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XMPT vs. FCEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMPT vs. FCEF - Performance Comparison

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

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Returns By Period

In the year-to-date period, XMPT achieves a 2.72% return, which is significantly lower than FCEF's 7.01% 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%

FCEF

1D
0.08%
1M
0.77%
YTD
7.01%
6M
8.03%
1Y
17.14%
3Y*
15.92%
5Y*
6.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMPT vs. FCEF - 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%
FCEF
First Trust CEF Income Opportunity ETF
7.01%14.39%17.51%10.27%-19.51%19.50%3.80%28.28%-9.65%15.72%

Correlation

The correlation between XMPT and FCEF is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.46

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

0.45

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2016

0.36

The correlation between XMPT and FCEF shifts across timeframes, from 0.36 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XMPT vs. FCEF — 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

FCEF
FCEF Risk / Return Rank: 6363
Overall Rank
FCEF Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FCEF Sortino Ratio Rank: 6666
Sortino Ratio Rank
FCEF Omega Ratio Rank: 7070
Omega Ratio Rank
FCEF Calmar Ratio Rank: 5050
Calmar Ratio Rank
FCEF Martin Ratio Rank: 6262
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. FCEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck CEF Municipal Income ETF (XMPT) and First Trust CEF Income Opportunity ETF (FCEF). 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.


XMPTFCEFDifference

Sharpe ratio

Return per unit of total volatility

1.72

2.23

-0.51

Sortino ratio

Return per unit of downside risk

2.55

3.09

-0.54

Omega ratio

Gain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratio

Return relative to maximum drawdown

1.82

2.51

-0.69

Martin ratio

Return relative to average drawdown

7.48

11.41

-3.93

XMPT vs. FCEF - Sharpe Ratio Comparison

The current XMPT Sharpe Ratio is 1.72, which is comparable to the FCEF Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of XMPT and FCEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XMPTFCEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.23

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.50

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.54

-0.11

Drawdowns

XMPT vs. FCEF - Drawdown Comparison

The maximum XMPT drawdown since its inception was -35.24%, smaller than the maximum FCEF drawdown of -44.81%. Use the drawdown chart below to compare losses from any high point for XMPT and FCEF.


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Drawdown Indicators


XMPTFCEFDifference

Max Drawdown

Largest peak-to-trough decline

-35.24%

-44.81%

+9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-7.03%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-15.04%

-12.39%

-2.65%

Max Drawdown (5Y)

Largest decline over 5 years

-35.24%

-25.32%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.24%

Current Drawdown

Current decline from peak

-8.61%

-0.56%

-8.05%

Average Drawdown

Average peak-to-trough decline

-8.82%

-6.28%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.55%

+0.05%

Volatility

XMPT vs. FCEF - Volatility Comparison

VanEck CEF Municipal Income ETF (XMPT) has a higher volatility of 2.91% compared to First Trust CEF Income Opportunity ETF (FCEF) at 2.13%. This indicates that XMPT's price experiences larger fluctuations and is considered to be riskier than FCEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMPTFCEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.13%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

6.03%

6.19%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.21%

7.73%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.35%

12.19%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.36%

15.42%

-5.06%

XMPT vs. FCEF - Expense Ratio Comparison

XMPT has a 1.97% expense ratio, which is lower than FCEF's 2.91% expense ratio.


Dividends

XMPT vs. FCEF - Dividend Comparison

XMPT's dividend yield for the trailing twelve months is around 6.31%, less than FCEF's 6.82% yield.


PositionTTM20252024202320222021202020192018201720162015
FCEF
First Trust CEF Income Opportunity ETF
6.82%7.05%7.13%7.17%7.26%4.74%5.03%5.07%5.96%4.90%1.51%0.00%
XMPT
VanEck CEF Municipal Income ETF
6.31%5.87%5.35%3.81%5.12%3.74%3.79%4.08%5.05%4.84%5.35%5.24%

Frequently Asked Questions


XMPT and FCEF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XMPT has higher volatility (2.91%) compared to FCEF (2.13%). In terms of maximum drawdown, XMPT dropped -35.24% vs FCEF's -44.81%.

On 5-year performance, FCEF leads with 6.02% vs -1.07% for XMPT. On fees, XMPT is cheaper at 1.97% per year. On volatility, FCEF has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FCEF has performed better with a 6.02% return vs -1.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XMPT is cheaper with a 1.97% expense ratio, compared with 2.91% for FCEF.

FCEF has the higher dividend yield at 6.82%, compared with 6.31% for XMPT.

XMPT is categorized as High Yield Muni, while FCEF is Diversified Portfolio. They also come from different issuers: VanEck and First Trust. Their fees differ too: 1.97% for XMPT and 2.91% for FCEF.

FCEF currently has the higher Sharpe Ratio (2.23 vs 1.72), 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

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