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BSCQ vs. BSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCQ vs. BSCX - 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 2033 Corporate Bond ETF (BSCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCQ achieves a 1.68% return, which is significantly higher than BSCX's 0.50% return.


BSCQ

1D
0.00%
1M
0.25%
YTD
1.68%
6M
1.77%
1Y
4.26%
3Y*
5.17%
5Y*
1.53%
10Y*

BSCX

1D
0.31%
1M
0.74%
YTD
0.50%
6M
0.41%
1Y
4.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCQ vs. BSCX - Yearly Performance Comparison


2026 (YTD)202520242023
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.68%5.02%4.86%3.70%
BSCX
Invesco BulletShares 2033 Corporate Bond ETF
0.50%9.31%1.73%7.88%

Correlation

The correlation between BSCQ and BSCX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2023

0.57

Over the past year, the correlation between BSCQ and BSCX has dropped to 0.08 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

BSCQ vs. BSCX — 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

BSCX
BSCX Risk / Return Rank: 3737
Overall Rank
BSCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BSCX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BSCX Omega Ratio Rank: 3434
Omega Ratio Rank
BSCX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BSCX Martin Ratio Rank: 3737
Martin Ratio Rank
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. BSCX - 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 2033 Corporate Bond ETF (BSCX). 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.


BSCQBSCXDifference
Sharpe ratioReturn per unit of total volatility

+5.91

Sortino ratioReturn per unit of downside risk

+14.12

Omega ratioGain probability vs. loss probability

3.51

1.21

+2.30

Calmar ratioReturn relative to maximum drawdown

41.89

1.68

+40.21

Martin ratioReturn relative to average drawdown

183.04

5.09

+177.95

BSCQ vs. BSCX - Sharpe Ratio Comparison

The current BSCQ Sharpe Ratio is 7.10, which is higher than the BSCX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of BSCQ and BSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSCQ vs. BSCX - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, which is greater than BSCX's maximum drawdown of -5.13%. Use the drawdown chart below to compare losses from any high point for BSCQ and BSCX.


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Drawdown Indicators


BSCQBSCXDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-5.13%

-11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-2.90%

+2.80%

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%

-1.08%

+1.05%

Average Drawdown

Average peak-to-trough decline

-2.83%

-1.37%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.95%

-0.93%

Volatility

BSCQ vs. BSCX - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) is 0.12%, while Invesco BulletShares 2033 Corporate Bond ETF (BSCX) has a volatility of 1.18%. This indicates that BSCQ experiences smaller price fluctuations and is considered to be less risky than BSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCQBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

1.18%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

3.04%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

0.61%

4.08%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.29%

6.05%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

6.05%

-1.30%

BSCQ vs. BSCX - Expense Ratio Comparison

Both BSCQ and BSCX 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. BSCX - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.11%, less than BSCX's 4.88% yield.


PositionTTM2025202420232022202120202019201820172016
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.11%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%
BSCX
Invesco BulletShares 2033 Corporate Bond ETF
4.88%4.82%5.00%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSCQ and BSCX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSCX has higher volatility (1.18%) compared to BSCQ (0.12%). In terms of maximum drawdown, BSCQ dropped -16.50% vs BSCX's -5.13%.

On 1-year performance, BSCX leads with 4.84% vs 4.26% for BSCQ. Both ETFs have the same 0.10% expense ratio. On volatility, BSCQ has been the lower-risk option at 0.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BSCX has performed better with a 4.84% return vs 4.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BSCX has the higher dividend yield at 4.88%, compared with 4.11% for BSCQ.

BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index, while BSCX tracks Invesco BulletShares USD Corporate Bond 2033 Index.

BSCQ currently has the higher Sharpe Ratio (7.10 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BSCQ and BSCX

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