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BSMT vs. MMMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMT vs. MMMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Municipal Bond ETF (BSMT) and NYLI MacKay Muni Allocation ETF (MMMA). 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 0.84% return, which is significantly lower than MMMA's 3.81% return.


BSMT

1D
0.02%
1M
0.33%
YTD
0.84%
6M
1.01%
1Y
4.40%
3Y*
2.86%
5Y*
-0.12%
10Y*

MMMA

1D
0.14%
1M
1.40%
YTD
3.81%
6M
3.83%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMT vs. MMMA - Yearly Performance Comparison


Correlation

The correlation between BSMT and MMMA is 0.53, 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 Dec 16, 2025

0.53

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Return for Risk

BSMT vs. MMMA — 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

MMMA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. MMMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Municipal Bond ETF (BSMT) and NYLI MacKay Muni Allocation ETF (MMMA). 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.


BSMTMMMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

2.77

Martin ratioReturn relative to average drawdown

8.73

BSMT vs. MMMA - Sharpe Ratio Comparison


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Drawdowns

BSMT vs. MMMA - Drawdown Comparison

The maximum BSMT drawdown since its inception was -16.20%, which is greater than MMMA's maximum drawdown of -2.79%. Use the drawdown chart below to compare losses from any high point for BSMT and MMMA.


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Drawdown Indicators


BSMTMMMADifference

Max Drawdown

Largest peak-to-trough decline

-16.20%

-2.79%

-13.41%

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

-2.18%

0.00%

-2.18%

Average Drawdown

Average peak-to-trough decline

-5.61%

-0.55%

-5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

Volatility

BSMT vs. MMMA - Volatility Comparison


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Volatility by Period


BSMTMMMADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

1.80%

4.01%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.24%

4.01%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

4.01%

+2.38%

BSMT vs. MMMA - Expense Ratio Comparison

BSMT has a 0.18% expense ratio, which is lower than MMMA's 0.35% expense ratio.


Dividends

BSMT vs. MMMA - Dividend Comparison

BSMT's dividend yield for the trailing twelve months is around 2.74%, more than MMMA's 1.94% 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%
MMMA
NYLI MacKay Muni Allocation ETF
1.94%0.17%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMT and MMMA have a correlation of 0.53, 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 0.35% for MMMA.

BSMT has the higher dividend yield at 2.74%, compared with 1.94% for MMMA.

They also come from different issuers: Invesco and NYLI. Their fees differ too: 0.18% for BSMT and 0.35% for MMMA.

Portfolio Optimizer

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