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AMUB vs. BSMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMUB vs. BSMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Alerian MLP Index ETN Class B (AMUB) and Invesco BulletShares 2031 Municipal Bond ETF (BSMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMUB achieves a 16.97% return, which is significantly higher than BSMV's 0.68% return.


AMUB

1D
-0.23%
1M
-2.08%
YTD
16.97%
6M
15.25%
1Y
15.77%
3Y*
15.80%
5Y*
12.34%
10Y*
3.05%

BSMV

1D
0.04%
1M
0.40%
YTD
0.68%
6M
0.96%
1Y
5.82%
3Y*
3.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMUB vs. BSMV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AMUB
ETRACS Alerian MLP Index ETN Class B
16.97%2.05%15.68%16.89%21.91%3.80%
BSMV
Invesco BulletShares 2031 Municipal Bond ETF
0.68%4.03%-0.28%6.99%-15.32%0.66%

Correlation

The correlation between AMUB and BSMV is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

0.00

The correlation between AMUB and BSMV shifts across timeframes, from -0.21 (1 year) to 0.01 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AMUB vs. BSMV — Risk / Return Rank

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

AMUB
AMUB Risk / Return Rank: 3131
Overall Rank
AMUB Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AMUB Sortino Ratio Rank: 3131
Sortino Ratio Rank
AMUB Omega Ratio Rank: 3030
Omega Ratio Rank
AMUB Calmar Ratio Rank: 3131
Calmar Ratio Rank
AMUB Martin Ratio Rank: 3131
Martin Ratio Rank

BSMV
BSMV Risk / Return Rank: 6464
Overall Rank
BSMV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BSMV Sortino Ratio Rank: 7979
Sortino Ratio Rank
BSMV Omega Ratio Rank: 8282
Omega Ratio Rank
BSMV Calmar Ratio Rank: 4343
Calmar Ratio Rank
BSMV Martin Ratio Rank: 4141
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.

AMUB vs. BSMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Alerian MLP Index ETN Class B (AMUB) and Invesco BulletShares 2031 Municipal Bond ETF (BSMV). 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.


AMUBBSMVDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.20

1.48

-0.28

Calmar ratioReturn relative to maximum drawdown

1.53

2.09

-0.56

Martin ratioReturn relative to average drawdown

4.52

6.48

-1.96

AMUB vs. BSMV - Sharpe Ratio Comparison

The current AMUB Sharpe Ratio is 1.18, which is lower than the BSMV Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of AMUB and BSMV, 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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Sharpe Ratios by Period


AMUBBSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

2.32

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.19

+0.19

Drawdowns

AMUB vs. BSMV - Drawdown Comparison

The maximum AMUB drawdown since its inception was -79.46%, which is greater than BSMV's maximum drawdown of -20.68%. Use the drawdown chart below to compare losses from any high point for AMUB and BSMV.


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Drawdown Indicators


AMUBBSMVDifference

Max Drawdown

Largest peak-to-trough decline

-79.46%

-20.68%

-58.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-2.79%

-7.58%

Max Drawdown (3Y)

Largest decline over 3 years

-17.22%

-6.63%

-10.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

Max Drawdown (10Y)

Largest decline over 10 years

-78.86%

Current Drawdown

Current decline from peak

-6.15%

-5.43%

-0.72%

Average Drawdown

Average peak-to-trough decline

-29.23%

-10.44%

-18.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

0.90%

+2.61%

Volatility

AMUB vs. BSMV - Volatility Comparison

ETRACS Alerian MLP Index ETN Class B (AMUB) has a higher volatility of 5.40% compared to Invesco BulletShares 2031 Municipal Bond ETF (BSMV) at 0.82%. This indicates that AMUB's price experiences larger fluctuations and is considered to be riskier than BSMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMUBBSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

0.82%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

1.79%

+8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

2.51%

+11.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.24%

5.69%

+14.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.09%

5.69%

+21.40%

AMUB vs. BSMV - Expense Ratio Comparison

AMUB has a 0.80% expense ratio, which is higher than BSMV's 0.18% expense ratio.


Dividends

AMUB vs. BSMV - Dividend Comparison

AMUB has not paid dividends to shareholders, while BSMV's dividend yield for the trailing twelve months is around 2.90%.


PositionTTM20252024202320222021
AMUB
ETRACS Alerian MLP Index ETN Class B
0.00%0.00%0.00%0.00%0.00%0.00%
BSMV
Invesco BulletShares 2031 Municipal Bond ETF
2.90%2.93%3.10%2.59%2.21%0.24%

Frequently Asked Questions


AMUB and BSMV have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMUB has higher volatility (5.40%) compared to BSMV (0.82%). In terms of maximum drawdown, AMUB dropped -79.46% vs BSMV's -20.68%.

On 3-year performance, AMUB leads with 15.80% vs 3.08% for BSMV. On fees, BSMV is cheaper at 0.18% per year. On volatility, BSMV has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AMUB has performed better with a 15.80% return vs 3.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMV is cheaper with a 0.18% expense ratio, compared with 0.80% for AMUB.

BSMV has the higher dividend yield at 2.90%, compared with 0.00% for AMUB.

AMUB is categorized as MLPs, while BSMV is Municipal Bonds. AMUB tracks Alerian MLP Index, while BSMV tracks Invesco BulletShares Municipal Bond 2031 Index. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.80% for AMUB and 0.18% for BSMV.

BSMV currently has the higher Sharpe Ratio (2.32 vs 1.18), 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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