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VTEB vs. MEAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEB vs. MEAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Exempt Bond ETF (VTEB) and iShares Short Maturity Municipal Bond ETF (MEAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTEB achieves a 1.46% return, which is significantly higher than MEAR's 1.06% return. Over the past 10 years, VTEB has outperformed MEAR with an annualized return of 2.09%, while MEAR has yielded a comparatively lower 1.78% annualized return.


VTEB

1D
-0.06%
1M
0.66%
YTD
1.46%
6M
1.89%
1Y
7.14%
3Y*
3.57%
5Y*
0.88%
10Y*
2.09%

MEAR

1D
0.00%
1M
0.32%
YTD
1.06%
6M
1.30%
1Y
3.29%
3Y*
3.58%
5Y*
2.43%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEB vs. MEAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTEB
Vanguard Tax-Exempt Bond ETF
1.46%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%
MEAR
iShares Short Maturity Municipal Bond ETF
1.06%3.76%3.40%3.93%0.10%0.05%1.18%1.91%1.63%1.12%

Correlation

The correlation between VTEB and MEAR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.31

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

0.32

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2015

0.22

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Return for Risk

VTEB vs. MEAR — Risk / Return Rank

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

VTEB
VTEB Risk / Return Rank: 7272
Overall Rank
VTEB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8585
Sortino Ratio Rank
VTEB Omega Ratio Rank: 8989
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5252
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5454
Martin Ratio Rank

MEAR
MEAR Risk / Return Rank: 9595
Overall Rank
MEAR Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9797
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9595
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. MEAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Exempt Bond ETF (VTEB) and iShares Short Maturity Municipal Bond ETF (MEAR). 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.


VTEBMEARDifference

Sharpe ratio

Return per unit of total volatility

2.64

3.86

-1.22

Sortino ratio

Return per unit of downside risk

3.92

6.19

-2.27

Omega ratio

Gain probability vs. loss probability

1.58

1.91

-0.33

Calmar ratio

Return relative to maximum drawdown

2.65

7.07

-4.42

Martin ratio

Return relative to average drawdown

9.41

28.99

-19.58

VTEB vs. MEAR - Sharpe Ratio Comparison

The current VTEB Sharpe Ratio is 2.64, which is lower than the MEAR Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of VTEB and MEAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTEBMEARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

3.86

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

2.48

-2.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

1.18

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.11

-0.64

Drawdowns

VTEB vs. MEAR - Drawdown Comparison

The maximum VTEB drawdown since its inception was -17.00%, which is greater than MEAR's maximum drawdown of -2.68%. Use the drawdown chart below to compare losses from any high point for VTEB and MEAR.


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Drawdown Indicators


VTEBMEARDifference

Max Drawdown

Largest peak-to-trough decline

-17.00%

-2.68%

-14.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-0.47%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

-0.86%

-4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

-1.12%

-11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

-2.68%

-14.32%

Current Drawdown

Current decline from peak

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-2.33%

-0.19%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.11%

+0.65%

Volatility

VTEB vs. MEAR - Volatility Comparison

Vanguard Tax-Exempt Bond ETF (VTEB) has a higher volatility of 0.89% compared to iShares Short Maturity Municipal Bond ETF (MEAR) at 0.24%. This indicates that VTEB's price experiences larger fluctuations and is considered to be riskier than MEAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTEBMEARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

0.24%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

2.01%

0.61%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.72%

0.86%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.90%

0.98%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

1.52%

+3.74%

VTEB vs. MEAR - Expense Ratio Comparison

VTEB has a 0.05% expense ratio, which is lower than MEAR's 0.25% 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

VTEB vs. MEAR - Dividend Comparison

VTEB's dividend yield for the trailing twelve months is around 3.35%, more than MEAR's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
MEAR
iShares Short Maturity Municipal Bond ETF
2.84%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%
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 MEAR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEB has higher volatility (0.89%) compared to MEAR (0.24%). In terms of maximum drawdown, VTEB dropped -17.00% vs MEAR's -2.68%.

On 10-year performance, VTEB leads with 2.09% vs 1.78% for MEAR. On fees, VTEB is cheaper at 0.05% per year. On volatility, MEAR has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTEB has performed better with a 2.09% return vs 1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.05% expense ratio, compared with 0.25% for MEAR.

VTEB has the higher dividend yield at 3.35%, compared with 2.84% for MEAR.

They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VTEB and 0.25% for MEAR.

MEAR currently has the higher Sharpe Ratio (3.86 vs 2.64), 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

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