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XMPT vs. NHYM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMPT vs. NHYM - Performance Comparison

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

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XMPT vs. NHYM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XMPT achieves a -0.80% return, which is significantly lower than NHYM's 0.27% 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%

NHYM

1D
0.57%
1M
-2.08%
YTD
0.27%
6M
2.40%
1Y
3.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMPT vs. NHYM - Expense Ratio Comparison

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


Return for Risk

XMPT vs. NHYM — 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

NHYM
NHYM Risk / Return Rank: 2525
Overall Rank
NHYM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
NHYM Sortino Ratio Rank: 2222
Sortino Ratio Rank
NHYM Omega Ratio Rank: 2626
Omega Ratio Rank
NHYM Calmar Ratio Rank: 2828
Calmar Ratio Rank
NHYM Martin Ratio Rank: 2323
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. NHYM - Risk-Adjusted Trends Comparison

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


XMPTNHYMDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.49

+0.16

Sortino ratio

Return per unit of downside risk

0.90

0.66

+0.25

Omega ratio

Gain probability vs. loss probability

1.14

1.11

+0.03

Calmar ratio

Return relative to maximum drawdown

0.91

0.69

+0.22

Martin ratio

Return relative to average drawdown

2.76

1.56

+1.20

XMPT vs. NHYM - Sharpe Ratio Comparison

The current XMPT Sharpe Ratio is 0.65, which is higher than the NHYM Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of XMPT and NHYM, 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


XMPTNHYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.49

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.48

-0.08

Correlation

The correlation between XMPT and NHYM is 0.46, 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. NHYM - Dividend Comparison

XMPT's dividend yield for the trailing twelve months is around 5.92%, more than NHYM's 4.52% 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%
NHYM
Nuveen High Yield Municipal Income ETF
4.52%4.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XMPT vs. NHYM - Drawdown Comparison

The maximum XMPT drawdown since its inception was -35.24%, which is greater than NHYM's maximum drawdown of -6.11%. Use the drawdown chart below to compare losses from any high point for XMPT and NHYM.


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Drawdown Indicators


XMPTNHYMDifference

Max Drawdown

Largest peak-to-trough decline

-35.24%

-6.11%

-29.13%

Max Drawdown (1Y)

Largest decline over 1 year

-6.64%

-5.52%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-35.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.24%

Current Drawdown

Current decline from peak

-11.73%

-2.08%

-9.65%

Average Drawdown

Average peak-to-trough decline

-8.81%

-1.89%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.44%

-0.24%

Volatility

XMPT vs. NHYM - Volatility Comparison

VanEck CEF Municipal Income ETF (XMPT) has a higher volatility of 3.90% compared to Nuveen High Yield Municipal Income ETF (NHYM) at 1.62%. This indicates that XMPT's price experiences larger fluctuations and is considered to be riskier than NHYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMPTNHYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

1.62%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

5.12%

2.67%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

8.46%

6.38%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.24%

6.19%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.33%

6.19%

+4.14%