BSCP vs. AGG
Compare and contrast key facts about Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares Core U.S. Aggregate Bond ETF (AGG).
BSCP and AGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSCP is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD Corporate Bond 2025 Index. It was launched on Oct 7, 2015. AGG is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Sep 22, 2003. Both BSCP and AGG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSCP or AGG.
Key characteristics
| BSCP | AGG | |
|---|---|---|
| YTD Return | 4.42% | 1.83% |
| 1Y Return | 6.57% | 8.19% |
| 3Y Return (Ann) | 1.05% | -2.19% |
| 5Y Return (Ann) | 2.10% | -0.18% |
| Sharpe Ratio | 5.53 | 1.37 |
| Sortino Ratio | 11.27 | 2.03 |
| Omega Ratio | 2.75 | 1.24 |
| Calmar Ratio | 1.44 | 0.53 |
| Martin Ratio | 84.98 | 4.90 |
| Ulcer Index | 0.08% | 1.67% |
| Daily Std Dev | 1.19% | 5.95% |
| Max Drawdown | -15.54% | -18.43% |
| Current Drawdown | -0.02% | -8.47% |
Correlation
The correlation between BSCP and AGG is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BSCP vs. AGG - Performance Comparison
In the year-to-date period, BSCP achieves a 4.42% return, which is significantly higher than AGG's 1.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSCP vs. AGG - Expense Ratio Comparison
BSCP has a 0.10% expense ratio, which is higher than AGG's 0.05% 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%.
Risk-Adjusted Performance
BSCP vs. AGG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
Dividends
BSCP vs. AGG - Dividend Comparison
BSCP's dividend yield for the trailing twelve months is around 3.90%, more than AGG's 3.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 3.90% | 3.40% | 2.24% | 1.94% | 2.43% | 3.12% | 3.26% | 2.93% | 3.12% | 0.76% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.64% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Drawdowns
BSCP vs. AGG - Drawdown Comparison
The maximum BSCP drawdown since its inception was -15.54%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BSCP and AGG. For additional features, visit the drawdowns tool.
Volatility
BSCP vs. AGG - Volatility Comparison
The current volatility for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) is 0.17%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.78%. This indicates that BSCP experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.