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WTMY vs. HYMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTMY vs. HYMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree High Income Laddered Municipal ETF (WTMY) and BlackRock High Yield Muni Income Bond ETF (HYMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WTMY

1D
0.10%
1M
0.62%
YTD
1.07%
6M
1.31%
1Y
6.14%
3Y*
5Y*
10Y*

HYMU

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTMY vs. HYMU - Yearly Performance Comparison


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Return for Risk

WTMY vs. HYMU — Risk / Return Rank

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

WTMY
WTMY Risk / Return Rank: 6868
Overall Rank
WTMY Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WTMY Sortino Ratio Rank: 8383
Sortino Ratio Rank
WTMY Omega Ratio Rank: 9090
Omega Ratio Rank
WTMY Calmar Ratio Rank: 4747
Calmar Ratio Rank
WTMY Martin Ratio Rank: 4343
Martin Ratio Rank

HYMU
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.

WTMY vs. HYMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree High Income Laddered Municipal ETF (WTMY) and BlackRock High Yield Muni Income Bond ETF (HYMU). 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.


WTMYHYMUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.57

Calmar ratioReturn relative to maximum drawdown

2.27

Martin ratioReturn relative to average drawdown

6.83

WTMY vs. HYMU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WTMYHYMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

Drawdowns

WTMY vs. HYMU - Drawdown Comparison

The maximum WTMY drawdown since its inception was -3.67%, which is greater than HYMU's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WTMY and HYMU.


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Drawdown Indicators


WTMYHYMUDifference

Max Drawdown

Largest peak-to-trough decline

-3.67%

0.00%

-3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

Current Drawdown

Current decline from peak

-1.02%

0.00%

-1.02%

Average Drawdown

Average peak-to-trough decline

-0.80%

0.00%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

WTMY vs. HYMU - Volatility Comparison


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Volatility by Period


WTMYHYMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

2.54%

0.00%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

0.00%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

0.00%

+3.57%

WTMY vs. HYMU - Expense Ratio Comparison

Both WTMY and HYMU have an expense ratio of 0.35%.


Dividends

WTMY vs. HYMU - Dividend Comparison

WTMY's dividend yield for the trailing twelve months is around 3.43%, while HYMU has not paid dividends to shareholders.


Frequently Asked Questions


Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WTMY and HYMU have the same expense ratio: 0.35% per year.

WTMY has the higher dividend yield at 3.43%, compared with 0.00% for HYMU.

They also come from different issuers: WisdomTree and BlackRock.

Portfolio Optimizer

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