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BSCP vs. KHYB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCP vs. KHYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and KraneShares Asia Pacific High Income Bond ETF (KHYB). The values are adjusted to include any dividend payments, if applicable.

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BSCP vs. KHYB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
0.00%4.19%5.06%5.11%-5.99%-1.37%8.10%12.76%1.33%
KHYB
KraneShares Asia Pacific High Income Bond ETF
-0.41%9.59%10.79%3.50%-10.15%-12.32%2.00%8.87%0.45%

Returns By Period


BSCP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

KHYB

1D
0.42%
1M
-2.32%
YTD
-0.41%
6M
0.91%
1Y
7.21%
3Y*
7.25%
5Y*
-0.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCP vs. KHYB - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is lower than KHYB's 0.69% expense ratio.


Return for Risk

BSCP vs. KHYB — Risk / Return Rank

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

BSCP

KHYB
KHYB Risk / Return Rank: 7373
Overall Rank
KHYB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
KHYB Sortino Ratio Rank: 7878
Sortino Ratio Rank
KHYB Omega Ratio Rank: 8686
Omega Ratio Rank
KHYB Calmar Ratio Rank: 6060
Calmar Ratio Rank
KHYB Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSCP vs. KHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and KraneShares Asia Pacific High Income Bond ETF (KHYB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BSCP vs. KHYB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCPKHYBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

Correlation

The correlation between BSCP and KHYB is 0.18, 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.


Dividends

BSCP vs. KHYB - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.97%, less than KHYB's 8.01% yield.


TTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
2.97%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
KHYB
KraneShares Asia Pacific High Income Bond ETF
8.01%7.59%10.11%15.55%9.67%6.22%4.76%4.86%2.56%0.00%0.00%0.00%

Drawdowns

BSCP vs. KHYB - Drawdown Comparison


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Drawdown Indicators


BSCPKHYBDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-33.01%

Current Drawdown

Current decline from peak

-3.43%

Average Drawdown

Average peak-to-trough decline

-9.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

BSCP vs. KHYB - Volatility Comparison


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Volatility by Period


BSCPKHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%