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XMPT vs. NEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMPT vs. NEA - Performance Comparison

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

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XMPT vs. NEA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMPT
VanEck CEF Municipal Income ETF
-0.80%8.01%7.01%2.55%-24.02%7.94%7.70%20.36%-5.85%8.28%
NEA
Nuveen AMT-Free Quality Municipal Income Fund
-1.74%11.31%9.50%0.75%-23.32%8.16%10.07%22.42%-5.72%8.77%

Returns By Period

In the year-to-date period, XMPT achieves a -0.80% return, which is significantly higher than NEA's -1.74% return. Over the past 10 years, XMPT has underperformed NEA with an annualized return of 2.06%, while NEA has yielded a comparatively higher 3.01% annualized return.


XMPT

1D
2.14%
1M
-4.42%
YTD
-0.80%
6M
1.08%
1Y
5.47%
3Y*
4.95%
5Y*
-0.99%
10Y*
2.06%

NEA

1D
2.28%
1M
-4.67%
YTD
-1.74%
6M
2.13%
1Y
8.05%
3Y*
6.92%
5Y*
0.07%
10Y*
3.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XMPT vs. NEA — Risk / Return Rank

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

XMPT
XMPT Risk / Return Rank: 3434
Overall Rank
XMPT Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XMPT Sortino Ratio Rank: 3131
Sortino Ratio Rank
XMPT Omega Ratio Rank: 3434
Omega Ratio Rank
XMPT Calmar Ratio Rank: 3636
Calmar Ratio Rank
XMPT Martin Ratio Rank: 3131
Martin Ratio Rank

NEA
NEA Risk / Return Rank: 6565
Overall Rank
NEA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NEA Sortino Ratio Rank: 5858
Sortino Ratio Rank
NEA Omega Ratio Rank: 6060
Omega Ratio Rank
NEA Calmar Ratio Rank: 6565
Calmar Ratio Rank
NEA Martin Ratio Rank: 7474
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. NEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck CEF Municipal Income ETF (XMPT) and Nuveen AMT-Free Quality Municipal Income Fund (NEA). 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.


XMPTNEADifference

Sharpe ratio

Return per unit of total volatility

0.65

0.72

-0.06

Sortino ratio

Return per unit of downside risk

0.90

1.04

-0.14

Omega ratio

Gain probability vs. loss probability

1.14

1.15

-0.02

Calmar ratio

Return relative to maximum drawdown

0.91

1.02

-0.11

Martin ratio

Return relative to average drawdown

2.76

4.27

-1.51

XMPT vs. NEA - Sharpe Ratio Comparison

The current XMPT Sharpe Ratio is 0.65, which is comparable to the NEA Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of XMPT and NEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMPTNEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.72

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.01

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.26

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.31

+0.09

Correlation

The correlation between XMPT and NEA is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XMPT vs. NEA - Dividend Comparison

XMPT's dividend yield for the trailing twelve months is around 5.92%, less than NEA's 7.49% yield.


TTM20252024202320222021202020192018201720162015
XMPT
VanEck CEF Municipal Income ETF
5.92%5.87%5.35%3.81%5.12%3.74%3.79%4.08%5.05%4.84%5.35%5.24%
NEA
Nuveen AMT-Free Quality Municipal Income Fund
7.49%7.36%6.63%3.95%5.49%4.50%4.45%4.46%5.40%5.33%5.70%5.71%

Drawdowns

XMPT vs. NEA - Drawdown Comparison

The maximum XMPT drawdown since its inception was -35.24%, smaller than the maximum NEA drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for XMPT and NEA.


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Drawdown Indicators


XMPTNEADifference

Max Drawdown

Largest peak-to-trough decline

-35.24%

-43.83%

+8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-8.45%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-35.24%

-36.57%

+1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-35.24%

-36.57%

+1.33%

Current Drawdown

Current decline from peak

-11.73%

-8.64%

-3.09%

Average Drawdown

Average peak-to-trough decline

-8.81%

-8.03%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.02%

+0.18%

Volatility

XMPT vs. NEA - Volatility Comparison

The current volatility for VanEck CEF Municipal Income ETF (XMPT) is 3.90%, while Nuveen AMT-Free Quality Municipal Income Fund (NEA) has a volatility of 4.87%. This indicates that XMPT experiences smaller price fluctuations and is considered to be less risky than NEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMPTNEADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.87%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

5.12%

7.04%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

8.46%

11.31%

-2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.24%

11.17%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.33%

11.67%

-1.34%