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BSCP vs. XLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCP vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and Invesco S&P 500 Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

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BSCP vs. XLG - 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%
XLG
Invesco S&P 500 Top 50 ETF
-7.18%19.51%33.49%38.16%-24.29%30.77%24.15%32.04%-3.59%23.04%

Returns By Period


BSCP

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

XLG

1D
0.70%
1M
-3.74%
YTD
-7.18%
6M
-4.55%
1Y
19.62%
3Y*
21.92%
5Y*
13.96%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCP vs. XLG - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is lower than XLG's 0.20% 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%.


Return for Risk

BSCP vs. XLG — Risk / Return Rank

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

BSCP

XLG
XLG Risk / Return Rank: 5757
Overall Rank
XLG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 5757
Sortino Ratio Rank
XLG Omega Ratio Rank: 5858
Omega Ratio Rank
XLG Calmar Ratio Rank: 6262
Calmar Ratio Rank
XLG Martin Ratio Rank: 5656
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. XLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and Invesco S&P 500 Top 50 ETF (XLG). 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. XLG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCPXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Correlation

The correlation between BSCP and XLG is 0.10, 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.


Dividends

BSCP vs. XLG - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.97%, more than XLG's 0.70% yield.


TTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
2.97%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
XLG
Invesco S&P 500 Top 50 ETF
0.70%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Drawdowns

BSCP vs. XLG - Drawdown Comparison


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Drawdown Indicators


BSCPXLGDifference

Max Drawdown

Largest peak-to-trough decline

-52.39%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

Current Drawdown

Current decline from peak

-8.93%

Average Drawdown

Average peak-to-trough decline

-7.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

Volatility

BSCP vs. XLG - Volatility Comparison


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Volatility by Period


BSCPXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%