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IBMS vs. BSMQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMS vs. BSMQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Muni Bond ETF (IBMS) and Invesco BulletShares 2026 Municipal Bond ETF (BSMQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMS achieves a 0.35% return, which is significantly lower than BSMQ's 0.73% return.


IBMS

1D
0.02%
1M
0.30%
YTD
0.35%
6M
0.87%
1Y
4.50%
3Y*
5Y*
10Y*

BSMQ

1D
-0.06%
1M
0.14%
YTD
0.73%
6M
1.17%
1Y
3.08%
3Y*
2.92%
5Y*
0.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMS vs. BSMQ - Yearly Performance Comparison


Correlation

The correlation between IBMS and BSMQ is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (All Time)
Calculated using the full available price history since May 28, 2024

0.41

The correlation between IBMS and BSMQ shifts across timeframes, from 0.24 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBMS vs. BSMQ — Risk / Return Rank

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

IBMS
IBMS Risk / Return Rank: 6060
Overall Rank
IBMS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IBMS Sortino Ratio Rank: 7474
Sortino Ratio Rank
IBMS Omega Ratio Rank: 8282
Omega Ratio Rank
IBMS Calmar Ratio Rank: 4141
Calmar Ratio Rank
IBMS Martin Ratio Rank: 3636
Martin Ratio Rank

BSMQ
BSMQ Risk / Return Rank: 8585
Overall Rank
BSMQ Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BSMQ Sortino Ratio Rank: 8282
Sortino Ratio Rank
BSMQ Omega Ratio Rank: 8181
Omega Ratio Rank
BSMQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
BSMQ Martin Ratio Rank: 9393
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.

IBMS vs. BSMQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Muni Bond ETF (IBMS) and Invesco BulletShares 2026 Municipal Bond ETF (BSMQ). 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.


IBMSBSMQDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.48

1.48

0.00

Calmar ratioReturn relative to maximum drawdown

2.00

9.43

-7.42

Martin ratioReturn relative to average drawdown

5.41

24.69

-19.28

IBMS vs. BSMQ - Sharpe Ratio Comparison

The current IBMS Sharpe Ratio is 2.23, which is comparable to the BSMQ Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IBMS and BSMQ, 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


IBMSBSMQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.32

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

0.25

+1.17

Drawdowns

IBMS vs. BSMQ - Drawdown Comparison

The maximum IBMS drawdown since its inception was -3.01%, smaller than the maximum BSMQ drawdown of -13.18%. Use the drawdown chart below to compare losses from any high point for IBMS and BSMQ.


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Drawdown Indicators


IBMSBSMQDifference

Max Drawdown

Largest peak-to-trough decline

-3.01%

-13.18%

+10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-0.33%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-11.50%

Current Drawdown

Current decline from peak

-1.17%

-0.12%

-1.05%

Average Drawdown

Average peak-to-trough decline

-0.70%

-3.48%

+2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.12%

+0.71%

Volatility

IBMS vs. BSMQ - Volatility Comparison

iShares iBonds Dec 2030 Term Muni Bond ETF (IBMS) has a higher volatility of 0.59% compared to Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) at 0.39%. This indicates that IBMS's price experiences larger fluctuations and is considered to be riskier than BSMQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMSBSMQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.39%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

0.94%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.03%

1.33%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

2.68%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

4.79%

-1.72%

IBMS vs. BSMQ - Expense Ratio Comparison

Both IBMS and BSMQ 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

IBMS vs. BSMQ - Dividend Comparison

IBMS's dividend yield for the trailing twelve months is around 2.52%, less than BSMQ's 2.76% yield.


PositionTTM2025202420232022202120202019
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
2.76%2.74%2.75%2.47%1.60%1.14%1.57%0.44%
IBMS
iShares iBonds Dec 2030 Term Muni Bond ETF
2.52%2.49%1.38%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBMS and BSMQ have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBMS has higher volatility (0.59%) compared to BSMQ (0.39%). In terms of maximum drawdown, IBMS dropped -3.01% vs BSMQ's -13.18%.

On 1-year performance, IBMS leads with 4.50% vs 3.08% for BSMQ. Both ETFs have the same 0.18% expense ratio. On volatility, BSMQ has been the lower-risk option at 0.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBMS has performed better with a 4.50% return vs 3.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBMS and BSMQ have the same expense ratio: 0.18% per year.

BSMQ has the higher dividend yield at 2.76%, compared with 2.52% for IBMS.

IBMS tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2030 Index, while BSMQ tracks Invesco BulletShares Municipal Bond 2026 Index. They also come from different issuers: iShares and Invesco.

BSMQ currently has the higher Sharpe Ratio (2.32 vs 2.23), 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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