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BSCQ vs. BKLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCQ and BKLN is 0.15, 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.


-0.50.00.51.00.2

Performance

BSCQ vs. BKLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and Invesco Senior Loan ETF (BKLN). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.31%
4.34%
BSCQ
BKLN

Key characteristics

Sharpe Ratio

BSCQ:

2.75

BKLN:

3.55

Sortino Ratio

BSCQ:

4.11

BKLN:

5.33

Omega Ratio

BSCQ:

1.56

BKLN:

1.93

Calmar Ratio

BSCQ:

0.98

BKLN:

4.87

Martin Ratio

BSCQ:

19.41

BKLN:

40.48

Ulcer Index

BSCQ:

0.26%

BKLN:

0.20%

Daily Std Dev

BSCQ:

1.81%

BKLN:

2.29%

Max Drawdown

BSCQ:

-16.50%

BKLN:

-24.17%

Current Drawdown

BSCQ:

-0.23%

BKLN:

-0.19%

Returns By Period

In the year-to-date period, BSCQ achieves a 4.69% return, which is significantly lower than BKLN's 7.90% return.


BSCQ

YTD

4.69%

1M

0.41%

6M

3.31%

1Y

4.90%

5Y*

1.85%

10Y*

N/A

BKLN

YTD

7.90%

1M

0.19%

6M

4.33%

1Y

8.00%

5Y*

4.23%

10Y*

3.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSCQ vs. BKLN - Expense Ratio Comparison

BSCQ has a 0.10% expense ratio, which is lower than BKLN's 0.65% expense ratio.


BKLN
Invesco Senior Loan ETF
Expense ratio chart for BKLN: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for BSCQ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BSCQ vs. BKLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and Invesco Senior Loan ETF (BKLN). 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.


Sharpe ratio
The chart of Sharpe ratio for BSCQ, currently valued at 2.75, compared to the broader market0.002.004.002.753.55
The chart of Sortino ratio for BSCQ, currently valued at 4.11, compared to the broader market-2.000.002.004.006.008.0010.004.115.33
The chart of Omega ratio for BSCQ, currently valued at 1.56, compared to the broader market0.501.001.502.002.503.001.561.93
The chart of Calmar ratio for BSCQ, currently valued at 0.98, compared to the broader market0.005.0010.0015.000.984.87
The chart of Martin ratio for BSCQ, currently valued at 19.41, compared to the broader market0.0020.0040.0060.0080.00100.0019.4140.48
BSCQ
BKLN

The current BSCQ Sharpe Ratio is 2.75, which is comparable to the BKLN Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of BSCQ and BKLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.75
3.55
BSCQ
BKLN

Dividends

BSCQ vs. BKLN - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.05%, less than BKLN's 8.43% yield.


TTM20232022202120202019201820172016201520142013
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.05%3.54%2.54%1.91%2.43%3.18%3.33%2.91%0.69%0.00%0.00%0.00%
BKLN
Invesco Senior Loan ETF
8.43%8.59%4.93%3.11%3.56%4.86%4.51%3.51%4.55%4.11%4.12%4.39%

Drawdowns

BSCQ vs. BKLN - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, smaller than the maximum BKLN drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for BSCQ and BKLN. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.23%
-0.19%
BSCQ
BKLN

Volatility

BSCQ vs. BKLN - Volatility Comparison

Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) has a higher volatility of 0.42% compared to Invesco Senior Loan ETF (BKLN) at 0.35%. This indicates that BSCQ's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%JulyAugustSeptemberOctoberNovemberDecember
0.42%
0.35%
BSCQ
BKLN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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