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BSCP vs. IEI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCP and IEI is 0.10, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

BSCP vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
37.20%
12.66%
BSCP
IEI

Key characteristics

Sharpe Ratio

BSCP:

7.77

IEI:

1.86

Sortino Ratio

BSCP:

17.46

IEI:

2.87

Omega Ratio

BSCP:

3.73

IEI:

1.35

Calmar Ratio

BSCP:

3.30

IEI:

0.71

Martin Ratio

BSCP:

185.71

IEI:

4.59

Ulcer Index

BSCP:

0.03%

IEI:

1.63%

Daily Std Dev

BSCP:

0.71%

IEI:

4.05%

Max Drawdown

BSCP:

-15.54%

IEI:

-14.60%

Current Drawdown

BSCP:

0.00%

IEI:

-3.51%

Returns By Period

In the year-to-date period, BSCP achieves a 1.46% return, which is significantly lower than IEI's 3.41% return.


BSCP

YTD

1.46%

1M

0.34%

6M

2.30%

1Y

5.54%

5Y*

2.22%

10Y*

N/A

IEI

YTD

3.41%

1M

0.72%

6M

2.86%

1Y

7.77%

5Y*

-0.53%

10Y*

1.31%

*Annualized

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BSCP vs. IEI - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is lower than IEI's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IEI: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEI: 0.15%
Expense ratio chart for BSCP: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSCP: 0.10%

Risk-Adjusted Performance

BSCP vs. IEI — Risk-Adjusted Performance Rank

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

BSCP
The Risk-Adjusted Performance Rank of BSCP is 9999
Overall Rank
The Sharpe Ratio Rank of BSCP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCP is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSCP is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSCP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BSCP is 9999
Martin Ratio Rank

IEI
The Risk-Adjusted Performance Rank of IEI is 8888
Overall Rank
The Sharpe Ratio Rank of IEI is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of IEI is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IEI is 9292
Omega Ratio Rank
The Calmar Ratio Rank of IEI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IEI is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSCP vs. IEI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


The chart of Sharpe ratio for BSCP, currently valued at 7.77, compared to the broader market-1.000.001.002.003.004.00
BSCP: 7.77
IEI: 1.86
The chart of Sortino ratio for BSCP, currently valued at 17.46, compared to the broader market-2.000.002.004.006.008.00
BSCP: 17.46
IEI: 2.87
The chart of Omega ratio for BSCP, currently valued at 3.73, compared to the broader market0.501.001.502.002.50
BSCP: 3.73
IEI: 1.35
The chart of Calmar ratio for BSCP, currently valued at 3.30, compared to the broader market0.002.004.006.008.0010.0012.00
BSCP: 3.30
IEI: 0.71
The chart of Martin ratio for BSCP, currently valued at 185.71, compared to the broader market0.0020.0040.0060.00
BSCP: 185.71
IEI: 4.59

The current BSCP Sharpe Ratio is 7.77, which is higher than the IEI Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of BSCP and IEI, 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 Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
7.77
1.86
BSCP
IEI

Dividends

BSCP vs. IEI - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 4.06%, more than IEI's 3.19% yield.


TTM20242023202220212020201920182017201620152014
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
4.06%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%3.12%0.75%0.00%
IEI
iShares 3-7 Year Treasury Bond ETF
3.19%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%

Drawdowns

BSCP vs. IEI - Drawdown Comparison

The maximum BSCP drawdown since its inception was -15.54%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for BSCP and IEI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-3.51%
BSCP
IEI

Volatility

BSCP vs. IEI - Volatility Comparison

The current volatility for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) is 0.22%, while iShares 3-7 Year Treasury Bond ETF (IEI) has a volatility of 1.64%. This indicates that BSCP experiences smaller price fluctuations and is considered to be less risky than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%NovemberDecember2025FebruaryMarchApril
0.22%
1.64%
BSCP
IEI