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BSCQ vs. BSCP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCQ vs. BSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSCQ

1D
-0.03%
1M
0.25%
YTD
1.68%
6M
1.81%
1Y
4.25%
3Y*
5.17%
5Y*
1.53%
10Y*

BSCP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCQ vs. BSCP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.68%5.02%4.86%5.71%-8.31%-1.68%9.41%13.94%-2.40%5.93%
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%

Correlation

The correlation between BSCQ and BSCP is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.58

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

0.79

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2016

0.75

Over the past year, the correlation between BSCQ and BSCP has dropped to 0.11 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

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Return for Risk

BSCQ vs. BSCP — Risk / Return Rank

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

BSCQ
BSCQ Risk / Return Rank: 9999
Overall Rank
BSCQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BSCQ Sortino Ratio Rank: 9999
Sortino Ratio Rank
BSCQ Omega Ratio Rank: 9999
Omega Ratio Rank
BSCQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
BSCQ Martin Ratio Rank: 9999
Martin Ratio Rank

BSCP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BSCQ vs. BSCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). 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.


BSCQBSCPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.43

Calmar ratioReturn relative to maximum drawdown

41.77

Martin ratioReturn relative to average drawdown

181.80

BSCQ vs. BSCP - Sharpe Ratio Comparison


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Drawdowns

BSCQ vs. BSCP - Drawdown Comparison


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Drawdown Indicators


BSCQBSCPDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Current Drawdown

Current decline from peak

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

BSCQ vs. BSCP - Volatility Comparison


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Volatility by Period


BSCQBSCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

BSCQ vs. BSCP - Expense Ratio Comparison

Both BSCQ and BSCP have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BSCQ vs. BSCP - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.46%, more than BSCP's 2.27% 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%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.46%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%0.00%

Frequently Asked Questions


BSCQ and BSCP have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BSCQ and BSCP have the same expense ratio: 0.10% per year.

BSCQ has the higher dividend yield at 4.46%, compared with 2.27% for BSCP.

BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index, while BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index.

Portfolio Optimizer

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