PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSCP vs. PULS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCP and PULS is 0.27, 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.


-0.50.00.51.00.3

Performance

BSCP vs. PULS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and PGIM Ultra Short Bond ETF (PULS). The values are adjusted to include any dividend payments, if applicable.

-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%AugustSeptemberOctoberNovemberDecember2025
2.79%
2.86%
BSCP
PULS

Key characteristics

Sharpe Ratio

BSCP:

5.98

PULS:

11.99

Sortino Ratio

BSCP:

10.69

PULS:

28.40

Omega Ratio

BSCP:

2.68

PULS:

7.47

Calmar Ratio

BSCP:

2.08

PULS:

59.81

Martin Ratio

BSCP:

86.48

PULS:

367.95

Ulcer Index

BSCP:

0.06%

PULS:

0.02%

Daily Std Dev

BSCP:

0.87%

PULS:

0.50%

Max Drawdown

BSCP:

-15.54%

PULS:

-5.85%

Current Drawdown

BSCP:

0.00%

PULS:

0.00%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BSCP at 0.24% and PULS at 0.24%.


BSCP

YTD

0.24%

1M

0.34%

6M

2.79%

1Y

5.23%

5Y*

2.03%

10Y*

N/A

PULS

YTD

0.24%

1M

0.46%

6M

2.87%

1Y

6.04%

5Y*

3.17%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSCP vs. PULS - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is lower than PULS'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%.


PULS
PGIM Ultra Short Bond ETF
Expense ratio chart for PULS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for BSCP: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BSCP vs. PULS — 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 9292
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 6363
Calmar Ratio Rank
The Martin Ratio Rank of BSCP is 9999
Martin Ratio Rank

PULS
The Risk-Adjusted Performance Rank of PULS is 100100
Overall Rank
The Sharpe Ratio Rank of PULS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of PULS is 100100
Sortino Ratio Rank
The Omega Ratio Rank of PULS is 100100
Omega Ratio Rank
The Calmar Ratio Rank of PULS is 100100
Calmar Ratio Rank
The Martin Ratio Rank of PULS is 100100
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. PULS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and PGIM Ultra Short Bond ETF (PULS). 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.


Sharpe ratio
The chart of Sharpe ratio for BSCP, currently valued at 5.98, compared to the broader market0.002.004.005.9811.99
The chart of Sortino ratio for BSCP, currently valued at 10.69, compared to the broader market0.005.0010.0010.6928.40
The chart of Omega ratio for BSCP, currently valued at 2.68, compared to the broader market0.501.001.502.002.503.002.687.47
The chart of Calmar ratio for BSCP, currently valued at 2.08, compared to the broader market0.005.0010.0015.002.0859.81
The chart of Martin ratio for BSCP, currently valued at 86.48, compared to the broader market0.0020.0040.0060.0080.00100.0086.48367.95
BSCP
PULS

The current BSCP Sharpe Ratio is 5.98, which is lower than the PULS Sharpe Ratio of 11.99. The chart below compares the historical Sharpe Ratios of BSCP and PULS, 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 Ratio4.006.008.0010.0012.00AugustSeptemberOctoberNovemberDecember2025
5.98
11.99
BSCP
PULS

Dividends

BSCP vs. PULS - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 3.95%, less than PULS's 5.61% yield.


TTM2024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
3.95%3.96%3.40%2.24%1.94%2.43%3.12%3.26%2.93%3.12%0.76%
PULS
PGIM Ultra Short Bond ETF
5.61%5.63%5.48%2.30%1.19%1.85%2.92%1.87%0.00%0.00%0.00%

Drawdowns

BSCP vs. PULS - Drawdown Comparison

The maximum BSCP drawdown since its inception was -15.54%, which is greater than PULS's maximum drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for BSCP and PULS. For additional features, visit the drawdowns tool.


-0.20%-0.15%-0.10%-0.05%0.00%AugustSeptemberOctoberNovemberDecember202500
BSCP
PULS

Volatility

BSCP vs. PULS - Volatility Comparison

Invesco BulletShares 2025 Corporate Bond ETF (BSCP) has a higher volatility of 0.18% compared to PGIM Ultra Short Bond ETF (PULS) at 0.12%. This indicates that BSCP's price experiences larger fluctuations and is considered to be riskier than PULS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%AugustSeptemberOctoberNovemberDecember2025
0.18%
0.12%
BSCP
PULS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab