PortfoliosLab logoPortfoliosLab logo
BSMQ vs. IBMN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMQ vs. IBMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BSMQ

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

IBMN

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
1.20%
3Y*
2.44%
5Y*
0.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMQ vs. IBMN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
0.73%3.12%1.99%3.60%-7.62%1.05%5.26%0.24%
IBMN
iShares iBonds Dec 2025 Term Muni Bond ETF
0.00%2.49%2.33%2.42%-4.43%-0.41%4.83%0.96%

Correlation

The correlation between BSMQ and IBMN is 0.05, 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 (1Y)
Calculated over the trailing 1-year period

0.05

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

0.29

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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.46

Over the past year, the correlation between BSMQ and IBMN has dropped to 0.05 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BSMQ vs. IBMN — 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

IBMN
IBMN Risk / Return Rank: 8484
Overall Rank
IBMN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBMN Sortino Ratio Rank: 7878
Sortino Ratio Rank
IBMN Omega Ratio Rank: 9393
Omega Ratio Rank
IBMN Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBMN Martin Ratio Rank: 9393
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. IBMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN). 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.


BSMQIBMNDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.48

1.66

-0.18

Calmar ratioReturn relative to maximum drawdown

9.43

6.02

+3.41

Martin ratioReturn relative to average drawdown

24.69

24.21

+0.47

BSMQ vs. IBMN - Sharpe Ratio Comparison

The current BSMQ Sharpe Ratio is 2.32, which is comparable to the IBMN Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BSMQ and IBMN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BSMQIBMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.12

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.28

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.58

-0.34

Drawdowns

BSMQ vs. IBMN - Drawdown Comparison

The maximum BSMQ drawdown since its inception was -13.18%, which is greater than IBMN's maximum drawdown of -12.40%. Use the drawdown chart below to compare losses from any high point for BSMQ and IBMN.


Loading charts...

Drawdown Indicators


BSMQIBMNDifference

Max Drawdown

Largest peak-to-trough decline

-13.18%

-12.40%

-0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-0.33%

-0.25%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-2.53%

-1.10%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-11.50%

-7.36%

-4.14%

Current Drawdown

Current decline from peak

-0.12%

-0.05%

-0.07%

Average Drawdown

Average peak-to-trough decline

-3.48%

-1.81%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

0.10%

+0.02%

Volatility

BSMQ vs. IBMN - Volatility Comparison

Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) has a higher volatility of 0.39% compared to iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN) at 0.00%. This indicates that BSMQ's price experiences larger fluctuations and is considered to be riskier than IBMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BSMQIBMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

0.00%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

0.50%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

0.71%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

1.80%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

3.89%

+0.90%

BSMQ vs. IBMN - Expense Ratio Comparison

Both BSMQ and IBMN have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BSMQ vs. IBMN - Dividend Comparison

BSMQ's dividend yield for the trailing twelve months is around 2.76%, more than IBMN's 1.14% yield.


PositionTTM20252024202320222021202020192018
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
2.76%2.74%2.75%2.47%1.60%1.14%1.57%0.44%0.00%
IBMN
iShares iBonds Dec 2025 Term Muni Bond ETF
1.14%2.03%2.03%1.72%0.97%0.70%1.11%1.65%0.23%

Frequently Asked Questions


BSMQ and IBMN have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSMQ has higher volatility (0.39%) compared to IBMN (0.00%). In terms of maximum drawdown, BSMQ dropped -13.18% vs IBMN's -12.40%.

On 5-year performance, IBMN leads with 0.47% vs 0.29% for BSMQ. Both ETFs have the same 0.18% expense ratio. On volatility, IBMN has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBMN has performed better with a 0.47% return vs 0.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMQ and IBMN have the same expense ratio: 0.18% per year.

BSMQ has the higher dividend yield at 2.76%, compared with 1.14% for IBMN.

BSMQ tracks Invesco BulletShares Municipal Bond 2026 Index, while IBMN tracks S&P AMT-Free Municipal Series Dec 2025 Index. They also come from different issuers: Invesco and iShares.

BSMQ currently has the higher Sharpe Ratio (2.32 vs 2.12), 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

Find the right allocation for BSMQ and IBMN

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

Open Portfolio Optimizer