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BSMT vs. TMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMT vs. TMH - Performance Comparison

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

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Returns By Period


BSMT

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

TMH

1D
-0.03%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMT vs. TMH - Yearly Performance Comparison


Correlation

The correlation between BSMT and TMH is -0.40, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-0.40

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Return for Risk

BSMT vs. TMH — 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

TMH
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. TMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Municipal Bond ETF (BSMT) and Toyota Motor Corporation ADRhedged (TMH). 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.


BSMTTMHDifference
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. TMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSMTTMHDifference

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

-5.39

+5.54

Drawdowns

BSMT vs. TMH - Drawdown Comparison

The maximum BSMT drawdown since its inception was -16.20%, which is greater than TMH's maximum drawdown of -5.59%. Use the drawdown chart below to compare losses from any high point for BSMT and TMH.


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Drawdown Indicators


BSMTTMHDifference

Max Drawdown

Largest peak-to-trough decline

-16.20%

-5.59%

-10.61%

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%

-5.59%

+3.54%

Average Drawdown

Average peak-to-trough decline

-5.65%

-4.22%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

BSMT vs. TMH - Volatility Comparison


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Volatility by Period


BSMTTMHDifference

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%

20.85%

-19.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

20.85%

-16.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.42%

20.85%

-14.43%

BSMT vs. TMH - Expense Ratio Comparison

BSMT has a 0.18% expense ratio, which is lower than TMH's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSMT vs. TMH - Dividend Comparison

BSMT's dividend yield for the trailing twelve months is around 2.74%, while TMH 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%
TMH
Toyota Motor Corporation ADRhedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMT and TMH have a correlation of -0.40, 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 0.19% for TMH.

BSMT has the higher dividend yield at 2.74%, compared with 0.00% for TMH.

BSMT is categorized as Municipal Bonds, while TMH is Consumer Discretionary Equities. BSMT tracks Invesco BulletShares Municipal Bond 2029 Index, while TMH tracks Toyota Motor Corporation Local Shares Total Return. They also come from different issuers: Invesco and ADRhedged. Their fees differ too: 0.18% for BSMT and 0.19% for TMH.

Portfolio Optimizer

Find the right allocation for BSMT and TMH

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