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BSMQ vs. AVMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMQ vs. AVMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and Avantis Core Municipal Fixed Income ETF (AVMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSMQ achieves a 0.73% return, which is significantly lower than AVMU's 1.71% return.


BSMQ

1D
-0.06%
1M
0.14%
YTD
0.73%
6M
1.17%
1Y
3.08%
3Y*
2.92%
5Y*
0.29%
10Y*

AVMU

1D
0.06%
1M
0.54%
YTD
1.71%
6M
2.83%
1Y
8.50%
3Y*
3.75%
5Y*
0.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMQ vs. AVMU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
0.73%3.12%1.99%3.60%-7.62%1.05%0.16%
AVMU
Avantis Core Municipal Fixed Income ETF
1.71%3.87%1.72%5.18%-7.33%0.27%0.19%

Correlation

The correlation between BSMQ and AVMU is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.62

Over the past year, the correlation between BSMQ and AVMU has dropped to 0.19 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

BSMQ vs. AVMU — Risk / Return Rank

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

BSMQ
BSMQ Risk / Return Rank: 8585
Overall Rank
BSMQ Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BSMQ Sortino Ratio Rank: 8282
Sortino Ratio Rank
BSMQ Omega Ratio Rank: 8181
Omega Ratio Rank
BSMQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
BSMQ Martin Ratio Rank: 9393
Martin Ratio Rank

AVMU
AVMU Risk / Return Rank: 7373
Overall Rank
AVMU Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AVMU Sortino Ratio Rank: 8787
Sortino Ratio Rank
AVMU Omega Ratio Rank: 8888
Omega Ratio Rank
AVMU Calmar Ratio Rank: 5252
Calmar Ratio Rank
AVMU Martin Ratio Rank: 5656
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.

BSMQ vs. AVMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and Avantis Core Municipal Fixed Income ETF (AVMU). 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.


BSMQAVMUDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.48

1.56

-0.07

Calmar ratioReturn relative to maximum drawdown

9.43

2.57

+6.86

Martin ratioReturn relative to average drawdown

24.69

9.69

+15.00

BSMQ vs. AVMU - Sharpe Ratio Comparison

The current BSMQ Sharpe Ratio is 2.32, which is comparable to the AVMU Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of BSMQ and AVMU, 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


BSMQAVMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.62

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.23

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.24

+0.01

Drawdowns

BSMQ vs. AVMU - Drawdown Comparison

The maximum BSMQ drawdown since its inception was -13.18%, which is greater than AVMU's maximum drawdown of -12.41%. Use the drawdown chart below to compare losses from any high point for BSMQ and AVMU.


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Drawdown Indicators


BSMQAVMUDifference

Max Drawdown

Largest peak-to-trough decline

-13.18%

-12.41%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.33%

-3.32%

+2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-2.53%

-6.38%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-11.50%

-12.41%

+0.91%

Current Drawdown

Current decline from peak

-0.12%

-0.53%

+0.41%

Average Drawdown

Average peak-to-trough decline

-3.48%

-3.77%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

0.88%

-0.76%

Volatility

BSMQ vs. AVMU - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) is 0.39%, while Avantis Core Municipal Fixed Income ETF (AVMU) has a volatility of 1.19%. This indicates that BSMQ experiences smaller price fluctuations and is considered to be less risky than AVMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMQAVMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

1.19%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

2.31%

-1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

3.26%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

4.13%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

3.99%

+0.80%

BSMQ vs. AVMU - Expense Ratio Comparison

BSMQ has a 0.18% expense ratio, which is higher than AVMU's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSMQ vs. AVMU - Dividend Comparison

BSMQ's dividend yield for the trailing twelve months is around 2.76%, less than AVMU's 3.22% yield.


PositionTTM2025202420232022202120202019
AVMU
Avantis Core Municipal Fixed Income ETF
3.22%3.50%3.32%2.50%1.29%0.77%0.00%0.00%
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
2.76%2.74%2.75%2.47%1.60%1.14%1.57%0.44%

Frequently Asked Questions


BSMQ and AVMU have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVMU has higher volatility (1.19%) compared to BSMQ (0.39%). In terms of maximum drawdown, BSMQ dropped -13.18% vs AVMU's -12.41%.

On 5-year performance, AVMU leads with 0.95% vs 0.29% for BSMQ. On fees, AVMU is cheaper at 0.15% per year. On volatility, BSMQ has been the lower-risk option at 0.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVMU has performed better with a 0.95% return vs 0.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVMU is cheaper with a 0.15% expense ratio, compared with 0.18% for BSMQ.

AVMU has the higher dividend yield at 3.22%, compared with 2.76% for BSMQ.

They also come from different issuers: Invesco and Avantis. Their fees differ too: 0.18% for BSMQ and 0.15% for AVMU.

AVMU currently has the higher Sharpe Ratio (2.62 vs 2.32), 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.

Portfolio Optimizer

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