BSCP vs. CEMB
BSCP (Invesco BulletShares 2025 Corporate Bond ETF) and CEMB (iShares J.P. Morgan EM Corporate Bond ETF) are both Corporate Bonds funds - BSCP tracks the NASDAQ BulletShares USD Corporate Bond 2025 Index while CEMB tracks the JP Morgan CEMBI Broad Diversified. Both are passively managed. At a 0.36 correlation, their price movements are largely independent. BSCP charges 0.10%/yr vs 0.50%/yr for CEMB.
Performance
BSCP vs. CEMB - Performance Comparison
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Returns By Period
BSCP
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CEMB
- 1D
- 0.34%
- 1M
- 0.71%
- YTD
- 1.73%
- 6M
- 1.64%
- 1Y
- 6.32%
- 3Y*
- 7.16%
- 5Y*
- 1.97%
- 10Y*
- 3.64%
BSCP vs. CEMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 0.00% | 4.19% | 5.06% | 5.11% | -5.99% | -1.37% | 8.10% | 12.76% | -1.90% | 5.75% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 1.73% | 8.86% | 5.81% | 8.37% | -12.58% | -0.59% | 6.77% | 13.90% | -2.57% | 7.11% |
Correlation
The correlation between BSCP and CEMB is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2015 | 0.37 |
The correlation between BSCP and CEMB shifts across timeframes, from -0.02 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BSCP vs. CEMB — Risk / Return Rank
BSCP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CEMB
BSCP vs. CEMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares J.P. Morgan EM Corporate Bond ETF (CEMB). 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 | CEMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.21 | — |
| Martin ratioReturn relative to average drawdown | — | 9.49 | — |
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Drawdowns
BSCP vs. CEMB - Drawdown Comparison
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Drawdown Indicators
| BSCP | CEMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -20.84% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.88% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.84% | — |
Current DrawdownCurrent decline from peak | — | -0.12% | — |
Average DrawdownAverage peak-to-trough decline | — | -3.64% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.67% | — |
Volatility
BSCP vs. CEMB - Volatility Comparison
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Volatility by Period
| BSCP | CEMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.54% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 3.14% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 5.63% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 6.29% | — |
BSCP vs. CEMB - Expense Ratio Comparison
BSCP has a 0.10% expense ratio, which is lower than CEMB's 0.50% expense ratio.
Dividends
BSCP vs. CEMB - Dividend Comparison
BSCP's dividend yield for the trailing twelve months is around 1.92%, less than CEMB's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 1.92% | 3.99% | 3.96% | 3.39% | 2.24% | 1.93% | 2.42% | 3.12% | 3.26% | 2.93% | 2.94% | 0.75% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 5.12% | 5.14% | 5.11% | 4.77% | 4.29% | 3.51% | 3.86% | 4.19% | 4.66% | 4.06% | 4.26% | 4.76% |
Frequently Asked Questions
BSCP and CEMB 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.
On fees, BSCP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BSCP is cheaper with a 0.10% expense ratio, compared with 0.50% for CEMB.
CEMB has the higher dividend yield at 5.12%, compared with 1.92% for BSCP.
BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while CEMB tracks JP Morgan CEMBI Broad Diversified. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCP and 0.50% for CEMB.
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