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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 2029 Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$276M

Share Price Chart


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Performance

BSMT Performance Chart

Invesco BulletShares 2029 Municipal Bond ETF (BSMT) is up 0.8% since the beginning of the year. BSMT is currently trading at $23 per share. Investors who bought $1,000 worth of BSMT shares 5 years ago would now be looking at an investment worth $986.


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S&P 500 Index

Returns By Period

Invesco BulletShares 2029 Municipal Bond ETF (BSMT) has returned 0.78% so far this year and 4.76% over the past 12 months.


Invesco BulletShares 2029 Municipal Bond ETF

1D
-0.07%
1M
0.52%
YTD
0.78%
6M
1.15%
1Y
4.76%
3Y*
3.05%
5Y*
-0.28%
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)

BSMT Monthly Returns History

Based on dividend-adjusted daily data since Sep 25, 2019, BSMT's average daily return is 0.00%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2022 with a return of +5.5%, while the worst month was Mar 2020 at -4.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BSMT closed higher 46% of trading days. The best single day was Mar 30, 2020 with a return of +6.6%, while the worst single day was Mar 12, 2020 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.74%0.67%-1.28%0.39%0.52%-0.24%0.78%
20250.37%1.23%-1.75%-0.66%0.45%0.82%0.56%0.72%1.16%-0.04%0.59%0.32%3.79%
2024-0.07%-0.21%-0.17%-1.28%-0.29%0.88%1.18%0.36%0.73%-1.05%1.29%-0.96%0.38%
20232.92%-2.35%2.32%-0.75%-0.90%0.58%0.16%-0.95%-2.32%-1.00%5.29%2.59%5.41%
2022-3.18%-0.53%-4.18%-3.92%1.67%-1.97%2.94%-2.74%-4.02%-0.57%5.46%-0.07%-11.01%
20210.59%-2.96%1.05%1.24%0.46%0.71%0.76%-0.46%-1.10%-0.08%1.06%0.23%1.42%

Benchmark Metrics

Invesco BulletShares 2029 Municipal Bond ETF has an annualized alpha of 0.22%, beta of 0.06, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since September 25, 2019.

  • This ETF participated in 29.75% of S&P 500 Index downside but only 14.05% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R2 of 0.04 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 0.04 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
0.22%
Beta
0.06
0.04
Upside Capture
14.05%
Downside Capture
29.75%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BSMT ranks 79 for risk / return — better than 79% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BSMT Risk / Return Rank: 7979
Overall Rank
BSMT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BSMT Sortino Ratio Rank: 9393
Sortino Ratio Rank
BSMT Omega Ratio Rank: 9292
Omega Ratio Rank
BSMT Calmar Ratio Rank: 6464
Calmar Ratio Rank
BSMT Martin Ratio Rank: 5858
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco BulletShares 2029 Municipal Bond ETF (BSMT) 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.


BSMTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.56

1.34

+0.22

Calmar ratioReturn relative to maximum drawdown

2.90

2.53

+0.37

Martin ratioReturn relative to average drawdown

9.29

11.37

-2.08

Dividends

Dividend History

Invesco BulletShares 2029 Municipal Bond ETF provided a 2.74% dividend yield over the last twelve months, with an annual payout of $0.63 per share. The fund has been increasing its distributions for 4 consecutive years.


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$0.63$0.64$0.64$0.62$0.38$0.34$0.48$0.12

Dividend yield

2.74%2.78%2.80%2.62%1.65%1.31%1.82%0.48%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco BulletShares 2029 Municipal Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.05$0.05$0.05$0.05$0.00$0.26
2025$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.64
2024$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.64
2023$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
2022$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.38
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34

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 2029 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 2029 Municipal Bond ETF was 16.20%, occurring on Oct 31, 2022. The portfolio has not yet recovered.

The current Invesco BulletShares 2029 Municipal Bond ETF drawdown is 2.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.20%Oct 2022
1y 3mo
4y 11moJul 2021 - now
COVID crash2020
-15.10%Mar 2020
24d4mo 2d
4mo 26dFeb 2020 - Jul 2020
2021 pullback2021
-3.42%Feb 2021
10d3mo 13d
3mo 23dFeb 2021 - Jun 2021
2020 pullback2020
-2.88%Oct 2020
2mo 11d1mo 17d
3mo 28dAug 2020 - Dec 2020
2019 pullback2019
-2.14%Nov 2019
28d2mo 2d
3moOct 2019 - Jan 2020

Drawdown Indicators


BSMTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.20%

-56.78%

+40.58%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-9.10%

+7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-4.79%

-18.90%

+14.11%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

-25.43%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.24%

-2.34%

+0.10%

Average Drawdown

Average peak-to-trough decline

-5.63%

-10.72%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

2.02%

-1.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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