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

Correlation

The correlation between BSCQ and BSCU is 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

BSCQ vs. BSCU - 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 2030 Corporate Bond ETF (BSCU). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%NovemberDecember2025FebruaryMarchApril
2.91%
-3.34%
BSCQ
BSCU

Key characteristics

Sharpe Ratio

BSCQ:

4.24

BSCU:

1.73

Sortino Ratio

BSCQ:

7.06

BSCU:

2.58

Omega Ratio

BSCQ:

2.02

BSCU:

1.32

Calmar Ratio

BSCQ:

1.38

BSCU:

0.65

Martin Ratio

BSCQ:

40.41

BSCU:

5.95

Ulcer Index

BSCQ:

0.16%

BSCU:

1.42%

Daily Std Dev

BSCQ:

1.50%

BSCU:

4.89%

Max Drawdown

BSCQ:

-16.50%

BSCU:

-22.34%

Current Drawdown

BSCQ:

0.00%

BSCU:

-5.29%

Returns By Period

In the year-to-date period, BSCQ achieves a 1.59% return, which is significantly lower than BSCU's 2.63% return.


BSCQ

YTD

1.59%

1M

0.34%

6M

2.31%

1Y

6.33%

5Y*

1.87%

10Y*

N/A

BSCU

YTD

2.63%

1M

0.42%

6M

2.13%

1Y

8.48%

5Y*

N/A

10Y*

N/A

*Annualized

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BSCQ vs. BSCU - Expense Ratio Comparison

Both BSCQ and BSCU 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%.


Expense ratio chart for BSCQ: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSCQ: 0.10%
Expense ratio chart for BSCU: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSCU: 0.10%

Risk-Adjusted Performance

BSCQ vs. BSCU — Risk-Adjusted Performance Rank

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

BSCQ
The Risk-Adjusted Performance Rank of BSCQ is 9797
Overall Rank
The Sharpe Ratio Rank of BSCQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSCQ is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSCQ is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BSCQ is 9999
Martin Ratio Rank

BSCU
The Risk-Adjusted Performance Rank of BSCU is 8787
Overall Rank
The Sharpe Ratio Rank of BSCU is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCU is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BSCU is 9191
Omega Ratio Rank
The Calmar Ratio Rank of BSCU is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BSCU is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSCQ vs. BSCU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and Invesco BulletShares 2030 Corporate Bond ETF (BSCU). 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.


The chart of Sharpe ratio for BSCQ, currently valued at 4.24, compared to the broader market-1.000.001.002.003.004.00
BSCQ: 4.24
BSCU: 1.73
The chart of Sortino ratio for BSCQ, currently valued at 7.06, compared to the broader market-2.000.002.004.006.008.00
BSCQ: 7.06
BSCU: 2.58
The chart of Omega ratio for BSCQ, currently valued at 2.02, compared to the broader market0.501.001.502.00
BSCQ: 2.02
BSCU: 1.32
The chart of Calmar ratio for BSCQ, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.0012.00
BSCQ: 1.38
BSCU: 0.65
The chart of Martin ratio for BSCQ, currently valued at 40.41, compared to the broader market0.0020.0040.0060.00
BSCQ: 40.41
BSCU: 5.95

The current BSCQ Sharpe Ratio is 4.24, which is higher than the BSCU Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BSCQ and BSCU, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
4.24
1.73
BSCQ
BSCU

Dividends

BSCQ vs. BSCU - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.18%, less than BSCU's 4.69% yield.


TTM202420232022202120202019201820172016
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.18%4.05%3.53%2.54%1.91%2.42%3.19%3.33%2.92%0.69%
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
4.69%4.70%4.07%3.06%1.93%0.33%0.00%0.00%0.00%0.00%

Drawdowns

BSCQ vs. BSCU - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, smaller than the maximum BSCU drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for BSCQ and BSCU. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-5.29%
BSCQ
BSCU

Volatility

BSCQ vs. BSCU - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) is 0.59%, while Invesco BulletShares 2030 Corporate Bond ETF (BSCU) has a volatility of 2.29%. This indicates that BSCQ experiences smaller price fluctuations and is considered to be less risky than BSCU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
0.59%
2.29%
BSCQ
BSCU