PortfoliosLab logoPortfoliosLab logo
VTES vs. MUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTES vs. MUB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Tax-Exempt Bond ETF (VTES) and iShares National AMT-Free Muni Bond ETF (MUB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VTES achieves a 0.75% return, which is significantly lower than MUB's 1.53% return.


VTES

1D
-0.01%
1M
0.57%
YTD
0.75%
6M
0.95%
1Y
3.30%
3Y*
3.09%
5Y*
10Y*

MUB

1D
-0.01%
1M
1.35%
YTD
1.53%
6M
1.89%
1Y
6.58%
3Y*
3.21%
5Y*
0.96%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTES vs. MUB - Yearly Performance Comparison


2026 (YTD)202520242023
VTES
Vanguard Short-Term Tax-Exempt Bond ETF
0.75%4.19%1.85%3.32%
MUB
iShares National AMT-Free Muni Bond ETF
1.53%3.78%1.26%5.32%

Correlation

The correlation between VTES and MUB is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2023

0.75

The correlation between VTES and MUB shifts across timeframes, from 0.64 (1 year) to 0.75 (all time), 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

VTES vs. MUB — Risk / Return Rank

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

VTES
VTES Risk / Return Rank: 7171
Overall Rank
VTES Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VTES Sortino Ratio Rank: 8888
Sortino Ratio Rank
VTES Omega Ratio Rank: 9393
Omega Ratio Rank
VTES Calmar Ratio Rank: 4747
Calmar Ratio Rank
VTES Martin Ratio Rank: 4242
Martin Ratio Rank

MUB
MUB Risk / Return Rank: 6767
Overall Rank
MUB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 7979
Sortino Ratio Rank
MUB Omega Ratio Rank: 8383
Omega Ratio Rank
MUB Calmar Ratio Rank: 4949
Calmar Ratio Rank
MUB Martin Ratio Rank: 5050
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.

VTES vs. MUB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Tax-Exempt Bond ETF (VTES) and iShares National AMT-Free Muni Bond ETF (MUB). 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.


VTESMUBDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.62

1.48

+0.14

Calmar ratioReturn relative to maximum drawdown

2.25

2.37

-0.12

Martin ratioReturn relative to average drawdown

6.47

8.25

-1.78

VTES vs. MUB - Sharpe Ratio Comparison

The current VTES Sharpe Ratio is 2.67, which is comparable to the MUB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of VTES and MUB, 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

VTES vs. MUB - Drawdown Comparison

The maximum VTES drawdown since its inception was -2.42%, smaller than the maximum MUB drawdown of -13.68%. Use the drawdown chart below to compare losses from any high point for VTES and MUB.


Loading charts...

Drawdown Indicators


VTESMUBDifference

Max Drawdown

Largest peak-to-trough decline

-2.42%

-13.68%

+11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-2.79%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-1.80%

-5.34%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

Current Drawdown

Current decline from peak

-0.53%

-0.41%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.50%

-2.23%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

0.80%

-0.29%

Volatility

VTES vs. MUB - Volatility Comparison

The current volatility for Vanguard Short-Term Tax-Exempt Bond ETF (VTES) is 0.27%, while iShares National AMT-Free Muni Bond ETF (MUB) has a volatility of 0.76%. This indicates that VTES experiences smaller price fluctuations and is considered to be less risky than MUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTESMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.27%

0.76%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

0.98%

2.27%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.24%

2.89%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.71%

4.07%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.71%

4.93%

-3.22%

VTES vs. MUB - Expense Ratio Comparison

Both VTES and MUB have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VTES vs. MUB - Dividend Comparison

VTES's dividend yield for the trailing twelve months is around 2.75%, less than MUB's 3.17% yield.


PositionTTM20252024202320222021202020192018201720162015
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%
VTES
Vanguard Short-Term Tax-Exempt Bond ETF
2.75%2.77%2.99%2.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTES and MUB have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUB has higher volatility (0.76%) compared to VTES (0.27%). In terms of maximum drawdown, VTES dropped -2.42% vs MUB's -13.68%.

On 3-year performance, MUB leads with 3.21% vs 3.09% for VTES. Both ETFs have the same 0.07% expense ratio. On volatility, VTES has been the lower-risk option at 0.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MUB has performed better with a 3.21% return vs 3.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTES and MUB have the same expense ratio: 0.07% per year.

MUB has the higher dividend yield at 3.17%, compared with 2.75% for VTES.

VTES tracks S&P 0-7 Year National AMT-Free Municipal Bond Index, while MUB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: Vanguard and iShares.

VTES currently has the higher Sharpe Ratio (2.67 vs 2.29), 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 VTES and MUB

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