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BSMQ vs. ZTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSMQ vs. ZTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and X-Square Municipal Income Tax Free ETF (ZTAX). The values are adjusted to include any dividend payments, if applicable.

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BSMQ vs. ZTAX - Yearly Performance Comparison


2026 (YTD)202520242023
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
0.55%3.12%1.99%3.11%
ZTAX
X-Square Municipal Income Tax Free ETF
0.90%-1.02%7.98%9.14%

Returns By Period

In the year-to-date period, BSMQ achieves a 0.55% return, which is significantly lower than ZTAX's 0.90% return.


BSMQ

1D
-0.06%
1M
-0.03%
YTD
0.55%
6M
1.43%
1Y
2.72%
3Y*
2.48%
5Y*
0.49%
10Y*

ZTAX

1D
0.00%
1M
0.80%
YTD
0.90%
6M
4.82%
1Y
5.47%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSMQ vs. ZTAX - Expense Ratio Comparison

BSMQ has a 0.18% expense ratio, which is lower than ZTAX's 1.14% expense ratio.


Return for Risk

BSMQ vs. ZTAX — Risk / Return Rank

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

BSMQ
BSMQ Risk / Return Rank: 7070
Overall Rank
BSMQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BSMQ Sortino Ratio Rank: 7373
Sortino Ratio Rank
BSMQ Omega Ratio Rank: 8080
Omega Ratio Rank
BSMQ Calmar Ratio Rank: 5555
Calmar Ratio Rank
BSMQ Martin Ratio Rank: 6868
Martin Ratio Rank

ZTAX
ZTAX Risk / Return Rank: 1919
Overall Rank
ZTAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ZTAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
ZTAX Omega Ratio Rank: 2020
Omega Ratio Rank
ZTAX Calmar Ratio Rank: 2222
Calmar Ratio Rank
ZTAX Martin Ratio Rank: 2020
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. ZTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) and X-Square Municipal Income Tax Free ETF (ZTAX). 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.


BSMQZTAXDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.21

+1.21

Sortino ratio

Return per unit of downside risk

1.93

0.49

+1.44

Omega ratio

Gain probability vs. loss probability

1.32

1.08

+0.24

Calmar ratio

Return relative to maximum drawdown

1.55

0.52

+1.03

Martin ratio

Return relative to average drawdown

7.71

1.39

+6.33

BSMQ vs. ZTAX - Sharpe Ratio Comparison

The current BSMQ Sharpe Ratio is 1.42, which is higher than the ZTAX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of BSMQ and ZTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSMQZTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.21

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.22

+0.03

Correlation

The correlation between BSMQ and ZTAX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BSMQ vs. ZTAX - Dividend Comparison

BSMQ's dividend yield for the trailing twelve months is around 2.77%, less than ZTAX's 4.52% yield.


TTM2025202420232022202120202019
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
2.77%2.74%2.75%2.47%1.60%1.14%1.57%0.44%
ZTAX
X-Square Municipal Income Tax Free ETF
4.52%4.58%4.55%2.14%0.00%0.00%0.00%0.00%

Drawdowns

BSMQ vs. ZTAX - Drawdown Comparison

The maximum BSMQ drawdown since its inception was -13.18%, smaller than the maximum ZTAX drawdown of -15.33%. Use the drawdown chart below to compare losses from any high point for BSMQ and ZTAX.


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Drawdown Indicators


BSMQZTAXDifference

Max Drawdown

Largest peak-to-trough decline

-13.18%

-15.33%

+2.15%

Max Drawdown (1Y)

Largest decline over 1 year

-1.57%

-10.47%

+8.90%

Max Drawdown (5Y)

Largest decline over 5 years

-11.50%

Current Drawdown

Current decline from peak

-0.10%

-5.92%

+5.82%

Average Drawdown

Average peak-to-trough decline

-3.56%

-6.87%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

3.92%

-3.56%

Volatility

BSMQ vs. ZTAX - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) is 0.36%, while X-Square Municipal Income Tax Free ETF (ZTAX) has a volatility of 9.47%. This indicates that BSMQ experiences smaller price fluctuations and is considered to be less risky than ZTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMQZTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

9.47%

-9.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.95%

24.05%

-23.10%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

25.93%

-24.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

27.25%

-24.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

27.25%

-22.40%