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BSMR vs. OVM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSMR vs. OVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 Municipal Bond ETF (BSMR) and Overlay Shares Municipal Bond ETF (OVM). The values are adjusted to include any dividend payments, if applicable.

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BSMR vs. OVM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSMR
Invesco BulletShares 2027 Municipal Bond ETF
0.62%3.10%1.51%4.47%-7.60%1.09%4.97%0.16%
OVM
Overlay Shares Municipal Bond ETF
1.20%4.14%3.42%7.35%-11.26%4.22%6.17%1.72%

Returns By Period

In the year-to-date period, BSMR achieves a 0.62% return, which is significantly lower than OVM's 1.20% return.


BSMR

1D
0.10%
1M
-0.35%
YTD
0.62%
6M
1.30%
1Y
3.25%
3Y*
2.49%
5Y*
0.67%
10Y*

OVM

1D
0.57%
1M
-1.86%
YTD
1.20%
6M
3.29%
1Y
7.50%
3Y*
4.29%
5Y*
1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSMR vs. OVM - Expense Ratio Comparison

BSMR has a 0.18% expense ratio, which is lower than OVM's 0.82% expense ratio.


Return for Risk

BSMR vs. OVM — Risk / Return Rank

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

BSMR
BSMR Risk / Return Rank: 6868
Overall Rank
BSMR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSMR Sortino Ratio Rank: 6767
Sortino Ratio Rank
BSMR Omega Ratio Rank: 8787
Omega Ratio Rank
BSMR Calmar Ratio Rank: 5050
Calmar Ratio Rank
BSMR Martin Ratio Rank: 6262
Martin Ratio Rank

OVM
OVM Risk / Return Rank: 7575
Overall Rank
OVM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
OVM Sortino Ratio Rank: 7474
Sortino Ratio Rank
OVM Omega Ratio Rank: 7575
Omega Ratio Rank
OVM Calmar Ratio Rank: 7777
Calmar Ratio Rank
OVM Martin Ratio Rank: 7676
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.

BSMR vs. OVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Municipal Bond ETF (BSMR) and Overlay Shares Municipal Bond ETF (OVM). 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.


BSMROVMDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.33

-0.01

Sortino ratio

Return per unit of downside risk

1.70

1.86

-0.16

Omega ratio

Gain probability vs. loss probability

1.35

1.29

+0.07

Calmar ratio

Return relative to maximum drawdown

1.30

2.05

-0.75

Martin ratio

Return relative to average drawdown

6.24

8.19

-1.95

BSMR vs. OVM - Sharpe Ratio Comparison

The current BSMR Sharpe Ratio is 1.32, which is comparable to the OVM Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BSMR and OVM, 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


BSMROVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.33

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.27

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.37

-0.16

Correlation

The correlation between BSMR and OVM is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSMR vs. OVM - Dividend Comparison

BSMR's dividend yield for the trailing twelve months is around 2.75%, less than OVM's 6.76% yield.


TTM2025202420232022202120202019
BSMR
Invesco BulletShares 2027 Municipal Bond ETF
2.75%2.77%2.78%2.72%1.40%1.00%1.49%0.45%
OVM
Overlay Shares Municipal Bond ETF
6.76%5.45%4.91%4.66%4.21%6.10%3.97%0.58%

Drawdowns

BSMR vs. OVM - Drawdown Comparison

The maximum BSMR drawdown since its inception was -13.49%, smaller than the maximum OVM drawdown of -15.58%. Use the drawdown chart below to compare losses from any high point for BSMR and OVM.


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Drawdown Indicators


BSMROVMDifference

Max Drawdown

Largest peak-to-trough decline

-13.49%

-15.58%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-3.89%

+1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-15.58%

+3.56%

Current Drawdown

Current decline from peak

-0.37%

-1.86%

+1.49%

Average Drawdown

Average peak-to-trough decline

-3.57%

-4.11%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.97%

-0.43%

Volatility

BSMR vs. OVM - Volatility Comparison

The current volatility for Invesco BulletShares 2027 Municipal Bond ETF (BSMR) is 0.41%, while Overlay Shares Municipal Bond ETF (OVM) has a volatility of 1.98%. This indicates that BSMR experiences smaller price fluctuations and is considered to be less risky than OVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMROVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

1.98%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

0.87%

3.35%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

2.47%

5.68%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

5.37%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.80%

6.60%

-0.80%