BSCP vs. BSCZ
BSCP (Invesco BulletShares 2025 Corporate Bond ETF) and BSCZ (Invesco BulletShares 2035 Corporate Bond ETF) are both Corporate Bonds funds from Invesco - BSCP tracks the NASDAQ BulletShares USD Corporate Bond 2025 Index while BSCZ tracks the BulletShares® USD Corporate Bond 2035 Index. Both are passively managed. Their 0.06 correlation means their historical movements had little consistent relationship. Both charge a 0.10% expense ratio.
Performance
BSCP vs. BSCZ - Performance Comparison
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Returns By Period
BSCP
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
BSCZ
- 1D
- -0.24%
- 1M
- -1.85%
- 6M
- -1.20%
- YTD
- -1.16%
- 1Y
- 1.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.07M | $1.99M | $1.86M |
BSCP vs. BSCZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 0.00% | 2.17% |
BSCZ Invesco BulletShares 2035 Corporate Bond ETF | -1.16% | 5.67% |
Correlation
The correlation between BSCP and BSCZ is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | 0.06 |
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Return for Risk
BSCP vs. BSCZ — Risk / Return Rank
BSCP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BSCZ
BSCP vs. BSCZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and Invesco BulletShares 2035 Corporate Bond ETF (BSCZ). 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.
| BSCP | BSCZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.09 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.82 | — |
| Martin ratioReturn relative to average drawdown | — | 2.19 | — |
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Drawdowns
BSCP vs. BSCZ - Drawdown Comparison
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Drawdown Indicators
| BSCP | BSCZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -3.28% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.28% | — |
Current DrawdownCurrent decline from peak | — | -2.77% | — |
Average DrawdownAverage peak-to-trough decline | — | -0.88% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.23% | — |
Volatility
BSCP vs. BSCZ - Volatility Comparison
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Volatility by Period
| BSCP | BSCZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.93% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 4.98% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 4.97% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 4.97% | — |
BSCP vs. BSCZ - Expense Ratio Comparison
Both BSCP and BSCZ have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
BSCP vs. BSCZ - Dividend Comparison
BSCP's dividend yield for the trailing twelve months is around 1.56%, less than BSCZ's 4.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 1.56% | 3.99% | 3.96% | 3.39% | 2.24% | 1.93% | 2.42% | 3.12% | 3.26% | 2.93% | 2.94% | 0.75% |
BSCZ Invesco BulletShares 2035 Corporate Bond ETF | 4.63% | 2.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BSCP and BSCZ have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
BSCP and BSCZ have the same expense ratio: 0.10% per year.
BSCZ has the higher dividend yield at 4.63%, compared with 1.56% for BSCP.
BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while BSCZ tracks BulletShares® USD Corporate Bond 2035 Index.
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