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YFYA vs. IBMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YFYA vs. IBMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yields for You Income Strategy A ETF (YFYA) and iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YFYA vs. IBMP - Yearly Performance Comparison


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

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

YFYA
YFYA Risk / Return Rank: 5252
Overall Rank
YFYA Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
YFYA Sortino Ratio Rank: 3737
Sortino Ratio Rank
YFYA Omega Ratio Rank: 5555
Omega Ratio Rank
YFYA Calmar Ratio Rank: 6262
Calmar Ratio Rank
YFYA Martin Ratio Rank: 6969
Martin Ratio Rank

IBMP
IBMP Risk / Return Rank: 8888
Overall Rank
IBMP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IBMP Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBMP Omega Ratio Rank: 9292
Omega Ratio Rank
IBMP Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBMP Martin Ratio Rank: 7777
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.

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.


YFYAIBMPDifference
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

YFYA vs. IBMP - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.23, which is lower than the IBMP Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of YFYA and IBMP, 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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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


YFYAIBMPDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.66%

0.00%

-0.66%

Average Drawdown

Average peak-to-trough decline

-0.35%

-2.70%

+2.35%

Ulcer Index

Depth 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


YFYAIBMPDifference

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.


PositionTTM2025202420232022202120202019
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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