XMPT vs. BTC-USD
Compare and contrast key facts about VanEck Vectors CEF Municipal Income ETF (XMPT) and Bitcoin (BTC-USD).
XMPT is a passively managed fund by VanEck that tracks the performance of the S-Network Municipal Bond Closed-End Fund Index. It was launched on Jul 12, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMPT or BTC-USD.
Key characteristics
| XMPT | BTC-USD | |
|---|---|---|
| YTD Return | 10.66% | 81.11% |
| 1Y Return | 22.10% | 108.61% |
| 3Y Return (Ann) | -4.42% | 4.55% |
| 5Y Return (Ann) | 0.35% | 53.25% |
| 10Y Return (Ann) | 3.16% | 70.55% |
| Sharpe Ratio | 2.73 | 0.64 |
| Sortino Ratio | 4.17 | 1.26 |
| Omega Ratio | 1.51 | 1.12 |
| Calmar Ratio | 0.70 | 0.44 |
| Martin Ratio | 15.28 | 2.60 |
| Ulcer Index | 1.38% | 13.19% |
| Daily Std Dev | 7.70% | 43.64% |
| Max Drawdown | -35.24% | -93.07% |
| Current Drawdown | -14.81% | 0.00% |
Correlation
The correlation between XMPT and BTC-USD is 0.05, 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.
Performance
XMPT vs. BTC-USD - Performance Comparison
In the year-to-date period, XMPT achieves a 10.66% return, which is significantly lower than BTC-USD's 81.11% return. Over the past 10 years, XMPT has underperformed BTC-USD with an annualized return of 3.16%, while BTC-USD has yielded a comparatively higher 70.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
XMPT vs. BTC-USD - Volatility Comparison
The current volatility for VanEck Vectors CEF Municipal Income ETF (XMPT) is 2.97%, while Bitcoin (BTC-USD) has a volatility of 13.11%. 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.