PortfoliosLab logoPortfoliosLab logo
BSSX vs. TMUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSSX vs. TMUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2033 Municipal Bond ETF (BSSX) and T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSSX vs. TMUS - Yearly Performance Comparison


2026 (YTD)202520242023
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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BSSX vs. TMUS — 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: 7070
Sortino Ratio Rank
BSSX Omega Ratio Rank: 7575
Omega Ratio Rank
BSSX Calmar Ratio Rank: 4444
Calmar Ratio Rank
BSSX Martin Ratio Rank: 4242
Martin Ratio Rank

TMUS
TMUS Risk / Return Rank: 77
Overall Rank
TMUS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 66
Sortino Ratio Rank
TMUS Omega Ratio Rank: 88
Omega Ratio Rank
TMUS Calmar Ratio Rank: 99
Calmar Ratio Rank
TMUS Martin Ratio Rank: 77
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. 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.


BSSXTMUSDifference
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

BSSX vs. TMUS - Sharpe Ratio Comparison

The current BSSX Sharpe Ratio is 2.10, which is higher than the TMUS Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of BSSX and TMUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BSSXTMUSDifference

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.


Loading charts...

Drawdown Indicators


BSSXTMUSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.97%

-33.65%

+32.68%

Average Drawdown

Average peak-to-trough decline

-3.26%

-25.96%

+22.70%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


BSSXTMUSDifference

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.


PositionTTM202520242023
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.

Portfolio Optimizer

Find the right allocation for BSSX and TMUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer