BSMT vs. LLII
BSMT (Invesco BulletShares 2029 Municipal Bond ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - BSMT is a Municipal Bonds fund tracking the Invesco BulletShares Municipal Bond 2029 Index, while LLII is a Derivative Income fund actively managed by REX. BSMT is passively managed, while LLII is actively managed. At a 0.03 correlation, their price movements are largely independent. BSMT charges 0.18%/yr vs 0.99%/yr for LLII.
Performance
BSMT vs. LLII - Performance Comparison
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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*
- —
BSMT vs. LLII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BSMT Invesco BulletShares 2029 Municipal Bond ETF | 0.98% | 0.83% |
LLII REX LLY Growth & Income ETF | -4.28% | 19.03% |
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
BSMT
LLII
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.
| BSMT | LLII | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSMT | LLII | Difference | |
|---|---|---|---|
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
| BSMT | LLII | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.05% | -6.88% | +4.83% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -9.28% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | — | — |
Volatility
BSMT vs. LLII - Volatility Comparison
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Volatility by Period
| BSMT | LLII | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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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