PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSCO vs. SCHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCO and SCHH is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

BSCO vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember0
7.74%
BSCO
SCHH

Key characteristics

Sharpe Ratio

BSCO:

1.00

SCHH:

0.35

Ulcer Index

BSCO:

0.00%

SCHH:

4.48%

Daily Std Dev

BSCO:

0.00%

SCHH:

15.77%

Max Drawdown

BSCO:

-51.67%

SCHH:

-44.22%

Current Drawdown

BSCO:

0.00%

SCHH:

-13.24%

Returns By Period


BSCO

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

N/A

SCHH

YTD

4.04%

1M

-5.72%

6M

7.53%

1Y

4.80%

5Y*

1.12%

10Y*

3.51%

Compare stocks, funds, or ETFs

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


BSCO vs. SCHH - Expense Ratio Comparison

BSCO has a 0.10% expense ratio, which is higher than SCHH's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BSCO
Invesco BulletShares 2024 Corporate Bond ETF
Expense ratio chart for BSCO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SCHH: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BSCO vs. SCHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and Schwab US REIT ETF (SCHH). 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.


Sharpe ratio
The chart of Sharpe ratio for BSCO, currently valued at 1.00, compared to the broader market0.002.004.001.000.35
No data
BSCO
SCHH

The current BSCO Sharpe Ratio is 1.00, which is higher than the SCHH Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of BSCO and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.35
BSCO
SCHH

Dividends

BSCO vs. SCHH - Dividend Comparison

BSCO has not paid dividends to shareholders, while SCHH's dividend yield for the trailing twelve months is around 3.25%.


TTM20232022202120202019201820172016201520142013
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.64%14.10%0.00%0.00%0.00%
SCHH
Schwab US REIT ETF
3.25%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%2.59%

Drawdowns

BSCO vs. SCHH - Drawdown Comparison

The maximum BSCO drawdown since its inception was -51.67%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for BSCO and SCHH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-13.24%
BSCO
SCHH

Volatility

BSCO vs. SCHH - Volatility Comparison

The current volatility for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) is 0.00%, while Schwab US REIT ETF (SCHH) has a volatility of 5.04%. This indicates that BSCO experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
5.04%
BSCO
SCHH
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab