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BKMS vs. UPGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKMS vs. UPGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Municipal Short Duration ETF (BKMS) and Xtrackers US Green Infrastructure Select Equity ETF (UPGR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BKMS

1D
0.02%
1M
0.06%
6M
0.77%
YTD
1Y
3Y*
5Y*
10Y*

UPGR

1D
0.62%
1M
-4.54%
6M
-0.75%
YTD
6.84%
1Y
32.03%
3Y*
2.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKMS vs. UPGR - Yearly Performance Comparison


Correlation

The correlation between BKMS and UPGR is 0.01, 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 (All Time)
Calculated using the full available price history since Jan 12, 2026

0.01

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Return for Risk

BKMS vs. UPGR — Risk / Return Rank

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

BKMS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


UPGR
UPGR Risk / Return Rank: 3535
Overall Rank
UPGR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UPGR Sortino Ratio Rank: 3333
Sortino Ratio Rank
UPGR Omega Ratio Rank: 3030
Omega Ratio Rank
UPGR Calmar Ratio Rank: 4646
Calmar Ratio Rank
UPGR Martin Ratio Rank: 3434
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.

BKMS vs. UPGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Municipal Short Duration ETF (BKMS) and Xtrackers US Green Infrastructure Select Equity ETF (UPGR). 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.


BKMSUPGRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.90

Martin ratioReturn relative to average drawdown

4.17

BKMS vs. UPGR - Sharpe Ratio Comparison


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Drawdowns

BKMS vs. UPGR - Drawdown Comparison

The maximum BKMS drawdown since its inception was -0.87%, smaller than the maximum UPGR drawdown of -46.60%. Use the drawdown chart below to compare losses from any high point for BKMS and UPGR.


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Drawdown Indicators


BKMSUPGRDifference

Max Drawdown

Largest peak-to-trough decline

-0.87%

-46.60%

+45.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.90%

Max Drawdown (3Y)

Largest decline over 3 years

-46.60%

Current Drawdown

Current decline from peak

-0.12%

-14.70%

+14.58%

Average Drawdown

Average peak-to-trough decline

-0.24%

-20.14%

+19.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

Volatility

BKMS vs. UPGR - Volatility Comparison


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Volatility by Period


BKMSUPGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.85%

Volatility (6M)

Calculated over the trailing 6-month period

23.22%

Volatility (1Y)

Calculated over the trailing 1-year period

1.25%

32.43%

-31.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.25%

30.98%

-29.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.25%

30.98%

-29.73%

BKMS vs. UPGR - Expense Ratio Comparison

Both BKMS and UPGR have an expense ratio of 0.35%.


Dividends

BKMS vs. UPGR - Dividend Comparison

BKMS's dividend yield for the trailing twelve months is around 1.36%, more than UPGR's 0.30% yield.


PositionTTM202520242023
BKMS
BNY Mellon Municipal Short Duration ETF
1.36%0.00%0.00%0.00%
UPGR
Xtrackers US Green Infrastructure Select Equity ETF
0.30%0.39%1.16%0.32%

Frequently Asked Questions


BKMS and UPGR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BKMS and UPGR have the same expense ratio: 0.35% per year.

BKMS has the higher dividend yield at 1.36%, compared with 0.30% for UPGR.

BKMS is categorized as Municipal Bonds, while UPGR is Energy Equities. They also come from different issuers: BNY Mellon and Xtrackers.

Portfolio Optimizer

Find the right allocation for BKMS and UPGR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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