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XMPT vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XMPT and BTC-USD is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

XMPT vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors CEF Municipal Income ETF (XMPT) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
2.15%
55.53%
XMPT
BTC-USD

Key characteristics

Sharpe Ratio

XMPT:

1.27

BTC-USD:

2.38

Sortino Ratio

XMPT:

1.82

BTC-USD:

3.04

Omega Ratio

XMPT:

1.22

BTC-USD:

1.30

Calmar Ratio

XMPT:

0.38

BTC-USD:

2.37

Martin Ratio

XMPT:

4.16

BTC-USD:

10.81

Ulcer Index

XMPT:

2.26%

BTC-USD:

11.01%

Daily Std Dev

XMPT:

7.40%

BTC-USD:

43.94%

Max Drawdown

XMPT:

-35.24%

BTC-USD:

-93.07%

Current Drawdown

XMPT:

-16.60%

BTC-USD:

-1.58%

Returns By Period

In the year-to-date period, XMPT achieves a 1.21% return, which is significantly lower than BTC-USD's 11.81% return. Over the past 10 years, XMPT has underperformed BTC-USD with an annualized return of 2.51%, while BTC-USD has yielded a comparatively higher 85.95% annualized return.


XMPT

YTD

1.21%

1M

0.36%

6M

2.15%

1Y

10.27%

5Y*

-0.68%

10Y*

2.51%

BTC-USD

YTD

11.81%

1M

4.42%

6M

56.59%

1Y

153.17%

5Y*

64.37%

10Y*

85.95%

*Annualized

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Risk-Adjusted Performance

XMPT vs. BTC-USD — Risk-Adjusted Performance Rank

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

XMPT
The Risk-Adjusted Performance Rank of XMPT is 4040
Overall Rank
The Sharpe Ratio Rank of XMPT is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of XMPT is 4747
Sortino Ratio Rank
The Omega Ratio Rank of XMPT is 4545
Omega Ratio Rank
The Calmar Ratio Rank of XMPT is 2121
Calmar Ratio Rank
The Martin Ratio Rank of XMPT is 4040
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XMPT vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors CEF Municipal Income ETF (XMPT) and Bitcoin (BTC-USD). 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.


Sharpe ratio
The chart of Sharpe ratio for XMPT, currently valued at 1.14, compared to the broader market0.002.004.001.142.38
The chart of Sortino ratio for XMPT, currently valued at 1.65, compared to the broader market0.005.0010.001.653.04
The chart of Omega ratio for XMPT, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.30
The chart of Calmar ratio for XMPT, currently valued at 0.07, compared to the broader market0.005.0010.0015.000.072.37
The chart of Martin ratio for XMPT, currently valued at 3.37, compared to the broader market0.0020.0040.0060.0080.00100.003.3710.81
XMPT
BTC-USD

The current XMPT Sharpe Ratio is 1.27, which is lower than the BTC-USD Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XMPT and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.14
2.38
XMPT
BTC-USD

Drawdowns

XMPT vs. BTC-USD - Drawdown Comparison

The maximum XMPT drawdown since its inception was -35.24%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for XMPT and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.60%
-1.58%
XMPT
BTC-USD

Volatility

XMPT vs. BTC-USD - Volatility Comparison

The current volatility for VanEck Vectors CEF Municipal Income ETF (XMPT) is 2.50%, while Bitcoin (BTC-USD) has a volatility of 12.88%. This indicates that XMPT experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.50%
12.88%
XMPT
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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