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BSMW vs. VTEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSMW vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2032 Municipal Bond ETF (BSMW) and Vanguard Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSMW achieves a 1.30% return, which is significantly lower than VTEB's 1.46% return.


BSMW

1D
0.11%
1M
0.55%
YTD
1.30%
6M
1.59%
1Y
6.93%
3Y*
3.20%
5Y*
10Y*

VTEB

1D
-0.06%
1M
0.66%
YTD
1.46%
6M
1.89%
1Y
7.14%
3Y*
3.57%
5Y*
0.88%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSMW vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023
BSMW
Invesco BulletShares 2032 Municipal Bond ETF
1.30%3.42%-0.35%7.00%
VTEB
Vanguard Tax-Exempt Bond ETF
1.46%3.72%1.31%6.03%

Correlation

The correlation between BSMW and VTEB is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

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

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2023

0.68

The correlation between BSMW and VTEB has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.

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Return for Risk

BSMW vs. VTEB — Risk / Return Rank

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

BSMW
BSMW Risk / Return Rank: 6767
Overall Rank
BSMW Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BSMW Sortino Ratio Rank: 8080
Sortino Ratio Rank
BSMW Omega Ratio Rank: 8383
Omega Ratio Rank
BSMW Calmar Ratio Rank: 4949
Calmar Ratio Rank
BSMW Martin Ratio Rank: 4646
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 7272
Overall Rank
VTEB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8585
Sortino Ratio Rank
VTEB Omega Ratio Rank: 8989
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5252
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5454
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.

BSMW vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2032 Municipal Bond ETF (BSMW) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


BSMWVTEBDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.50

1.58

-0.08

Calmar ratioReturn relative to maximum drawdown

2.39

2.65

-0.26

Martin ratioReturn relative to average drawdown

7.53

9.41

-1.88

BSMW vs. VTEB - Sharpe Ratio Comparison

The current BSMW Sharpe Ratio is 2.48, which is comparable to the VTEB Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of BSMW and VTEB, 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


BSMWVTEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

2.64

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.47

+0.22

Drawdowns

BSMW vs. VTEB - Drawdown Comparison

The maximum BSMW drawdown since its inception was -7.57%, smaller than the maximum VTEB drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for BSMW and VTEB.


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Drawdown Indicators


BSMWVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-7.57%

-17.00%

+9.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-2.71%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-5.53%

-1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-0.98%

-0.52%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.72%

-2.33%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.76%

+0.16%

Volatility

BSMW vs. VTEB - Volatility Comparison

Invesco BulletShares 2032 Municipal Bond ETF (BSMW) and Vanguard Tax-Exempt Bond ETF (VTEB) have volatilities of 0.93% and 0.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSMWVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.89%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

2.01%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

2.72%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.00%

3.90%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

5.26%

-0.26%

BSMW vs. VTEB - Expense Ratio Comparison

BSMW has a 0.18% expense ratio, which is higher than VTEB's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSMW vs. VTEB - Dividend Comparison

BSMW's dividend yield for the trailing twelve months is around 3.20%, less than VTEB's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
BSMW
Invesco BulletShares 2032 Municipal Bond ETF
3.20%3.24%3.48%2.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF
3.35%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


BSMW and VTEB have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSMW has higher volatility (0.93%) compared to VTEB (0.89%). In terms of maximum drawdown, BSMW dropped -7.57% vs VTEB's -17.00%.

On 3-year performance, VTEB leads with 3.57% vs 3.20% for BSMW. On fees, VTEB is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VTEB has performed better with a 3.57% return vs 3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.03% expense ratio, compared with 0.18% for BSMW.

VTEB has the higher dividend yield at 3.35%, compared with 3.20% for BSMW.

BSMW tracks Invesco BulletShares USD Municipal Bond 2032 Index, while VTEB tracks S&P National AMT-Free Municipal Bond Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.18% for BSMW and 0.03% for VTEB.

VTEB currently has the higher Sharpe Ratio (2.64 vs 2.48), 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.

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