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BSCQ vs. BSCZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BSCQ vs. BSCZ

Last updated Jun 4, 2026

BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) and BSCZ (Invesco BulletShares 2035 Corporate Bond ETF) are both Corporate Bonds funds from Invesco - BSCQ tracks the NASDAQ BulletShares USD Corporate Bond 2026 Index while BSCZ tracks the BulletShares® USD Corporate Bond 2035 Index. Both are passively managed. At a 0.06 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.

Performance

BSCQ vs. BSCZ - 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 2035 Corporate Bond ETF (BSCZ). 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 1.55% return, which is significantly higher than BSCZ's 0.18% return.

BSCQ

1D
0.08%
1M
0.34%
YTD
1.55%
6M
1.92%
1Y
4.41%
3Y*
5.06%
5Y*
1.47%
10Y*
—

BSCZ

1D
-0.24%
1M
0.42%
YTD
0.18%
6M
-0.02%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCQ vs. BSCZ - Yearly Performance Comparison

2026 (YTD)2025
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF		1.55%2.72%
BSCZ
Invesco BulletShares 2035 Corporate Bond ETF		0.18%5.67%

Correlation

The correlation between BSCQ and BSCZ is 0.06, 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 (All Time)
Calculated using the full available price history since Jun 12, 2025

0.06

BSCQ vs. BSCZ - Sectors Allocation Comparison

Sectors
BSCQ
BSCZ

Financial Services

32.7%
9.8%

Technology

10.8%
10.5%

Healthcare

7.4%
12.1%

Consumer Cyclical

6.1%
7.4%

Industrials

6.0%
7.3%

Consumer Defensive

3.9%
4.6%

Utilities

3.5%
5.0%

Energy

3.0%
8.9%

Real Estate

2.9%
3.5%

Communication Services

1.5%
10.8%

Basic Materials

0.5%
1.7%

Financial Services

BSCQ
32.7%
BSCZ
9.8%

Technology

BSCQ
10.8%
BSCZ
10.5%

Healthcare

BSCQ
7.4%
BSCZ
12.1%

Consumer Cyclical

BSCQ
6.1%
BSCZ
7.4%

Industrials

BSCQ
6.0%
BSCZ
7.3%

Consumer Defensive

BSCQ
3.9%
BSCZ
4.6%

Utilities

BSCQ
3.5%
BSCZ
5.0%

Energy

BSCQ
3.0%
BSCZ
8.9%

Real Estate

BSCQ
2.9%
BSCZ
3.5%

Communication Services

BSCQ
1.5%
BSCZ
10.8%

Basic Materials

BSCQ
0.5%
BSCZ
1.7%

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Invesco BulletShares 2026 Corporate Bond ETF

Invesco BulletShares 2035 Corporate Bond ETF

Often compared with BSCQ:
BSCQ vs. BSCUBSCQ vs. BSCPBSCQ vs. BSJQBSCQ vs. SPBOBSCQ vs. TOTLBSCQ vs. IBDRBSCQ vs. DBND
Often compared with BSCZ:
BSCZ vs. BSCPBSCZ vs. QCONBSCZ vs. BSCRBSCZ vs. IBDSBSCZ vs. OVTBSCZ vs. IBDRBSCZ vs. PPA

Return for Risk

BSCQ vs. BSCZ — 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
BSCZ
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. BSCZ - 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 2035 Corporate Bond ETF (BSCZ). 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.

BSCQBSCZDifference
Sharpe ratioReturn per unit of total volatility
7.06

—

—

Sortino ratioReturn per unit of downside risk
15.22

—

—

Omega ratioGain probability vs. loss probability

3.45

—

—

Calmar ratioReturn relative to maximum drawdown

43.24

—

—

Martin ratioReturn relative to average drawdown

179.65

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSCQ vs. BSCZ - Sharpe Ratio Comparison

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Sharpe Ratios by Period

BSCQBSCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.06

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.21

-0.61

Drawdowns

BSCQ vs. BSCZ - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, which is greater than BSCZ's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for BSCQ and BSCZ.

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Drawdown Indicators

BSCQBSCZDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-3.28%

-13.22%

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

0.00%

-1.46%

+1.46%

Average Drawdown

Average peak-to-trough decline

-2.85%

-0.75%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

—

—

Volatility

BSCQ vs. BSCZ - Volatility Comparison

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Volatility by Period

BSCQBSCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

0.63%

4.98%

-4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

4.98%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

4.98%

-0.21%

BSCQ vs. BSCZ - Expense Ratio Comparison

Both BSCQ and BSCZ 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. BSCZ - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.12%, which matches BSCZ's 4.09% yield.

PositionTTM2025202420232022202120202019201820172016
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF		4.12%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%
BSCZ
Invesco BulletShares 2035 Corporate Bond ETF		4.09%2.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

BSCQ and BSCZ have a correlation of 0.06, 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 BSCZ have the same expense ratio: 0.10% per year.

BSCQ has the higher dividend yield at 4.12%, compared with 4.09% for BSCZ.

BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index, while BSCZ tracks BulletShares® USD Corporate Bond 2035 Index.

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