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Issuer
Invesco
Inception Date
Sep 25, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Invesco BulletShares Municipal Bond 2025 Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$181M

Share Price Chart


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Performance

BSMP Performance Chart


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S&P 500 Index

Returns By Period


Invesco BulletShares 2025 Municipal Bond ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.50%
1M
0.31%
YTD
8.56%
6M
8.85%
1Y
24.33%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMP Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%
20250.58%0.19%-0.26%0.16%0.29%0.47%-0.02%0.24%0.33%0.18%0.14%-0.05%2.27%
20240.02%0.04%-0.24%-0.20%0.11%0.52%1.17%0.18%0.13%0.15%0.62%-0.06%2.46%
20231.53%-1.50%1.42%-0.28%-0.44%0.49%0.08%-0.09%-0.86%-0.29%2.30%0.78%3.14%
2022-2.05%-0.28%-1.97%-1.61%1.27%-0.47%1.55%-1.73%-2.44%0.09%2.68%-0.10%-5.09%
20210.24%-1.00%0.34%0.66%0.08%0.15%0.50%-0.04%-0.39%-0.18%0.17%0.08%0.60%

Benchmark Metrics

Invesco BulletShares 2025 Municipal Bond ETF has an annualized alpha of 0.81%, beta of 0.04, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.

  • This ETF participated in 12.52% of S&P 500 Index downside but only 8.19% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R2 of 0.05 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.05 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.81%
Beta
0.04
0.05
Upside Capture
8.19%
Downside Capture
12.52%

Expense Ratio

BSMP has an expense ratio of 0.18%, which is considered low.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco BulletShares 2025 Municipal Bond ETF (BSMP) and compare them to S&P 500 Index.

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.


BSMPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.37

Dividends

Dividend History

Invesco BulletShares 2025 Municipal Bond ETF provided a 1.27% dividend yield over the last twelve months, with an annual payout of $0.31 per share.


0.50%1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.602019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.31$0.58$0.62$0.54$0.30$0.19$0.34$0.09

Dividend yield

1.27%2.35%2.53%2.20%1.23%0.72%1.32%0.35%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco BulletShares 2025 Municipal Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00
2025$0.05$0.05$0.05$0.05$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.01$0.58
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.62
2023$0.04$0.04$0.05$0.04$0.05$0.04$0.05$0.05$0.05$0.05$0.04$0.05$0.54
2022$0.01$0.01$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.04$0.04$0.30
2021$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco BulletShares 2025 Municipal Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco BulletShares 2025 Municipal Bond ETF was 10.77%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-10.77%Mar 2020
13d4mo
4mo 13dMar 2020 - Jul 2020
Bear market2022
-8.11%Oct 2022
1y 2mo2y 1mo
3y 3moAug 2021 - Dec 2024
2021 pullback2021
-1.45%Mar 2021
14d3mo 11d
3mo 25dFeb 2021 - Jun 2021
2025 selloff2025
-0.69%Apr 2025
1mo 14d21d
2mo 5dFeb 2025 - May 2025
2020 pullback2020
-0.63%Oct 2020
2mo 10d13d
2mo 23dAug 2020 - Nov 2020

Drawdown Indicators


BSMPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.34%

Average Drawdown

Average peak-to-trough decline

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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