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BSMS vs. TAXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMS vs. TAXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 Municipal Bond ETF (BSMS) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSMS achieves a 0.82% return, which is significantly lower than TAXS's 0.93% return.


BSMS

1D
0.04%
1M
0.18%
YTD
0.82%
6M
1.20%
1Y
4.26%
3Y*
3.05%
5Y*
0.07%
10Y*

TAXS

1D
0.06%
1M
0.38%
YTD
0.93%
6M
1.33%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMS vs. TAXS - Yearly Performance Comparison


Correlation

The correlation between BSMS and TAXS is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.57

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Return for Risk

BSMS vs. TAXS — Risk / Return Rank

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

BSMS
BSMS Risk / Return Rank: 8383
Overall Rank
BSMS Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BSMS Sortino Ratio Rank: 9191
Sortino Ratio Rank
BSMS Omega Ratio Rank: 9292
Omega Ratio Rank
BSMS Calmar Ratio Rank: 7979
Calmar Ratio Rank
BSMS Martin Ratio Rank: 6565
Martin Ratio Rank

TAXS
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.

BSMS vs. TAXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 Municipal Bond ETF (BSMS) and Northern Trust Short-Term Tax-Exempt Bond ETF (TAXS). 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.


BSMSTAXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.63

Calmar ratioReturn relative to maximum drawdown

4.08

Martin ratioReturn relative to average drawdown

11.81

BSMS vs. TAXS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSMSTAXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

2.78

-2.59

Drawdowns

BSMS vs. TAXS - Drawdown Comparison

The maximum BSMS drawdown since its inception was -14.95%, which is greater than TAXS's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for BSMS and TAXS.


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Drawdown Indicators


BSMSTAXSDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-0.84%

-14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-14.95%

Current Drawdown

Current decline from peak

-1.09%

-0.09%

-1.00%

Average Drawdown

Average peak-to-trough decline

-4.97%

-0.24%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

BSMS vs. TAXS - Volatility Comparison


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Volatility by Period


BSMSTAXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

1.00%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

1.00%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.21%

1.00%

+5.21%

BSMS vs. TAXS - Expense Ratio Comparison

BSMS has a 0.18% expense ratio, which is higher than TAXS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSMS vs. TAXS - Dividend Comparison

BSMS's dividend yield for the trailing twelve months is around 2.77%, more than TAXS's 1.83% yield.


PositionTTM2025202420232022202120202019
BSMS
Invesco BulletShares 2028 Municipal Bond ETF
2.77%2.79%2.81%2.58%1.56%1.49%1.61%0.46%
TAXS
Northern Trust Short-Term Tax-Exempt Bond ETF
1.83%0.74%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMS and TAXS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAXS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAXS is cheaper with a 0.05% expense ratio, compared with 0.18% for BSMS.

BSMS has the higher dividend yield at 2.77%, compared with 1.83% for TAXS.

BSMS tracks Invesco BulletShares Municipal Bond 2028 Index, while TAXS tracks ICE Short Term Focused Municipal Bond Index. They also come from different issuers: Invesco and Northern Trust. Their fees differ too: 0.18% for BSMS and 0.05% for TAXS.

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