YFYA vs. IBMP
YFYA (Yields for You Income Strategy A ETF) and IBMP (iShares iBonds Dec 2027 Term Muni Bond ETF) are both exchange-traded funds - YFYA is a Ultrashort Bond fund actively managed by Teucrium, while IBMP is a Municipal Bonds fund tracking the S&P AMT-Free Municipal Callable Factor Adjusted 2027 Series Index. YFYA is actively managed, while IBMP is passively managed. Over the past year, YFYA returned 4.47% vs 2.89% for IBMP. At a 0.04 correlation, their price movements are largely independent. YFYA charges 1.16%/yr vs 0.18%/yr for IBMP.
Performance
YFYA vs. IBMP - Performance Comparison
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Returns By Period
In the year-to-date period, YFYA achieves a 1.67% return, which is significantly higher than IBMP's 1.09% return.
YFYA
- 1D
- -0.10%
- 1M
- 0.31%
- YTD
- 1.67%
- 6M
- 1.66%
- 1Y
- 4.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBMP
- 1D
- 0.08%
- 1M
- 0.25%
- YTD
- 1.09%
- 6M
- 1.21%
- 1Y
- 2.89%
- 3Y*
- 2.80%
- 5Y*
- 0.64%
- 10Y*
- —
YFYA vs. IBMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YFYA Yields for You Income Strategy A ETF | 1.67% | 2.52% |
IBMP iShares iBonds Dec 2027 Term Muni Bond ETF | 1.09% | 3.07% |
Correlation
The correlation between YFYA and IBMP is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025 | 0.04 |
The correlation between YFYA and IBMP shifts across timeframes, from -0.07 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
YFYA vs. IBMP — Risk / Return Rank
YFYA
IBMP
YFYA vs. IBMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Yields for You Income Strategy A ETF (YFYA) and iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP). 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.
| YFYA | IBMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.57 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 4.89 | -2.11 |
| Martin ratioReturn relative to average drawdown | 11.59 | 13.55 | -1.96 |
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Drawdowns
YFYA vs. IBMP - Drawdown Comparison
The maximum YFYA drawdown since its inception was -2.29%, smaller than the maximum IBMP drawdown of -15.24%. Use the drawdown chart below to compare losses from any high point for YFYA and IBMP.
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Drawdown Indicators
| YFYA | IBMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.29% | -15.24% | +12.95% |
Max Drawdown (1Y)Largest decline over 1 year | -1.61% | -0.59% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -2.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.00% | — |
Current DrawdownCurrent decline from peak | -0.66% | 0.00% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -0.35% | -2.70% | +2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 0.21% | +0.18% |
Volatility
YFYA vs. IBMP - Volatility Comparison
Yields for You Income Strategy A ETF (YFYA) has a higher volatility of 1.38% compared to iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) at 0.25%. This indicates that YFYA's price experiences larger fluctuations and is considered to be riskier than IBMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YFYA | IBMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 0.25% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 0.77% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.66% | 1.07% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 2.56% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.59% | 4.99% | -1.40% |
YFYA vs. IBMP - Expense Ratio Comparison
YFYA has a 1.16% expense ratio, which is higher than IBMP's 0.18% expense ratio.
Dividends
YFYA vs. IBMP - Dividend Comparison
YFYA's dividend yield for the trailing twelve months is around 5.17%, more than IBMP's 2.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IBMP iShares iBonds Dec 2027 Term Muni Bond ETF | 2.50% | 2.47% | 2.35% | 2.05% | 1.26% | 0.86% | 1.16% | 1.06% |
YFYA Yields for You Income Strategy A ETF | 5.17% | 3.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YFYA and IBMP have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFYA has higher volatility (1.38%) compared to IBMP (0.25%). In terms of maximum drawdown, YFYA dropped -2.29% vs IBMP's -15.24%.
On 1-year performance, YFYA leads with 4.47% vs 2.89% for IBMP. On fees, IBMP is cheaper at 0.18% per year. On volatility, IBMP has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, YFYA has performed better with a 4.47% return vs 2.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBMP is cheaper with a 0.18% expense ratio, compared with 1.16% for YFYA.
YFYA has the higher dividend yield at 5.17%, compared with 2.50% for IBMP.
YFYA is categorized as Ultrashort Bond, while IBMP is Municipal Bonds. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.16% for YFYA and 0.18% for IBMP.
IBMP currently has the higher Sharpe Ratio (2.71 vs 1.23), 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.
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