BSSX vs. TMUS
BSSX (Invesco BulletShares 2033 Municipal Bond ETF) is Municipal Bonds fund tracking the Invesco BulletShares USD Municipal Bond 2033 Index, while TMUS (T-Mobile US, Inc.) is a stock. Over the past year, BSSX returned 7.02% vs -25.46% for TMUS. At a 0.01 correlation, their price movements are largely independent.
Performance
BSSX vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, BSSX achieves a 1.06% return, which is significantly higher than TMUS's -11.92% return.
BSSX
- 1D
- 0.15%
- 1M
- 0.66%
- YTD
- 1.06%
- 6M
- 1.73%
- 1Y
- 7.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TMUS
- 1D
- -2.44%
- 1M
- -8.40%
- YTD
- -11.92%
- 6M
- -14.03%
- 1Y
- -25.46%
- 3Y*
- 11.87%
- 5Y*
- 5.08%
- 10Y*
- 15.70%
BSSX vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BSSX Invesco BulletShares 2033 Municipal Bond ETF | 1.06% | 3.79% | -0.09% | 7.50% |
TMUS T-Mobile US, Inc. | -11.92% | -6.58% | 39.70% | 13.35% |
Correlation
The correlation between BSSX and TMUS is -0.06, 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 | -0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2023 | 0.01 |
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Return for Risk
BSSX vs. TMUS — Risk / Return Rank
BSSX
TMUS
BSSX vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2033 Municipal Bond ETF (BSSX) and T-Mobile US, Inc. (TMUS). 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.
| BSSX | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.12 | ||
| Sortino ratioReturn per unit of downside risk | +4.58 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.84 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | -0.84 | +2.99 |
| Martin ratioReturn relative to average drawdown | 6.71 | -1.46 | +8.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSSX | TMUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | -1.02 | +3.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.21 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.20 | +0.38 |
Drawdowns
BSSX vs. TMUS - Drawdown Comparison
The maximum BSSX drawdown since its inception was -8.12%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for BSSX and TMUS.
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Drawdown Indicators
| BSSX | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.12% | -86.29% | +78.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -30.37% | +27.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -33.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -0.97% | -33.65% | +32.68% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -25.96% | +22.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 17.44% | -16.39% |
Volatility
BSSX vs. TMUS - Volatility Comparison
The current volatility for Invesco BulletShares 2033 Municipal Bond ETF (BSSX) is 1.17%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.87%. This indicates that BSSX experiences smaller price fluctuations and is considered to be less risky than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSSX | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.17% | 6.87% | -5.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 19.13% | -16.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.36% | 25.03% | -21.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.83% | 23.87% | -16.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.83% | 26.08% | -18.25% |
Dividends
BSSX vs. TMUS - Dividend Comparison
BSSX's dividend yield for the trailing twelve months is around 3.30%, more than TMUS's 2.23% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BSSX Invesco BulletShares 2033 Municipal Bond ETF | 3.30% | 3.27% | 3.29% | 0.95% |
TMUS T-Mobile US, Inc. | 2.23% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
BSSX and TMUS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (6.87%) compared to BSSX (1.17%). In terms of maximum drawdown, BSSX dropped -8.12% vs TMUS's -86.29%.
BSSX currently has the higher Sharpe Ratio (2.10 vs -1.02), 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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