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BSSX vs. HYMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSSX vs. HYMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2033 Municipal Bond ETF (BSSX) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSSX achieves a 0.26% return, which is significantly lower than HYMB's 1.72% return.


BSSX

1D
0.17%
1M
0.37%
YTD
0.26%
6M
1.62%
1Y
7.31%
3Y*
5Y*
10Y*

HYMB

1D
-0.16%
1M
0.32%
YTD
1.72%
6M
2.19%
1Y
7.93%
3Y*
4.42%
5Y*
0.50%
10Y*
2.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSSX vs. HYMB - Yearly Performance Comparison


2026 (YTD)202520242023
BSSX
Invesco BulletShares 2033 Municipal Bond ETF
0.26%3.79%-0.09%7.50%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
1.72%2.04%5.52%5.00%

Correlation

The correlation between BSSX and HYMB is 0.56, 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

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2023

0.60

The correlation between BSSX and HYMB has been stable across timeframes, ranging from 0.56 to 0.60 — a consistent structural relationship.

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Return for Risk

BSSX vs. HYMB — Risk / Return Rank

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

BSSX
BSSX Risk / Return Rank: 4747
Overall Rank
BSSX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BSSX Sortino Ratio Rank: 5050
Sortino Ratio Rank
BSSX Omega Ratio Rank: 6565
Omega Ratio Rank
BSSX Calmar Ratio Rank: 3232
Calmar Ratio Rank
BSSX Martin Ratio Rank: 3737
Martin Ratio Rank

HYMB
HYMB Risk / Return Rank: 4545
Overall Rank
HYMB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
HYMB Sortino Ratio Rank: 4848
Sortino Ratio Rank
HYMB Omega Ratio Rank: 5151
Omega Ratio Rank
HYMB Calmar Ratio Rank: 3939
Calmar Ratio Rank
HYMB Martin Ratio Rank: 4141
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.

BSSX vs. HYMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2033 Municipal Bond ETF (BSSX) and SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB). 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.


BSSXHYMBDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.90

+0.12

Sortino ratio

Return per unit of downside risk

2.83

2.78

+0.04

Omega ratio

Gain probability vs. loss probability

1.43

1.38

+0.05

Calmar ratio

Return relative to maximum drawdown

2.33

2.74

-0.41

Martin ratio

Return relative to average drawdown

8.92

9.84

-0.92

BSSX vs. HYMB - Sharpe Ratio Comparison

The current BSSX Sharpe Ratio is 2.03, which is comparable to the HYMB Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BSSX and HYMB, 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


BSSXHYMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.90

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.44

+0.11

Drawdowns

BSSX vs. HYMB - Drawdown Comparison

The maximum BSSX drawdown since its inception was -8.12%, smaller than the maximum HYMB drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for BSSX and HYMB.


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Drawdown Indicators


BSSXHYMBDifference

Max Drawdown

Largest peak-to-trough decline

-8.12%

-29.57%

+21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-3.11%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-20.15%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-1.75%

-0.70%

-1.05%

Average Drawdown

Average peak-to-trough decline

-3.35%

-3.84%

+0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.86%

0.00%

Volatility

BSSX vs. HYMB - Volatility Comparison

The current volatility for Invesco BulletShares 2033 Municipal Bond ETF (BSSX) is 1.34%, while SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF (HYMB) has a volatility of 2.21%. This indicates that BSSX experiences smaller price fluctuations and is considered to be less risky than HYMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSSXHYMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

2.21%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

2.98%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

4.20%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.00%

6.64%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.00%

11.35%

-3.35%

BSSX vs. HYMB - Expense Ratio Comparison

BSSX has a 0.18% expense ratio, which is lower than HYMB's 0.35% expense ratio.


Dividends

BSSX vs. HYMB - Dividend Comparison

BSSX's dividend yield for the trailing twelve months is around 3.31%, less than HYMB's 4.55% yield.


TTM20252024202320222021202020192018201720162015
BSSX
Invesco BulletShares 2033 Municipal Bond ETF
3.31%3.27%3.29%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYMB
SPDR Nuveen Bloomberg Barclays High Yield Municipal Bond ETF
4.55%4.55%4.29%4.07%3.77%3.19%3.55%3.95%4.03%3.78%4.08%4.54%