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BSCP vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCP vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSCP

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

SGOV

1D
0.01%
1M
0.27%
YTD
1.70%
6M
1.80%
1Y
3.93%
3Y*
4.68%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCP vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
0.00%4.19%5.06%5.11%-5.99%-1.37%4.68%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.70%4.24%5.27%5.12%1.58%0.04%0.04%

Correlation

The correlation between BSCP and SGOV is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

0.06

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Return for Risk

BSCP vs. SGOV — Risk / Return Rank

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

BSCP

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


SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


BSCPSGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

194.55

Calmar ratioReturn relative to maximum drawdown

396.11

Martin ratioReturn relative to average drawdown

4,438.60

BSCP vs. SGOV - Sharpe Ratio Comparison


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Drawdowns

BSCP vs. SGOV - Drawdown Comparison


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Drawdown Indicators


BSCPSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

BSCP vs. SGOV - Volatility Comparison


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Volatility by Period


BSCPSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

BSCP vs. SGOV - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is higher than SGOV's 0.09% expense ratio. However, 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. SGOV - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.27%, less than SGOV's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
2.27%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSCP and SGOV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGOV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.10% for BSCP.

SGOV has the higher dividend yield at 3.85%, compared with 2.27% for BSCP.

BSCP is categorized as Corporate Bonds, while SGOV is Ultrashort Bond. BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCP and 0.09% for SGOV.

Portfolio Optimizer

Find the right allocation for BSCP and SGOV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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