BSCP vs. IGHG
BSCP (Invesco BulletShares 2025 Corporate Bond ETF) and IGHG (ProShares Investment Grade-Interest Rate Hedged) are both Corporate Bonds funds - BSCP tracks the NASDAQ BulletShares USD Corporate Bond 2025 Index while IGHG tracks the Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. Both are passively managed. At a 0.01 correlation, their price movements are largely independent. BSCP charges 0.10%/yr vs 0.30%/yr for IGHG.
Performance
BSCP vs. IGHG - Performance Comparison
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Returns By Period
BSCP
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGHG
- 1D
- -0.22%
- 1M
- -0.20%
- YTD
- 1.89%
- 6M
- 2.53%
- 1Y
- 5.53%
- 3Y*
- 8.25%
- 5Y*
- 5.04%
- 10Y*
- 4.81%
BSCP vs. IGHG - 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% |
IGHG ProShares Investment Grade-Interest Rate Hedged | 1.89% | 5.65% | 9.20% | 11.58% | -0.90% | 0.88% | 0.61% | 12.73% | -3.96% | 4.49% |
Correlation
The correlation between BSCP and IGHG is 0.00, 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 | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2015 | 0.01 |
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Return for Risk
BSCP vs. IGHG — Risk / Return Rank
BSCP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGHG
BSCP vs. IGHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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 | IGHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.18 | — |
| Martin ratioReturn relative to average drawdown | — | 11.19 | — |
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Drawdowns
BSCP vs. IGHG - Drawdown Comparison
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Drawdown Indicators
| BSCP | IGHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -25.16% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.75% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -8.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.16% | — |
Current DrawdownCurrent decline from peak | — | -0.43% | — |
Average DrawdownAverage peak-to-trough decline | — | -2.29% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.50% | — |
Volatility
BSCP vs. IGHG - Volatility Comparison
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Volatility by Period
| BSCP | IGHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.60% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.47% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 3.41% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 5.02% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 7.45% | — |
BSCP vs. IGHG - Expense Ratio Comparison
BSCP has a 0.10% expense ratio, which is lower than IGHG's 0.30% expense ratio.
Dividends
BSCP vs. IGHG - Dividend Comparison
BSCP's dividend yield for the trailing twelve months is around 1.92%, less than IGHG's 5.13% 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% |
IGHG ProShares Investment Grade-Interest Rate Hedged | 5.13% | 5.14% | 5.06% | 4.99% | 3.55% | 2.50% | 2.79% | 3.48% | 4.13% | 3.36% | 3.37% | 3.65% |
Frequently Asked Questions
BSCP and IGHG have a correlation of 0.00, 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 0.30% for IGHG.
IGHG has the higher dividend yield at 5.13%, compared with 1.92% for BSCP.
BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.10% for BSCP and 0.30% for IGHG.
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