PortfoliosLab logoPortfoliosLab logo
XMPT vs. HYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMPT vs. HYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck CEF Municipal Income ETF (XMPT) and VanEck High Yield Muni ETF (HYD). 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 4.43% return, which is significantly higher than HYD's 2.30% return. Over the past 10 years, XMPT has outperformed HYD with an annualized return of 2.14%, while HYD has yielded a comparatively lower 1.84% annualized return.


XMPT

1D
0.05%
1M
1.12%
6M
3.25%
YTD
4.43%
1Y
12.67%
3Y*
7.14%
5Y*
-1.31%
10Y*
2.14%

HYD

1D
-0.20%
1M
-0.01%
6M
1.92%
YTD
2.30%
1Y
7.62%
3Y*
4.26%
5Y*
-0.33%
10Y*
1.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMPT vs. HYD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMPT
VanEck CEF Municipal Income ETF
4.43%8.01%7.01%2.55%-24.02%7.94%7.70%20.36%-5.85%8.28%
HYD
VanEck High Yield Muni ETF
2.30%2.83%4.94%6.52%-15.97%5.05%0.17%9.34%2.19%9.78%

Correlation

The correlation between XMPT and HYD is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.57

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

0.58

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2011

0.40

The correlation between XMPT and HYD shifts across timeframes, from 0.40 (all time) to 0.58 (5 years), reflecting how their relationship changes across market environments.

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. HYD — Risk / Return Rank

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

XMPT
XMPT Risk / Return Rank: 6464
Overall Rank
XMPT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XMPT Sortino Ratio Rank: 7272
Sortino Ratio Rank
XMPT Omega Ratio Rank: 7575
Omega Ratio Rank
XMPT Calmar Ratio Rank: 4949
Calmar Ratio Rank
XMPT Martin Ratio Rank: 5858
Martin Ratio Rank

HYD
HYD Risk / Return Rank: 7575
Overall Rank
HYD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HYD Sortino Ratio Rank: 8181
Sortino Ratio Rank
HYD Omega Ratio Rank: 8585
Omega Ratio Rank
HYD Calmar Ratio Rank: 6060
Calmar Ratio Rank
HYD Martin Ratio Rank: 7373
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. HYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck CEF Municipal Income ETF (XMPT) and VanEck High Yield Muni ETF (HYD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XMPTHYDDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

1.94

2.39

-0.45

Martin ratioReturn relative to average drawdown

8.07

10.76

-2.69

XMPT vs. HYD - Sharpe Ratio Comparison

The current XMPT Sharpe Ratio is 1.74, which is comparable to the HYD Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of XMPT and HYD, 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...

Drawdowns

XMPT vs. HYD - Drawdown Comparison

The maximum XMPT drawdown since its inception was -35.24%, roughly equal to the maximum HYD drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for XMPT and HYD.


Loading charts...

Drawdown Indicators


XMPTHYDDifference

Max Drawdown

Largest peak-to-trough decline

-35.24%

-35.61%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-3.21%

-3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-15.04%

-7.23%

-7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-35.24%

-20.72%

-14.52%

Max Drawdown (10Y)

Largest decline over 10 years

-35.24%

-35.61%

+0.37%

Current Drawdown

Current decline from peak

-7.08%

-1.87%

-5.21%

Average Drawdown

Average peak-to-trough decline

-8.81%

-4.31%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.74%

+0.83%

Volatility

XMPT vs. HYD - Volatility Comparison

VanEck CEF Municipal Income ETF (XMPT) has a higher volatility of 1.66% compared to VanEck High Yield Muni ETF (HYD) at 1.07%. This indicates that XMPT's price experiences larger fluctuations and is considered to be riskier than HYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XMPTHYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

1.07%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

3.14%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.34%

3.98%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.38%

6.47%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.34%

12.61%

-2.27%

XMPT vs. HYD - Expense Ratio Comparison

XMPT has a 1.97% expense ratio, which is higher than HYD's 0.35% expense ratio.


Dividends

XMPT vs. HYD - Dividend Comparison

XMPT's dividend yield for the trailing twelve months is around 6.25%, more than HYD's 4.32% yield.


PositionTTM20252024202320222021202020192018201720162015
HYD
VanEck High Yield Muni ETF
4.32%4.29%4.29%4.13%3.96%3.50%4.01%4.08%4.43%4.29%4.58%4.82%
XMPT
VanEck CEF Municipal Income ETF
6.25%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 HYD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XMPT has higher volatility (1.66%) compared to HYD (1.07%). In terms of maximum drawdown, XMPT dropped -35.24% vs HYD's -35.61%.

On 10-year performance, XMPT leads with 2.14% vs 1.84% for HYD. On fees, HYD is cheaper at 0.35% per year. On volatility, HYD has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XMPT has performed better with a 2.14% return vs 1.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYD is cheaper with a 0.35% expense ratio, compared with 1.97% for XMPT.

XMPT has the higher dividend yield at 6.25%, compared with 4.32% for HYD.

XMPT is categorized as High Yield Muni, while HYD is Municipal Bonds. XMPT tracks S-Network Municipal Bond Closed-End Fund Index, while HYD tracks ICE Broad High Yield Crossover Municipal Index. Their fees differ too: 1.97% for XMPT and 0.35% for HYD.

HYD currently has the higher Sharpe Ratio (1.93 vs 1.74), 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 HYD

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