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ZTAX vs. MLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZTAX vs. MLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in X-Square Municipal Income Tax Free ETF (ZTAX) and VanEck Long Muni ETF (MLN). The values are adjusted to include any dividend payments, if applicable.

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ZTAX vs. MLN - Yearly Performance Comparison


2026 (YTD)202520242023
ZTAX
X-Square Municipal Income Tax Free ETF
0.90%-1.02%7.98%9.14%
MLN
VanEck Long Muni ETF
0.10%1.82%1.54%5.80%

Returns By Period

In the year-to-date period, ZTAX achieves a 0.90% return, which is significantly higher than MLN's 0.10% return.


ZTAX

1D
-2.16%
1M
1.00%
YTD
0.90%
6M
4.68%
1Y
5.44%
3Y*
5Y*
10Y*

MLN

1D
0.35%
1M
-1.74%
YTD
0.10%
6M
1.65%
1Y
4.19%
3Y*
2.56%
5Y*
-0.92%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZTAX vs. MLN - Expense Ratio Comparison

ZTAX has a 1.14% expense ratio, which is higher than MLN's 0.24% expense ratio.


Return for Risk

ZTAX vs. MLN — Risk / Return Rank

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

ZTAX
ZTAX Risk / Return Rank: 1919
Overall Rank
ZTAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ZTAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
ZTAX Omega Ratio Rank: 2121
Omega Ratio Rank
ZTAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
ZTAX Martin Ratio Rank: 2020
Martin Ratio Rank

MLN
MLN Risk / Return Rank: 3131
Overall Rank
MLN Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MLN Sortino Ratio Rank: 2828
Sortino Ratio Rank
MLN Omega Ratio Rank: 3737
Omega Ratio Rank
MLN Calmar Ratio Rank: 3232
Calmar Ratio Rank
MLN Martin Ratio Rank: 2626
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.

ZTAX vs. MLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for X-Square Municipal Income Tax Free ETF (ZTAX) and VanEck Long Muni ETF (MLN). 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.


ZTAXMLNDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.62

-0.41

Sortino ratio

Return per unit of downside risk

0.49

0.82

-0.34

Omega ratio

Gain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratio

Return relative to maximum drawdown

0.43

0.78

-0.35

Martin ratio

Return relative to average drawdown

1.15

2.06

-0.90

ZTAX vs. MLN - Sharpe Ratio Comparison

The current ZTAX Sharpe Ratio is 0.21, which is lower than the MLN Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ZTAX and MLN, 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


ZTAXMLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.62

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.31

-0.10

Correlation

The correlation between ZTAX and MLN is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ZTAX vs. MLN - Dividend Comparison

ZTAX's dividend yield for the trailing twelve months is around 4.52%, more than MLN's 3.78% yield.


TTM20252024202320222021202020192018201720162015
ZTAX
X-Square Municipal Income Tax Free ETF
4.52%4.58%4.55%2.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLN
VanEck Long Muni ETF
3.78%3.73%3.59%3.19%2.67%2.52%2.69%2.98%3.09%2.91%3.16%3.38%

Drawdowns

ZTAX vs. MLN - Drawdown Comparison

The maximum ZTAX drawdown since its inception was -15.33%, smaller than the maximum MLN drawdown of -28.36%. Use the drawdown chart below to compare losses from any high point for ZTAX and MLN.


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Drawdown Indicators


ZTAXMLNDifference

Max Drawdown

Largest peak-to-trough decline

-15.33%

-28.36%

+13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-5.88%

-4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

Current Drawdown

Current decline from peak

-5.92%

-8.25%

+2.33%

Average Drawdown

Average peak-to-trough decline

-6.88%

-5.71%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

2.24%

+1.67%

Volatility

ZTAX vs. MLN - Volatility Comparison

X-Square Municipal Income Tax Free ETF (ZTAX) has a higher volatility of 9.50% compared to VanEck Long Muni ETF (MLN) at 1.95%. This indicates that ZTAX's price experiences larger fluctuations and is considered to be riskier than MLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTAXMLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

1.95%

+7.55%

Volatility (6M)

Calculated over the trailing 6-month period

24.09%

2.81%

+21.28%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

6.83%

+19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.27%

7.28%

+19.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.27%

8.88%

+18.39%