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BSCQ vs. BSCP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BSCQ vs. BSCP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
0.74%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%

Returns By Period


BSCQ

1D
-0.05%
1M
0.18%
YTD
0.74%
6M
1.84%
1Y
4.39%
3Y*
4.73%
5Y*
1.58%
10Y*

BSCP

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

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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%.


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
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.


BSCQBSCPDifference

Sharpe ratio

Return per unit of total volatility

5.25

Sortino ratio

Return per unit of downside risk

8.88

Omega ratio

Gain probability vs. loss probability

2.74

Calmar ratio

Return relative to maximum drawdown

10.85

Martin ratio

Return relative to average drawdown

72.51

BSCQ vs. BSCP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCQBSCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Correlation

The correlation between BSCQ and BSCP is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSCQ vs. BSCP - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.15%, more than BSCP's 2.97% yield.


TTM20252024202320222021202020192018201720162015
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.15%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%0.00%
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%

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

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Current Drawdown

Current decline from peak

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

Volatility

BSCQ vs. BSCP - Volatility Comparison


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Volatility by Period


BSCQBSCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

Volatility (6M)

Calculated over the trailing 6-month period

0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.81%