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BSSX vs. IBMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSSX vs. IBMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2033 Municipal Bond ETF (BSSX) and iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BSSX having a 0.90% return and IBMO slightly higher at 0.94%.


BSSX

1D
-0.25%
1M
0.47%
YTD
0.90%
6M
1.50%
1Y
6.99%
3Y*
5Y*
10Y*

IBMO

1D
0.01%
1M
0.26%
YTD
0.94%
6M
1.23%
1Y
2.71%
3Y*
2.97%
5Y*
0.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSSX vs. IBMO - Yearly Performance Comparison


2026 (YTD)202520242023
BSSX
Invesco BulletShares 2033 Municipal Bond ETF
0.90%3.79%-0.09%7.50%
IBMO
iShares iBonds Dec 2026 Term Muni Bond ETF
0.94%3.11%1.97%2.87%

Correlation

The correlation between BSSX and IBMO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.34

Over the past year, the correlation between BSSX and IBMO has dropped to 0.08 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

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Return for Risk

BSSX vs. IBMO — Risk / Return Rank

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

BSSX
BSSX Risk / Return Rank: 5959
Overall Rank
BSSX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BSSX Sortino Ratio Rank: 6969
Sortino Ratio Rank
BSSX Omega Ratio Rank: 7474
Omega Ratio Rank
BSSX Calmar Ratio Rank: 4444
Calmar Ratio Rank
BSSX Martin Ratio Rank: 4242
Martin Ratio Rank

IBMO
IBMO Risk / Return Rank: 8686
Overall Rank
IBMO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IBMO Sortino Ratio Rank: 8787
Sortino Ratio Rank
IBMO Omega Ratio Rank: 8383
Omega Ratio Rank
IBMO Calmar Ratio Rank: 9494
Calmar Ratio Rank
IBMO Martin Ratio Rank: 9191
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. IBMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2033 Municipal Bond ETF (BSSX) and iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO). 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.


BSSXIBMODifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.43

1.51

-0.07

Calmar ratioReturn relative to maximum drawdown

2.14

7.20

-5.06

Martin ratioReturn relative to average drawdown

6.69

21.39

-14.71

BSSX vs. IBMO - Sharpe Ratio Comparison

The current BSSX Sharpe Ratio is 2.09, which is comparable to the IBMO Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of BSSX and IBMO, 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


BSSXIBMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.47

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.41

+0.16

Drawdowns

BSSX vs. IBMO - Drawdown Comparison

The maximum BSSX drawdown since its inception was -8.12%, smaller than the maximum IBMO drawdown of -14.77%. Use the drawdown chart below to compare losses from any high point for BSSX and IBMO.


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Drawdown Indicators


BSSXIBMODifference

Max Drawdown

Largest peak-to-trough decline

-8.12%

-14.77%

+6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-0.38%

-2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-1.76%

Max Drawdown (5Y)

Largest decline over 5 years

-8.86%

Current Drawdown

Current decline from peak

-1.12%

0.00%

-1.12%

Average Drawdown

Average peak-to-trough decline

-3.26%

-2.32%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.13%

+0.92%

Volatility

BSSX vs. IBMO - Volatility Comparison

Invesco BulletShares 2033 Municipal Bond ETF (BSSX) has a higher volatility of 1.16% compared to iShares iBonds Dec 2026 Term Muni Bond ETF (IBMO) at 0.21%. This indicates that BSSX's price experiences larger fluctuations and is considered to be riskier than IBMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSSXIBMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.21%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

0.84%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

1.11%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

2.15%

+5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.83%

4.52%

+3.31%

BSSX vs. IBMO - Expense Ratio Comparison

Both BSSX and IBMO have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BSSX vs. IBMO - Dividend Comparison

BSSX's dividend yield for the trailing twelve months is around 3.31%, more than IBMO's 2.39% yield.


PositionTTM2025202420232022202120202019
BSSX
Invesco BulletShares 2033 Municipal Bond ETF
3.31%3.27%3.29%0.95%0.00%0.00%0.00%0.00%
IBMO
iShares iBonds Dec 2026 Term Muni Bond ETF
2.39%2.37%2.15%1.65%0.89%0.62%1.03%1.01%

Frequently Asked Questions


BSSX and IBMO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSSX has higher volatility (1.16%) compared to IBMO (0.21%). In terms of maximum drawdown, BSSX dropped -8.12% vs IBMO's -14.77%.

On 1-year performance, BSSX leads with 6.99% vs 2.71% for IBMO. Both ETFs have the same 0.18% expense ratio. On volatility, IBMO has been the lower-risk option at 0.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BSSX has performed better with a 6.99% return vs 2.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSSX and IBMO have the same expense ratio: 0.18% per year.

BSSX has the higher dividend yield at 3.31%, compared with 2.39% for IBMO.

BSSX tracks Invesco BulletShares USD Municipal Bond 2033 Index, while IBMO tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2026 Index. They also come from different issuers: Invesco and iShares.

IBMO currently has the higher Sharpe Ratio (2.47 vs 2.09), 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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