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BSCP vs. SPBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCP vs. SPBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and SPDR Portfolio Corporate Bond ETF (SPBO). 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*

SPBO

1D
-0.21%
1M
0.67%
YTD
0.70%
6M
0.47%
1Y
6.29%
3Y*
5.54%
5Y*
0.66%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCP vs. SPBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPBO
SPDR Portfolio Corporate Bond ETF
0.70%7.83%2.59%8.80%-15.68%-1.57%10.17%14.70%-1.79%5.47%

Correlation

The correlation between BSCP and SPBO 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

0.37

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

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

0.55

The correlation between BSCP and SPBO shifts across timeframes, from -0.00 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSCP vs. SPBO — Risk / Return Rank

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

BSCP

SPBO
SPBO Risk / Return Rank: 4141
Overall Rank
SPBO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3939
Omega Ratio Rank
SPBO Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPBO Martin Ratio Rank: 4343
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. SPBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and SPDR Portfolio Corporate Bond ETF (SPBO). 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. SPBO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCPSPBODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Drawdowns

BSCP vs. SPBO - Drawdown Comparison


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Drawdown Indicators


BSCPSPBODifference

Max Drawdown

Largest peak-to-trough decline

-22.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.23%

Max Drawdown (10Y)

Largest decline over 10 years

-22.23%

Current Drawdown

Current decline from peak

-0.91%

Average Drawdown

Average peak-to-trough decline

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

Volatility

BSCP vs. SPBO - Volatility Comparison


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Volatility by Period


BSCPSPBODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

BSCP vs. SPBO - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is higher than SPBO's 0.03% 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. SPBO - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.27%, less than SPBO's 5.12% 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%
SPBO
SPDR Portfolio Corporate Bond ETF
5.12%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%

Frequently Asked Questions


BSCP and SPBO 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, SPBO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPBO is cheaper with a 0.03% expense ratio, compared with 0.10% for BSCP.

SPBO has the higher dividend yield at 5.12%, compared with 2.27% for BSCP.

BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.10% for BSCP and 0.03% for SPBO.

Portfolio Optimizer

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