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GUMI vs. BSMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUMI vs. BSMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Ultra Short Municipal Income ETF (GUMI) and Invesco BulletShares 2025 Municipal Bond ETF (BSMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GUMI

1D
-0.04%
1M
0.23%
YTD
1.06%
6M
1.20%
1Y
3.18%
3Y*
5Y*
10Y*

BSMP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUMI vs. BSMP - Yearly Performance Comparison


Correlation

The correlation between GUMI and BSMP is -0.05, 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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2024

0.03

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Return for Risk

GUMI vs. BSMP — Risk / Return Rank

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

GUMI
GUMI Risk / Return Rank: 9393
Overall Rank
GUMI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
GUMI Sortino Ratio Rank: 9393
Sortino Ratio Rank
GUMI Omega Ratio Rank: 9393
Omega Ratio Rank
GUMI Calmar Ratio Rank: 9696
Calmar Ratio Rank
GUMI Martin Ratio Rank: 9696
Martin Ratio Rank

BSMP
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.

GUMI vs. BSMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Ultra Short Municipal Income ETF (GUMI) and Invesco BulletShares 2025 Municipal Bond ETF (BSMP). 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.


GUMIBSMPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.64

Calmar ratioReturn relative to maximum drawdown

8.93

Martin ratioReturn relative to average drawdown

37.83

GUMI vs. BSMP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GUMIBSMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

Sharpe Ratio (All Time)

Calculated using the full available price history

3.29

Drawdowns

GUMI vs. BSMP - Drawdown Comparison


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Drawdown Indicators


GUMIBSMPDifference

Max Drawdown

Largest peak-to-trough decline

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

Current Drawdown

Current decline from peak

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

Volatility

GUMI vs. BSMP - Volatility Comparison


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Volatility by Period


GUMIBSMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.99%

GUMI vs. BSMP - Expense Ratio Comparison

GUMI has a 0.16% expense ratio, which is lower than BSMP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GUMI vs. BSMP - Dividend Comparison

GUMI's dividend yield for the trailing twelve months is around 2.77%, more than BSMP's 1.27% yield.


PositionTTM2025202420232022202120202019
BSMP
Invesco BulletShares 2025 Municipal Bond ETF
1.27%2.35%2.53%2.20%1.23%0.72%1.32%0.35%
GUMI
Goldman Sachs Ultra Short Municipal Income ETF
2.77%2.95%1.37%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GUMI and BSMP have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GUMI is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GUMI is cheaper with a 0.16% expense ratio, compared with 0.18% for BSMP.

GUMI has the higher dividend yield at 2.77%, compared with 1.27% for BSMP.

They also come from different issuers: Goldman Sachs and Invesco. Their fees differ too: 0.16% for GUMI and 0.18% for BSMP.

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