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BSMQ vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMQ vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and ProShares UltraShort Yen (YCS). 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 0.88% return, which is significantly lower than YCS's 9.35% return.


BSMQ

1D
-0.15%
1M
0.19%
YTD
0.88%
6M
0.96%
1Y
2.95%
3Y*
2.81%
5Y*
0.29%
10Y*

YCS

1D
0.88%
1M
3.65%
YTD
9.35%
6M
8.16%
1Y
30.84%
3Y*
19.46%
5Y*
23.76%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMQ vs. YCS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
0.88%3.12%1.99%3.60%-7.62%1.05%5.26%0.28%
YCS
ProShares UltraShort Yen
9.35%9.04%35.41%28.70%29.09%22.38%-11.18%2.98%

Correlation

The correlation between BSMQ and YCS is -0.15, 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

-0.15

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

-0.18

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

-0.26

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

-0.25

The correlation between BSMQ and YCS shifts across timeframes, from -0.26 (5 years) to -0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BSMQ vs. YCS — 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: 7272
Sharpe Ratio Rank
BSMQ Sortino Ratio Rank: 8383
Sortino Ratio Rank
BSMQ Omega Ratio Rank: 8080
Omega Ratio Rank
BSMQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
BSMQ Martin Ratio Rank: 9393
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6565
Overall Rank
YCS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 5353
Sortino Ratio Rank
YCS Omega Ratio Rank: 6262
Omega Ratio Rank
YCS Calmar Ratio Rank: 8080
Calmar Ratio Rank
YCS Martin Ratio Rank: 7070
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. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and ProShares UltraShort Yen (YCS). 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.


BSMQYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.45

1.36

+0.09

Calmar ratioReturn relative to maximum drawdown

8.79

3.98

+4.81

Martin ratioReturn relative to average drawdown

23.27

12.43

+10.84

BSMQ vs. YCS - Sharpe Ratio Comparison

The current BSMQ Sharpe Ratio is 2.20, which is comparable to the YCS Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BSMQ and YCS, 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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Drawdowns

BSMQ vs. YCS - Drawdown Comparison

The maximum BSMQ drawdown since its inception was -13.18%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BSMQ and YCS.


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Drawdown Indicators


BSMQYCSDifference

Max Drawdown

Largest peak-to-trough decline

-13.18%

-49.56%

+36.38%

Max Drawdown (1Y)

Largest decline over 1 year

-0.33%

-8.30%

+7.97%

Max Drawdown (3Y)

Largest decline over 3 years

-2.53%

-23.05%

+20.52%

Max Drawdown (5Y)

Largest decline over 5 years

-11.50%

-27.32%

+15.82%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-3.45%

-19.88%

+16.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

2.65%

-2.53%

Volatility

BSMQ vs. YCS - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) is 0.38%, while ProShares UltraShort Yen (YCS) has a volatility of 2.25%. This indicates that BSMQ experiences smaller price fluctuations and is considered to be less risky than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMQYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

2.25%

-1.87%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

12.24%

-11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

1.31%

16.99%

-15.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.66%

21.09%

-18.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

18.98%

-14.20%

BSMQ vs. YCS - Expense Ratio Comparison

BSMQ has a 0.18% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

BSMQ vs. YCS - Dividend Comparison

BSMQ's dividend yield for the trailing twelve months is around 2.76%, while YCS 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%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMQ and YCS have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.25%) compared to BSMQ (0.38%). In terms of maximum drawdown, BSMQ dropped -13.18% vs YCS's -49.56%.

On 5-year performance, YCS leads with 23.76% 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 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, YCS has performed better with a 23.76% 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 1.00% for YCS.

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

BSMQ is categorized as Municipal Bonds, while YCS is Leveraged Currency. BSMQ tracks Invesco BulletShares Municipal Bond 2026 Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.18% for BSMQ and 1.00% for YCS.

BSMQ currently has the higher Sharpe Ratio (2.20 vs 1.95), 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 YCS

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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