PortfoliosLab logoPortfoliosLab logo
XMPT vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XMPT vs. BTC-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XMPT achieves a 2.72% return, which is significantly higher than BTC-USD's -23.17% return. Over the past 10 years, XMPT has underperformed BTC-USD with an annualized return of 1.98%, while BTC-USD has yielded a comparatively higher 60.98% annualized return.


XMPT

1D
-0.09%
1M
1.03%
YTD
2.72%
6M
3.73%
1Y
12.34%
3Y*
7.38%
5Y*
-1.07%
10Y*
1.98%

BTC-USD

1D
0.85%
1M
-14.42%
YTD
-23.17%
6M
-26.37%
1Y
-36.52%
3Y*
35.33%
5Y*
12.77%
10Y*
60.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMPT vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMPT
VanEck CEF Municipal Income ETF
2.72%8.01%7.01%2.55%-24.02%7.94%7.70%20.36%-5.85%8.28%
BTC-USD
Bitcoin
-23.17%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between XMPT and BTC-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.10

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

0.12

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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2012

0.06

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

XMPT vs. BTC-USD — Risk / Return Rank

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

XMPT
XMPT Risk / Return Rank: 4848
Overall Rank
XMPT Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XMPT Sortino Ratio Rank: 5252
Sortino Ratio Rank
XMPT Omega Ratio Rank: 5555
Omega Ratio Rank
XMPT Calmar Ratio Rank: 3737
Calmar Ratio Rank
XMPT Martin Ratio Rank: 4545
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck 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.


XMPTBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

1.72

-0.85

+2.57

Sortino ratio

Return per unit of downside risk

2.55

-1.14

+3.69

Omega ratio

Gain probability vs. loss probability

1.34

0.88

+0.46

Calmar ratio

Return relative to maximum drawdown

1.82

-1.07

+2.89

Martin ratio

Return relative to average drawdown

7.48

-1.57

+9.06

XMPT vs. BTC-USD - Sharpe Ratio Comparison

The current XMPT Sharpe Ratio is 1.72, which is higher than the BTC-USD Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of XMPT and BTC-USD, 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...

Sharpe Ratios by Period


XMPTBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

-0.85

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.24

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.89

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.14

-0.72

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 -85.30%. Use the drawdown chart below to compare losses from any high point for XMPT and BTC-USD.


Loading charts...

Drawdown Indicators


XMPTBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-35.24%

-85.30%

+50.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-49.65%

+43.08%

Max Drawdown (3Y)

Largest decline over 3 years

-15.04%

-49.65%

+34.61%

Max Drawdown (5Y)

Largest decline over 5 years

-35.24%

-76.67%

+41.43%

Max Drawdown (10Y)

Largest decline over 10 years

-35.24%

-83.80%

+48.56%

Current Drawdown

Current decline from peak

-8.61%

-46.10%

+37.49%

Average Drawdown

Average peak-to-trough decline

-8.82%

-42.27%

+33.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

33.71%

-32.11%

Volatility

XMPT vs. BTC-USD - Volatility Comparison

The current volatility for VanEck CEF Municipal Income ETF (XMPT) is 2.91%, while Bitcoin (BTC-USD) has a volatility of 9.90%. 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.


Loading charts...

Volatility by Period


XMPTBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

9.90%

-6.99%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

33.98%

-27.95%

Volatility (1Y)

Calculated over the trailing 1-year period

7.21%

35.37%

-28.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.35%

45.01%

-35.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.36%

56.68%

-46.32%

Frequently Asked Questions


XMPT and BTC-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (9.90%) compared to XMPT (2.91%). In terms of maximum drawdown, XMPT dropped -35.24% vs BTC-USD's -85.30%.

XMPT currently has the higher Sharpe Ratio (1.72 vs -0.85), 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 XMPT and BTC-USD

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