BSCP vs. PCL
BSCP (Invesco BulletShares 2025 Corporate Bond ETF) and PCL (PGIM Corporate Bond 10+ Year ETF) are both Corporate Bonds funds. BSCP is passively managed, while PCL is actively managed. At a correlation of -0.03, they often move in opposite directions. BSCP charges 0.10%/yr vs 0.25%/yr for PCL.
Performance
BSCP vs. PCL - Performance Comparison
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Returns By Period
BSCP
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PCL
- 1D
- 0.67%
- 1M
- 2.25%
- YTD
- 2.74%
- 6M
- 1.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSCP vs. PCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 0.00% | 1.52% |
PCL PGIM Corporate Bond 10+ Year ETF | 2.74% | 2.51% |
Correlation
The correlation between BSCP and PCL is -0.03, 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 (All Time) Calculated using the full available price history since Aug 1, 2025 | -0.03 |
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Return for Risk
BSCP vs. PCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and PGIM Corporate Bond 10+ Year ETF (PCL). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
BSCP vs. PCL - Drawdown Comparison
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Drawdown Indicators
| BSCP | PCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -5.14% | — |
Current DrawdownCurrent decline from peak | — | -0.24% | — |
Average DrawdownAverage peak-to-trough decline | — | -1.72% | — |
Volatility
BSCP vs. PCL - Volatility Comparison
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Volatility by Period
| BSCP | PCL | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | — | 7.85% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 7.85% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 7.85% | — |
BSCP vs. PCL - Expense Ratio Comparison
BSCP has a 0.10% expense ratio, which is lower than PCL's 0.25% 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%.
Dividends
BSCP vs. PCL - Dividend Comparison
BSCP's dividend yield for the trailing twelve months is around 1.92%, less than PCL's 5.24% 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% |
PCL PGIM Corporate Bond 10+ Year ETF | 5.24% | 2.52% | 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 PCL have a correlation of -0.03, 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 0.25% for PCL.
PCL has the higher dividend yield at 5.24%, compared with 1.92% for BSCP.
They also come from different issuers: Invesco and PGIM. Their fees differ too: 0.10% for BSCP and 0.25% for PCL.
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