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

Key characteristics


BSCQBKLN
YTD Return0.57%1.68%
1Y Return4.93%11.87%
3Y Return (Ann)-0.64%4.42%
5Y Return (Ann)2.55%3.88%
Sharpe Ratio1.564.68
Daily Std Dev3.10%2.60%
Max Drawdown-16.50%-24.17%
Current Drawdown-4.17%-0.09%

Correlation

0.16
-1.001.00

The correlation between BSCQ and BKLN is 0.16, 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.

Performance

BSCQ vs. BKLN - Performance Comparison

In the year-to-date period, BSCQ achieves a 0.57% return, which is significantly lower than BKLN's 1.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
18.87%
30.80%
BSCQ
BKLN

Compare stocks, funds, or ETFs


Invesco BulletShares 2026 Corporate Bond ETF

Invesco Senior Loan ETF

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
0.50%1.00%1.50%2.00%0.65%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.56
BKLN
Invesco Senior Loan ETF
4.68

BSCQ vs. BKLN - Sharpe Ratio Comparison

The current BSCQ Sharpe Ratio is 1.56, which is lower than the BKLN Sharpe Ratio of 4.68. The chart below compares the 12-month rolling Sharpe Ratio of BSCQ and BKLN.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
1.56
4.68
BSCQ
BKLN

Dividends

BSCQ vs. BKLN - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 3.65%, less than BKLN's 8.77% yield.


TTM20232022202120202019201820172016201520142013
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
3.65%3.53%2.54%1.90%2.42%3.19%3.32%2.92%0.69%0.00%0.00%0.00%
BKLN
Invesco Senior Loan ETF
8.77%8.59%4.93%3.11%3.56%4.84%4.52%3.50%4.54%4.12%4.12%4.40%

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%. The drawdown chart below compares losses from any high point along the way for BSCQ and BKLN


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-4.17%
-0.09%
BSCQ
BKLN

Volatility

BSCQ vs. BKLN - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) is 0.52%, while Invesco Senior Loan ETF (BKLN) has a volatility of 0.56%. This indicates that BSCQ experiences smaller price fluctuations and is considered to be less risky 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%OctoberNovemberDecember2024FebruaryMarch
0.52%
0.56%
BSCQ
BKLN