BSCP vs. XMMO

Last updated Jun 25, 2026

BSCP (Invesco BulletShares 2025 Corporate Bond ETF) and XMMO (Invesco S&P MidCap Momentum ETF) are both exchange-traded funds - BSCP is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2025 Index, while XMMO is a Momentum fund tracking the S&P MidCap 400 Momentum Index. Both are passively managed. At a 0.08 correlation, their price movements are largely independent. BSCP charges 0.10%/yr vs 0.35%/yr for XMMO.

Performance

BSCP vs. XMMO - 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 MidCap Momentum ETF (XMMO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BSCP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XMMO

• 1D: -0.38%
• 1M: 2.67%
• YTD: 22.42%
• 6M: 19.70%
• 1Y: 34.20%
• 3Y*: 30.88%
• 5Y*: 15.62%
• 10Y*: 20.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCP vs. XMMO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
XMMO Invesco S&P MidCap Momentum ETF	22.42%	13.04%	38.03%	20.39%	-16.02%	16.69%	29.17%	36.78%	6.12%	37.18%

Correlation

The correlation between BSCP and XMMO is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Oct 9, 2015	0.08

Return for Risk

BSCP vs. XMMO — 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.

XMMO

XMMO Risk / Return Rank: 67
XMMO Sharpe Ratio Rank: 56
XMMO Sortino Ratio Rank: 56
XMMO Omega Ratio Rank: 54
XMMO Calmar Ratio Rank: 84
XMMO Martin Ratio Rank: 86

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. XMMO - 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 MidCap Momentum ETF (XMMO). 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.

	BSCP	XMMO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.73	—
Sortino ratio: Return per unit of downside risk	—	2.41	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	4.12	—
Martin ratio: Return relative to average drawdown	—	16.27	—

Drawdowns

Drawdown Indicators

	BSCP	XMMO	Difference
Max Drawdown Largest peak-to-trough decline	—	-55.37%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.34%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.91%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.74%	—
Current Drawdown Current decline from peak	—	-2.80%	—
Average Drawdown Average peak-to-trough decline	—	-9.43%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.11%	—

Volatility

Volatility by Period

	BSCP	XMMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.49%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.74%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.92%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.65%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.32%	—

BSCP vs. XMMO - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is lower than XMMO's 0.35% expense ratio.

Dividends

BSCP vs. XMMO - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 1.92%, more than XMMO's 0.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSCP Invesco BulletShares 2025 Corporate Bond ETF	1.92%	3.99%	3.96%	3.39%	2.24%	1.93%	2.42%	3.12%	3.26%	2.93%	2.94%	0.75%
XMMO Invesco S&P MidCap Momentum ETF	0.57%	0.78%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%

Frequently Asked Questions

Can I hold both BSCP and XMMO in my portfolio?

BSCP and XMMO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BSCP or XMMO?

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.

Which ETF is cheaper, BSCP or XMMO?

BSCP is cheaper with a 0.10% expense ratio, compared with 0.35% for XMMO.

Which ETF pays a higher dividend yield, BSCP or XMMO?

BSCP has the higher dividend yield at 1.92%, compared with 0.57% for XMMO.

What is the main difference between BSCP and XMMO?

BSCP is categorized as Corporate Bonds, while XMMO is Momentum. BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while XMMO tracks S&P MidCap 400 Momentum Index. Their fees differ too: 0.10% for BSCP and 0.35% for XMMO.