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BSMT vs. LLII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMT vs. LLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Municipal Bond ETF (BSMT) and REX LLY Growth & Income ETF (LLII). 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 0.98% return, which is significantly higher than LLII's -4.28% return.


BSMT

1D
-0.04%
1M
0.44%
YTD
0.98%
6M
1.37%
1Y
5.29%
3Y*
3.19%
5Y*
-0.12%
10Y*

LLII

1D
1.47%
1M
9.79%
YTD
-4.28%
6M
0.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMT vs. LLII - Yearly Performance Comparison


Correlation

The correlation between BSMT and LLII is 0.03, 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 (All Time)
Calculated using the full available price history since Nov 5, 2025

0.03

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Return for Risk

BSMT vs. LLII — Risk / Return Rank

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

BSMT
BSMT Risk / Return Rank: 8080
Overall Rank
BSMT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BSMT Sortino Ratio Rank: 9393
Sortino Ratio Rank
BSMT Omega Ratio Rank: 9393
Omega Ratio Rank
BSMT Calmar Ratio Rank: 6767
Calmar Ratio Rank
BSMT Martin Ratio Rank: 6161
Martin Ratio Rank

LLII
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. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Municipal Bond ETF (BSMT) and REX LLY Growth & Income ETF (LLII). 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.


BSMTLLIIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.65

Calmar ratioReturn relative to maximum drawdown

3.33

Martin ratioReturn relative to average drawdown

10.84

BSMT vs. LLII - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSMTLLIIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.71

-0.55

Drawdowns

BSMT vs. LLII - Drawdown Comparison

The maximum BSMT drawdown since its inception was -16.20%, smaller than the maximum LLII drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for BSMT and LLII.


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Drawdown Indicators


BSMTLLIIDifference

Max Drawdown

Largest peak-to-trough decline

-16.20%

-23.96%

+7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.20%

Current Drawdown

Current decline from peak

-2.05%

-6.88%

+4.83%

Average Drawdown

Average peak-to-trough decline

-5.65%

-9.28%

+3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

BSMT vs. LLII - Volatility Comparison


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Volatility by Period


BSMTLLIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

1.85%

36.42%

-34.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

36.42%

-32.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.42%

36.42%

-30.00%

BSMT vs. LLII - Expense Ratio Comparison

BSMT has a 0.18% expense ratio, which is lower than LLII's 0.99% expense ratio.


Dividends

BSMT vs. LLII - Dividend Comparison

BSMT's dividend yield for the trailing twelve months is around 2.74%, less than LLII's 25.95% yield.


PositionTTM2025202420232022202120202019
BSMT
Invesco BulletShares 2029 Municipal Bond ETF
2.74%2.78%2.80%2.62%1.65%1.31%1.82%0.48%
LLII
REX LLY Growth & Income ETF
25.95%5.13%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMT and LLII have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSMT is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSMT is cheaper with a 0.18% expense ratio, compared with 0.99% for LLII.

LLII has the higher dividend yield at 25.95%, compared with 2.74% for BSMT.

BSMT is categorized as Municipal Bonds, while LLII is Derivative Income. They also come from different issuers: Invesco and REX. Their fees differ too: 0.18% for BSMT and 0.99% for LLII.

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