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BSMT vs. BSMS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSMT vs. BSMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Municipal Bond ETF (BSMT) and Invesco BulletShares 2028 Municipal Bond ETF (BSMS). The values are adjusted to include any dividend payments, if applicable.

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BSMT vs. BSMS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSMT
Invesco BulletShares 2029 Municipal Bond ETF
0.11%3.79%0.38%5.41%-11.01%1.42%6.96%-0.35%
BSMS
Invesco BulletShares 2028 Municipal Bond ETF
0.23%3.61%1.00%4.99%-9.93%1.50%6.55%0.22%

Returns By Period

In the year-to-date period, BSMT achieves a 0.11% return, which is significantly lower than BSMS's 0.23% return.


BSMT

1D
0.08%
1M
-1.28%
YTD
0.11%
6M
0.99%
1Y
4.09%
3Y*
2.26%
5Y*
0.07%
10Y*

BSMS

1D
0.04%
1M
-0.96%
YTD
0.23%
6M
1.28%
1Y
3.82%
3Y*
2.42%
5Y*
0.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSMT vs. BSMS - Expense Ratio Comparison

Both BSMT and BSMS have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

BSMT vs. BSMS — Risk / Return Rank

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

BSMT
BSMT Risk / Return Rank: 6464
Overall Rank
BSMT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BSMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
BSMT Omega Ratio Rank: 8383
Omega Ratio Rank
BSMT Calmar Ratio Rank: 5151
Calmar Ratio Rank
BSMT Martin Ratio Rank: 5555
Martin Ratio Rank

BSMS
BSMS Risk / Return Rank: 6666
Overall Rank
BSMS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSMS Sortino Ratio Rank: 6363
Sortino Ratio Rank
BSMS Omega Ratio Rank: 8888
Omega Ratio Rank
BSMS Calmar Ratio Rank: 5050
Calmar Ratio Rank
BSMS Martin Ratio Rank: 5858
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.

BSMT vs. BSMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Municipal Bond ETF (BSMT) and Invesco BulletShares 2028 Municipal Bond ETF (BSMS). 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.


BSMTBSMSDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.30

-0.06

Sortino ratio

Return per unit of downside risk

1.57

1.59

-0.02

Omega ratio

Gain probability vs. loss probability

1.33

1.36

-0.04

Calmar ratio

Return relative to maximum drawdown

1.32

1.29

+0.02

Martin ratio

Return relative to average drawdown

5.45

5.65

-0.20

BSMT vs. BSMS - Sharpe Ratio Comparison

The current BSMT Sharpe Ratio is 1.24, which is comparable to the BSMS Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BSMT and BSMS, 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


BSMTBSMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.30

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.09

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.18

-0.05

Correlation

The correlation between BSMT and BSMS is 0.70, 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

BSMT vs. BSMS - Dividend Comparison

BSMT's dividend yield for the trailing twelve months is around 2.76%, less than BSMS's 2.79% yield.


TTM2025202420232022202120202019
BSMT
Invesco BulletShares 2029 Municipal Bond ETF
2.76%2.78%2.80%2.62%1.65%1.31%1.82%0.48%
BSMS
Invesco BulletShares 2028 Municipal Bond ETF
2.79%2.79%2.81%2.58%1.56%1.49%1.61%0.46%

Drawdowns

BSMT vs. BSMS - Drawdown Comparison

The maximum BSMT drawdown since its inception was -16.20%, which is greater than BSMS's maximum drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for BSMT and BSMS.


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Drawdown Indicators


BSMTBSMSDifference

Max Drawdown

Largest peak-to-trough decline

-16.20%

-14.95%

-1.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-2.96%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

-14.95%

-1.25%

Current Drawdown

Current decline from peak

-2.89%

-1.67%

-1.22%

Average Drawdown

Average peak-to-trough decline

-5.73%

-5.07%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.68%

+0.06%

Volatility

BSMT vs. BSMS - Volatility Comparison

Invesco BulletShares 2029 Municipal Bond ETF (BSMT) has a higher volatility of 0.68% compared to Invesco BulletShares 2028 Municipal Bond ETF (BSMS) at 0.45%. This indicates that BSMT's price experiences larger fluctuations and is considered to be riskier than BSMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMTBSMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.45%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

0.92%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

2.96%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

3.61%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.50%

6.29%

+0.21%