
0.82%
10Y*
2.06%

GUNR

1D
1.38%
1M
-6.21%
YTD
14.38%
6M
15.02%
1Y
33.05%
3Y*
12.46%
5Y*
9.21%
10Y*
10.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEB vs. GUNR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTEB
Vanguard Tax-Exempt Bond ETF
1.52%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
14.38%30.03%-8.37%-2.40%14.83%26.06%0.46%18.41%-9.42%18.74%

Correlation

The correlation between VTEB and GUNR is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

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

0.10

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

0.01

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2015

-0.01

The correlation between VTEB and GUNR shifts across timeframes, from -0.01 (all time) to 0.16 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VTEB vs. GUNR — Risk / Return Rank

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

VTEB
VTEB Risk / Return Rank: 7979
Overall Rank
VTEB Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 9292
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9393
Omega Ratio Rank
VTEB Calmar Ratio Rank: 6161
Calmar Ratio Rank
VTEB Martin Ratio Rank: 6060
Martin Ratio Rank

GUNR
GUNR Risk / Return Rank: 8181
Overall Rank
GUNR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
GUNR Sortino Ratio Rank: 7272
Sortino Ratio Rank
GUNR Omega Ratio Rank: 7676
Omega Ratio Rank
GUNR Calmar Ratio Rank: 8787
Calmar Ratio Rank
GUNR Martin Ratio Rank: 8888
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.

VTEB vs. GUNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Exempt Bond ETF (VTEB) and FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR). 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.


VTEBGUNRDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.55

1.37

+0.18

Calmar ratioReturn relative to maximum drawdown

2.52

4.27

-1.76

Martin ratioReturn relative to average drawdown

8.90

16.27

-7.37

VTEB vs. GUNR - Sharpe Ratio Comparison

The current VTEB Sharpe Ratio is 2.53, which is comparable to the GUNR Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of VTEB and GUNR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VTEB vs. GUNR - Drawdown Comparison

The maximum VTEB drawdown since its inception was -17.00%, smaller than the maximum GUNR drawdown of -45.64%. Use the drawdown chart below to compare losses from any high point for VTEB and GUNR.


Loading charts...

Drawdown Indicators


VTEBGUNRDifference

Max Drawdown

Largest peak-to-trough decline

-17.00%

-45.64%

+28.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-7.77%

+5.06%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

-19.59%

+14.06%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-24.06%

+11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

-43.04%

+26.04%

Current Drawdown

Current decline from peak

-0.46%

-6.50%

+6.04%

Average Drawdown

Average peak-to-trough decline

-2.32%

-10.39%

+8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

2.04%

-1.28%

Volatility

VTEB vs. GUNR - Volatility Comparison

The current volatility for Vanguard Tax-Exempt Bond ETF (VTEB) is 0.92%, while FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) has a volatility of 4.92%. This indicates that VTEB experiences smaller price fluctuations and is considered to be less risky than GUNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTEBGUNRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

4.92%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

13.12%

-11.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.70%

15.66%

-12.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.90%

19.06%

-15.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

20.43%

-15.17%

VTEB vs. GUNR - Expense Ratio Comparison

VTEB has a 0.03% expense ratio, which is lower than GUNR's 0.46% expense ratio.


Dividends

VTEB vs. GUNR - Dividend Comparison

VTEB's dividend yield for the trailing twelve months is around 3.35%, more than GUNR's 2.34% yield.


PositionTTM20252024202320222021202020192018201720162015
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
2.34%2.81%3.39%3.55%4.12%3.61%2.79%3.25%3.27%2.00%1.73%4.50%
VTEB
Vanguard Tax-Exempt Bond ETF
3.35%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


VTEB and GUNR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUNR has higher volatility (4.92%) compared to VTEB (0.92%). In terms of maximum drawdown, VTEB dropped -17.00% vs GUNR's -45.64%.

On 10-year performance, GUNR leads with 10.82% vs 2.06% for VTEB. On fees, VTEB is cheaper at 0.03% per year. On volatility, VTEB has been the lower-risk option at 0.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GUNR has performed better with a 10.82% return vs 2.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.03% expense ratio, compared with 0.46% for GUNR.

VTEB has the higher dividend yield at 3.35%, compared with 2.34% for GUNR.

VTEB is categorized as Municipal Bonds, while GUNR is Commodity Producers Equities. VTEB tracks S&P National AMT-Free Municipal Bond Index, while GUNR tracks Morningstar Global Upstream Natural Resources Index. They also come from different issuers: Vanguard and Northern Trust. Their fees differ too: 0.03% for VTEB and 0.46% for GUNR.

VTEB currently has the higher Sharpe Ratio (2.53 vs 2.12), 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.

Portfolio Optimizer

Find the right allocation for VTEB and GUNR

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

Open Portfolio Optimizer