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INMU vs. BSMQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INMU vs. BSMQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Intermediate Muni Income Bond ETF (INMU) 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, INMU achieves a 1.73% return, which is significantly higher than BSMQ's 0.73% return.


INMU

1D
0.00%
1M
0.57%
YTD
1.73%
6M
1.98%
1Y
7.17%
3Y*
4.89%
5Y*
1.78%
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)

INMU vs. BSMQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INMU
BlackRock Intermediate Muni Income Bond ETF
1.73%5.52%2.77%6.50%-7.78%2.84%
BSMQ
Invesco BulletShares 2026 Municipal Bond ETF
0.73%3.12%1.99%3.60%-7.62%1.72%

Correlation

The correlation between INMU and BSMQ is 0.10, 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

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2021

0.53

Over the past year, the correlation between INMU and BSMQ has dropped to 0.10 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

INMU vs. BSMQ — Risk / Return Rank

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

INMU
INMU Risk / Return Rank: 7676
Overall Rank
INMU Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 9090
Sortino Ratio Rank
INMU Omega Ratio Rank: 9393
Omega Ratio Rank
INMU Calmar Ratio Rank: 5757
Calmar Ratio Rank
INMU Martin Ratio Rank: 5555
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.

INMU vs. BSMQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Intermediate Muni Income Bond ETF (INMU) 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.


INMUBSMQDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.65

1.48

+0.17

Calmar ratioReturn relative to maximum drawdown

2.79

9.43

-6.64

Martin ratioReturn relative to average drawdown

9.53

24.69

-15.15

INMU vs. BSMQ - Sharpe Ratio Comparison

The current INMU Sharpe Ratio is 2.87, which is comparable to the BSMQ Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of INMU 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


INMUBSMQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

2.32

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.11

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.25

+0.35

Drawdowns

INMU vs. BSMQ - Drawdown Comparison

The maximum INMU drawdown since its inception was -10.67%, smaller than the maximum BSMQ drawdown of -13.18%. Use the drawdown chart below to compare losses from any high point for INMU and BSMQ.


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Drawdown Indicators


INMUBSMQDifference

Max Drawdown

Largest peak-to-trough decline

-10.67%

-13.18%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-0.33%

-2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-4.88%

-2.53%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-10.67%

-11.50%

+0.83%

Current Drawdown

Current decline from peak

-0.66%

-0.12%

-0.54%

Average Drawdown

Average peak-to-trough decline

-2.81%

-3.48%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.12%

+0.63%

Volatility

INMU vs. BSMQ - Volatility Comparison

BlackRock Intermediate Muni Income Bond ETF (INMU) has a higher volatility of 0.81% compared to Invesco BulletShares 2026 Municipal Bond ETF (BSMQ) at 0.39%. This indicates that INMU'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


INMUBSMQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

0.39%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

0.94%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

1.33%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.60%

2.68%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.54%

4.79%

-1.25%

INMU vs. BSMQ - Expense Ratio Comparison

INMU has a 0.30% expense ratio, which is higher than BSMQ's 0.18% expense ratio.


Dividends

INMU vs. BSMQ - Dividend Comparison

INMU's dividend yield for the trailing twelve months is around 3.36%, more 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%
INMU
BlackRock Intermediate Muni Income Bond ETF
3.36%3.48%3.47%3.44%1.92%1.14%0.00%0.00%

Frequently Asked Questions


INMU and BSMQ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INMU has higher volatility (0.81%) compared to BSMQ (0.39%). In terms of maximum drawdown, INMU dropped -10.67% vs BSMQ's -13.18%.

On 5-year performance, INMU leads with 1.78% vs 0.29% for BSMQ. On fees, BSMQ is cheaper at 0.18% per year. 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 5-year period, INMU has performed better with a 1.78% return vs 0.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSMQ is cheaper with a 0.18% expense ratio, compared with 0.30% for INMU.

INMU has the higher dividend yield at 3.36%, compared with 2.76% for BSMQ.

They also come from different issuers: BlackRock and Invesco. Their fees differ too: 0.30% for INMU and 0.18% for BSMQ.

INMU currently has the higher Sharpe Ratio (2.87 vs 2.32), 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

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