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BSMV vs. YCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMV vs. YCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2031 Municipal Bond ETF (BSMV) and ProShares UltraShort Yen (YCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSMV achieves a 0.68% return, which is significantly lower than YCS's 7.17% return.


BSMV

1D
0.04%
1M
0.40%
YTD
0.68%
6M
0.96%
1Y
5.82%
3Y*
3.08%
5Y*
10Y*

YCS

1D
0.17%
1M
4.42%
YTD
7.17%
6M
10.05%
1Y
32.82%
3Y*
19.84%
5Y*
23.54%
10Y*
12.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMV vs. YCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSMV
Invesco BulletShares 2031 Municipal Bond ETF
0.68%4.03%-0.28%6.99%-15.32%0.66%
YCS
ProShares UltraShort Yen
7.17%9.04%35.41%28.70%29.09%10.58%

Correlation

The correlation between BSMV and YCS is -0.36, 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 (1Y)
Calculated over the trailing 1-year period

-0.36

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

-0.33

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

-0.34

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Return for Risk

BSMV vs. YCS — Risk / Return Rank

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

BSMV
BSMV Risk / Return Rank: 6464
Overall Rank
BSMV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BSMV Sortino Ratio Rank: 7979
Sortino Ratio Rank
BSMV Omega Ratio Rank: 8282
Omega Ratio Rank
BSMV Calmar Ratio Rank: 4343
Calmar Ratio Rank
BSMV Martin Ratio Rank: 4141
Martin Ratio Rank

YCS
YCS Risk / Return Rank: 6161
Overall Rank
YCS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
YCS Sortino Ratio Rank: 4949
Sortino Ratio Rank
YCS Omega Ratio Rank: 5656
Omega Ratio Rank
YCS Calmar Ratio Rank: 7878
Calmar Ratio Rank
YCS Martin Ratio Rank: 6767
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.

BSMV vs. YCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2031 Municipal Bond ETF (BSMV) and ProShares UltraShort Yen (YCS). 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.


BSMVYCSDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.13

Calmar ratioReturn relative to maximum drawdown

2.09

3.97

-1.88

Martin ratioReturn relative to average drawdown

6.48

12.40

-5.91

BSMV vs. YCS - Sharpe Ratio Comparison

The current BSMV Sharpe Ratio is 2.32, which is comparable to the YCS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of BSMV and YCS, 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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Sharpe Ratios by Period


BSMVYCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

1.92

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.33

-0.52

Drawdowns

BSMV vs. YCS - Drawdown Comparison

The maximum BSMV drawdown since its inception was -20.68%, smaller than the maximum YCS drawdown of -49.56%. Use the drawdown chart below to compare losses from any high point for BSMV and YCS.


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Drawdown Indicators


BSMVYCSDifference

Max Drawdown

Largest peak-to-trough decline

-20.68%

-49.56%

+28.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-8.30%

+5.51%

Max Drawdown (3Y)

Largest decline over 3 years

-6.63%

-23.05%

+16.42%

Max Drawdown (5Y)

Largest decline over 5 years

-27.32%

Max Drawdown (10Y)

Largest decline over 10 years

-27.32%

Current Drawdown

Current decline from peak

-5.43%

0.00%

-5.43%

Average Drawdown

Average peak-to-trough decline

-10.44%

-19.93%

+9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

2.66%

-1.76%

Volatility

BSMV vs. YCS - Volatility Comparison

The current volatility for Invesco BulletShares 2031 Municipal Bond ETF (BSMV) is 0.82%, while ProShares UltraShort Yen (YCS) has a volatility of 2.75%. This indicates that BSMV experiences smaller price fluctuations and is considered to be less risky than YCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMVYCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

2.75%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

12.32%

-10.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

17.27%

-14.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

21.10%

-15.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.69%

19.01%

-13.32%

BSMV vs. YCS - Expense Ratio Comparison

BSMV has a 0.18% expense ratio, which is lower than YCS's 1.00% expense ratio.


Dividends

BSMV vs. YCS - Dividend Comparison

BSMV's dividend yield for the trailing twelve months is around 2.90%, while YCS has not paid dividends to shareholders.


PositionTTM20252024202320222021
BSMV
Invesco BulletShares 2031 Municipal Bond ETF
2.90%2.93%3.10%2.59%2.21%0.24%
YCS
ProShares UltraShort Yen
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSMV and YCS have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YCS has higher volatility (2.75%) compared to BSMV (0.82%). In terms of maximum drawdown, BSMV dropped -20.68% vs YCS's -49.56%.

On 3-year performance, YCS leads with 19.84% vs 3.08% for BSMV. On fees, BSMV is cheaper at 0.18% per year. On volatility, BSMV has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, YCS has performed better with a 19.84% return vs 3.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMV is cheaper with a 0.18% expense ratio, compared with 1.00% for YCS.

BSMV has the higher dividend yield at 2.90%, compared with 0.00% for YCS.

BSMV is categorized as Municipal Bonds, while YCS is Leveraged Currency. BSMV tracks Invesco BulletShares Municipal Bond 2031 Index, while YCS tracks USD/JPY Exchange Rate (-200%). They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.18% for BSMV and 1.00% for YCS.

BSMV currently has the higher Sharpe Ratio (2.32 vs 1.92), 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

Find the right allocation for BSMV and YCS

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