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IBMP vs. BSSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMP vs. BSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) and Invesco BulletShares 2033 Municipal Bond ETF (BSSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IBMP at 1.09% and BSSX at 1.09%.


IBMP

1D
0.08%
1M
0.25%
YTD
1.09%
6M
1.21%
1Y
2.89%
3Y*
2.80%
5Y*
0.64%
10Y*

BSSX

1D
0.05%
1M
1.49%
YTD
1.09%
6M
1.35%
1Y
6.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMP vs. BSSX - Yearly Performance Comparison


2026 (YTD)202520242023
IBMP
iShares iBonds Dec 2027 Term Muni Bond ETF
1.09%3.52%1.26%3.22%
BSSX
Invesco BulletShares 2033 Municipal Bond ETF
1.09%3.79%-0.09%7.50%

Correlation

The correlation between IBMP and BSSX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2023

0.40

Over the past year, the correlation between IBMP and BSSX has dropped to 0.15 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

IBMP vs. BSSX — Risk / Return Rank

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

IBMP
IBMP Risk / Return Rank: 8888
Overall Rank
IBMP Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IBMP Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBMP Omega Ratio Rank: 9292
Omega Ratio Rank
IBMP Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBMP Martin Ratio Rank: 7777
Martin Ratio Rank

BSSX
BSSX Risk / Return Rank: 6363
Overall Rank
BSSX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BSSX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BSSX Omega Ratio Rank: 8080
Omega Ratio Rank
BSSX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BSSX Martin Ratio Rank: 4242
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.

IBMP vs. BSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) and Invesco BulletShares 2033 Municipal Bond ETF (BSSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBMPBSSXDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.57

1.43

+0.15

Calmar ratioReturn relative to maximum drawdown

4.89

2.07

+2.82

Martin ratioReturn relative to average drawdown

13.55

6.33

+7.22

IBMP vs. BSSX - Sharpe Ratio Comparison

The current IBMP Sharpe Ratio is 2.71, which is higher than the BSSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IBMP and BSSX, 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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Drawdowns

IBMP vs. BSSX - Drawdown Comparison

The maximum IBMP drawdown since its inception was -15.24%, which is greater than BSSX's maximum drawdown of -8.12%. Use the drawdown chart below to compare losses from any high point for IBMP and BSSX.


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Drawdown Indicators


IBMPBSSXDifference

Max Drawdown

Largest peak-to-trough decline

-15.24%

-8.12%

-7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-3.28%

+2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

Current Drawdown

Current decline from peak

0.00%

-0.93%

+0.93%

Average Drawdown

Average peak-to-trough decline

-2.70%

-3.21%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

1.07%

-0.86%

Volatility

IBMP vs. BSSX - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Muni Bond ETF (IBMP) is 0.25%, while Invesco BulletShares 2033 Municipal Bond ETF (BSSX) has a volatility of 0.92%. This indicates that IBMP experiences smaller price fluctuations and is considered to be less risky than BSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMPBSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.92%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

0.77%

2.38%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

1.07%

3.31%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.56%

7.76%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

7.76%

-2.77%

IBMP vs. BSSX - Expense Ratio Comparison

Both IBMP and BSSX 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

IBMP vs. BSSX - Dividend Comparison

IBMP's dividend yield for the trailing twelve months is around 2.50%, less than BSSX's 3.30% yield.


PositionTTM2025202420232022202120202019
BSSX
Invesco BulletShares 2033 Municipal Bond ETF
3.30%3.27%3.29%0.95%0.00%0.00%0.00%0.00%
IBMP
iShares iBonds Dec 2027 Term Muni Bond ETF
2.50%2.47%2.35%2.05%1.26%0.86%1.16%1.06%

Frequently Asked Questions


IBMP and BSSX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSSX has higher volatility (0.92%) compared to IBMP (0.25%). In terms of maximum drawdown, IBMP dropped -15.24% vs BSSX's -8.12%.

On 1-year performance, BSSX leads with 6.78% vs 2.89% for IBMP. Both ETFs have the same 0.18% expense ratio. On volatility, IBMP has been the lower-risk option at 0.25%. 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 6.78% return vs 2.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BSSX has the higher dividend yield at 3.30%, compared with 2.50% for IBMP.

IBMP tracks S&P AMT-Free Municipal Callable Factor Adjusted 2027 Series Index, while BSSX tracks Invesco BulletShares USD Municipal Bond 2033 Index. They also come from different issuers: iShares and Invesco.

IBMP currently has the higher Sharpe Ratio (2.71 vs 2.06), 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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