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VTEI vs. RVNU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTEI vs. RVNU - Performance Comparison

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

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VTEI vs. RVNU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VTEI achieves a -0.10% return, which is significantly lower than RVNU's 1.36% return.


VTEI

1D
0.28%
1M
-1.86%
YTD
-0.10%
6M
1.30%
1Y
4.22%
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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VTEI vs. RVNU - Expense Ratio Comparison

VTEI has a 0.08% 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

VTEI vs. RVNU — Risk / Return Rank

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

VTEI
VTEI Risk / Return Rank: 6060
Overall Rank
VTEI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 5858
Sortino Ratio Rank
VTEI Omega Ratio Rank: 7878
Omega Ratio Rank
VTEI Calmar Ratio Rank: 5050
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4646
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.

VTEI vs. RVNU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) 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.


VTEIRVNUDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.37

+0.87

Sortino ratio

Return per unit of downside risk

1.56

0.53

+1.03

Omega ratio

Gain probability vs. loss probability

1.31

1.08

+0.22

Calmar ratio

Return relative to maximum drawdown

1.37

0.65

+0.72

Martin ratio

Return relative to average drawdown

4.52

1.55

+2.96

VTEI vs. RVNU - Sharpe Ratio Comparison

The current VTEI Sharpe Ratio is 1.24, which is higher than the RVNU Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VTEI 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


VTEIRVNUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.37

+0.87

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

0.90

0.37

+0.53

Correlation

The correlation between VTEI and RVNU is 0.61, 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

VTEI vs. RVNU - Dividend Comparison

VTEI's dividend yield for the trailing twelve months is around 3.05%, less than RVNU's 3.53% yield.


TTM20252024202320222021202020192018201720162015
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.05%3.00%2.65%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

VTEI vs. RVNU - Drawdown Comparison

The maximum VTEI drawdown since its inception was -3.64%, smaller than the maximum RVNU drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for VTEI and RVNU.


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Drawdown Indicators


VTEIRVNUDifference

Max Drawdown

Largest peak-to-trough decline

-3.64%

-23.51%

+19.87%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-6.12%

+2.79%

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

-2.05%

-5.01%

+2.96%

Average Drawdown

Average peak-to-trough decline

-0.73%

-4.99%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.57%

-1.56%

Volatility

VTEI vs. RVNU - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) is 1.14%, while Xtrackers Municipal Infrastructure Revenue Bond ETF (RVNU) has a volatility of 2.09%. This indicates that VTEI 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


VTEIRVNUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

2.09%

-0.95%

Volatility (6M)

Calculated over the trailing 6-month period

1.55%

3.50%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

7.94%

-4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.09%

7.16%

-4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.09%

7.30%

-4.21%