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BSMQ vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMQ vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and United States Oil Fund LP (USO). 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 USO's 97.72% return.


BSMQ

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

USO

1D
-2.92%
1M
-5.15%
YTD
97.72%
6M
91.54%
1Y
97.20%
3Y*
28.78%
5Y*
23.67%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMQ vs. USO - 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%
USO
United States Oil Fund LP
97.72%-8.46%13.35%-4.94%28.97%64.68%-67.79%8.56%

Correlation

The correlation between BSMQ and USO is -0.18, 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

-0.18

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

-0.07

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

-0.05

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

-0.04

The correlation between BSMQ and USO shifts across timeframes, from -0.18 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BSMQ vs. USO — 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

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6161
Sortino Ratio Rank
USO Omega Ratio Rank: 6262
Omega Ratio Rank
USO Calmar Ratio Rank: 8686
Calmar Ratio Rank
USO Martin Ratio Rank: 5454
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. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and United States Oil Fund LP (USO). 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.


BSMQUSODifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.48

1.37

+0.11

Calmar ratioReturn relative to maximum drawdown

9.43

4.79

+4.63

Martin ratioReturn relative to average drawdown

24.69

9.00

+15.69

BSMQ vs. USO - Sharpe Ratio Comparison

The current BSMQ Sharpe Ratio is 2.32, which is comparable to the USO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BSMQ and USO, 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


BSMQUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.21

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.66

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.18

+0.42

Drawdowns

BSMQ vs. USO - Drawdown Comparison

The maximum BSMQ drawdown since its inception was -13.18%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for BSMQ and USO.


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Drawdown Indicators


BSMQUSODifference

Max Drawdown

Largest peak-to-trough decline

-13.18%

-98.19%

+85.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.33%

-20.39%

+20.06%

Max Drawdown (3Y)

Largest decline over 3 years

-2.53%

-26.05%

+23.52%

Max Drawdown (5Y)

Largest decline over 5 years

-11.50%

-36.23%

+24.73%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-0.12%

-85.45%

+85.33%

Average Drawdown

Average peak-to-trough decline

-3.48%

-75.30%

+71.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

10.84%

-10.72%

Volatility

BSMQ vs. USO - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) is 0.39%, while United States Oil Fund LP (USO) has a volatility of 14.97%. This indicates that BSMQ experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMQUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

14.97%

-14.58%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

38.35%

-37.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

44.32%

-42.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

36.09%

-33.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.79%

39.00%

-34.21%

BSMQ vs. USO - Expense Ratio Comparison

BSMQ has a 0.18% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

BSMQ vs. USO - Dividend Comparison

BSMQ's dividend yield for the trailing twelve months is around 2.76%, while USO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
2.76%2.74%2.75%2.47%1.60%1.14%1.57%0.44%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMQ and USO have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.97%) compared to BSMQ (0.39%). In terms of maximum drawdown, BSMQ dropped -13.18% vs USO's -98.19%.

On 5-year performance, USO leads with 23.67% vs 0.29% for BSMQ. On fees, BSMQ is cheaper at 0.18% 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, USO has performed better with a 23.67% return vs 0.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMQ is cheaper with a 0.18% expense ratio, compared with 0.86% for USO.

BSMQ has the higher dividend yield at 2.76%, compared with 0.00% for USO.

BSMQ is categorized as Municipal Bonds, while USO is Oil & Gas. BSMQ tracks Invesco BulletShares Municipal Bond 2026 Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Invesco and USCF. Their fees differ too: 0.18% for BSMQ and 0.86% for USO.

BSMQ currently has the higher Sharpe Ratio (2.32 vs 2.21), 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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