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BSCP vs. SUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCP vs. SUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB). 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*

SUSB

1D
-0.08%
1M
0.22%
YTD
0.57%
6M
0.92%
1Y
4.51%
3Y*
5.45%
5Y*
2.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCP vs. SUSB - 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%1.20%
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
0.57%6.81%4.83%5.98%-5.72%-0.76%4.96%7.02%0.54%0.28%

Correlation

The correlation between BSCP and SUSB is -0.02, 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

-0.02

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

0.47

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2017

0.59

The correlation between BSCP and SUSB shifts across timeframes, from -0.02 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSCP vs. SUSB — Risk / Return Rank

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

BSCP

SUSB
SUSB Risk / Return Rank: 7171
Overall Rank
SUSB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SUSB Sortino Ratio Rank: 8181
Sortino Ratio Rank
SUSB Omega Ratio Rank: 7676
Omega Ratio Rank
SUSB Calmar Ratio Rank: 6262
Calmar Ratio Rank
SUSB Martin Ratio Rank: 6868
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. SUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB). 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. SUSB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCPSUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

Drawdowns

BSCP vs. SUSB - Drawdown Comparison


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Drawdown Indicators


BSCPSUSBDifference

Max Drawdown

Largest peak-to-trough decline

-13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

Current Drawdown

Current decline from peak

-0.35%

Average Drawdown

Average peak-to-trough decline

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

BSCP vs. SUSB - Volatility Comparison


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Volatility by Period


BSCPSUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

BSCP vs. SUSB - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is lower than SUSB's 0.12% 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. SUSB - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.27%, less than SUSB's 4.50% 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%
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
4.50%4.40%3.81%2.81%1.74%1.30%1.91%2.83%2.61%0.96%0.00%0.00%

Frequently Asked Questions


BSCP and SUSB have a correlation of -0.02, 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 0.12% for SUSB.

SUSB has the higher dividend yield at 4.50%, compared with 2.27% for BSCP.

BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while SUSB tracks Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCP and 0.12% for SUSB.

Portfolio Optimizer

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