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BSMT vs. FLEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMT vs. FLEX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BSMT achieves a 0.82% return, which is significantly lower than FLEX's 149.45% return.


BSMT

1D
-0.20%
1M
0.58%
YTD
0.82%
6M
0.99%
1Y
4.40%
3Y*
2.81%
5Y*
-0.13%
10Y*

FLEX

1D
-0.74%
1M
13.78%
YTD
149.45%
6M
137.17%
1Y
214.59%
3Y*
117.76%
5Y*
72.21%
10Y*
36.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMT vs. FLEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSMT
Invesco BulletShares 2029 Municipal Bond ETF
0.82%3.79%0.38%5.41%-11.01%1.42%6.96%0.00%
FLEX
Flex Ltd.
149.45%57.38%127.87%41.94%17.08%1.95%42.47%23.36%

Correlation

The correlation between BSMT and FLEX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

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

0.13

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

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2019

0.07

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Return for Risk

BSMT vs. FLEX — Risk / Return Rank

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

BSMT
BSMT Risk / Return Rank: 7878
Overall Rank
BSMT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BSMT Sortino Ratio Rank: 9292
Sortino Ratio Rank
BSMT Omega Ratio Rank: 9292
Omega Ratio Rank
BSMT Calmar Ratio Rank: 6464
Calmar Ratio Rank
BSMT Martin Ratio Rank: 5656
Martin Ratio Rank

FLEX
FLEX Risk / Return Rank: 9797
Overall Rank
FLEX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLEX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLEX Omega Ratio Rank: 9595
Omega Ratio Rank
FLEX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLEX Martin Ratio Rank: 9898
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. FLEX - Risk-Adjusted Trends Comparison

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


BSMTFLEXDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.54

1.55

-0.01

Calmar ratioReturn relative to maximum drawdown

2.77

11.75

-8.98

Martin ratioReturn relative to average drawdown

8.76

27.43

-18.67

BSMT vs. FLEX - Sharpe Ratio Comparison

The current BSMT Sharpe Ratio is 2.45, which is comparable to the FLEX Sharpe Ratio of 3.50. The chart below compares the historical Sharpe Ratios of BSMT and FLEX, 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

BSMT vs. FLEX - Drawdown Comparison

The maximum BSMT drawdown since its inception was -16.20%, smaller than the maximum FLEX drawdown of -96.37%. Use the drawdown chart below to compare losses from any high point for BSMT and FLEX.


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Drawdown Indicators


BSMTFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-16.20%

-96.37%

+80.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-18.38%

+16.78%

Max Drawdown (3Y)

Largest decline over 3 years

-4.79%

-39.99%

+35.20%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

-39.99%

+23.79%

Max Drawdown (10Y)

Largest decline over 10 years

-70.02%

Current Drawdown

Current decline from peak

-2.20%

-6.93%

+4.73%

Average Drawdown

Average peak-to-trough decline

-5.61%

-55.23%

+49.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

7.86%

-7.36%

Volatility

BSMT vs. FLEX - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Municipal Bond ETF (BSMT) is 0.62%, while Flex Ltd. (FLEX) has a volatility of 18.52%. This indicates that BSMT experiences smaller price fluctuations and is considered to be less risky than FLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMTFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

18.52%

-17.90%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

50.53%

-49.31%

Volatility (1Y)

Calculated over the trailing 1-year period

1.80%

61.79%

-59.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

47.34%

-43.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

45.89%

-39.50%

Dividends

BSMT vs. FLEX - Dividend Comparison

BSMT's dividend yield for the trailing twelve months is around 2.74%, while FLEX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BSMT
Invesco BulletShares 2029 Municipal Bond ETF
2.74%2.78%2.80%2.62%1.65%1.31%1.82%0.48%
FLEX
Flex Ltd.
0.00%0.00%21.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMT and FLEX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLEX has higher volatility (18.52%) compared to BSMT (0.62%). In terms of maximum drawdown, BSMT dropped -16.20% vs FLEX's -96.37%.

FLEX currently has the higher Sharpe Ratio (3.50 vs 2.45), 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

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