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

Key characteristics


BSCQBSJQ
YTD Return4.17%7.28%
1Y Return7.29%10.39%
3Y Return (Ann)0.37%3.24%
5Y Return (Ann)1.91%3.77%
Sharpe Ratio3.503.57
Sortino Ratio5.855.88
Omega Ratio1.811.76
Calmar Ratio0.997.73
Martin Ratio29.3638.34
Ulcer Index0.25%0.27%
Daily Std Dev2.11%2.87%
Max Drawdown-16.50%-24.15%
Current Drawdown-0.74%-0.34%

Correlation

-0.50.00.51.00.4

The correlation between BSCQ and BSJQ is 0.38, 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.

Performance

BSCQ vs. BSJQ - Performance Comparison

In the year-to-date period, BSCQ achieves a 4.17% return, which is significantly lower than BSJQ's 7.28% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.29%
4.44%
BSCQ
BSJQ

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BSCQ vs. BSJQ - Expense Ratio Comparison

BSCQ has a 0.10% expense ratio, which is lower than BSJQ's 0.42% expense ratio.


BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
Expense ratio chart for BSJQ: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for BSCQ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BSCQ vs. BSJQ - 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 2026 High Yield Corp Bond ETF (BSJQ). 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.


BSCQ
Sharpe ratio
The chart of Sharpe ratio for BSCQ, currently valued at 3.50, compared to the broader market-2.000.002.004.006.003.50
Sortino ratio
The chart of Sortino ratio for BSCQ, currently valued at 5.85, compared to the broader market-2.000.002.004.006.008.0010.0012.005.85
Omega ratio
The chart of Omega ratio for BSCQ, currently valued at 1.81, compared to the broader market1.001.502.002.503.001.81
Calmar ratio
The chart of Calmar ratio for BSCQ, currently valued at 0.99, compared to the broader market0.005.0010.0015.000.99
Martin ratio
The chart of Martin ratio for BSCQ, currently valued at 29.36, compared to the broader market0.0020.0040.0060.0080.00100.0029.36
BSJQ
Sharpe ratio
The chart of Sharpe ratio for BSJQ, currently valued at 3.57, compared to the broader market-2.000.002.004.006.003.57
Sortino ratio
The chart of Sortino ratio for BSJQ, currently valued at 5.88, compared to the broader market-2.000.002.004.006.008.0010.0012.005.88
Omega ratio
The chart of Omega ratio for BSJQ, currently valued at 1.76, compared to the broader market1.001.502.002.503.001.76
Calmar ratio
The chart of Calmar ratio for BSJQ, currently valued at 7.73, compared to the broader market0.005.0010.0015.007.73
Martin ratio
The chart of Martin ratio for BSJQ, currently valued at 38.34, compared to the broader market0.0020.0040.0060.0080.00100.0038.34

BSCQ vs. BSJQ - Sharpe Ratio Comparison

The current BSCQ Sharpe Ratio is 3.50, which is comparable to the BSJQ Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of BSCQ and BSJQ, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.50
3.57
BSCQ
BSJQ

Dividends

BSCQ vs. BSJQ - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 3.97%, less than BSJQ's 6.63% yield.


TTM20232022202120202019201820172016
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
3.97%3.54%2.54%1.91%2.43%3.18%3.33%2.91%0.69%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
6.63%6.58%5.58%4.28%4.64%5.53%2.39%0.00%0.00%

Drawdowns

BSCQ vs. BSJQ - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, smaller than the maximum BSJQ drawdown of -24.15%. Use the drawdown chart below to compare losses from any high point for BSCQ and BSJQ. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.74%
-0.34%
BSCQ
BSJQ

Volatility

BSCQ vs. BSJQ - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) is 0.37%, while Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) has a volatility of 0.77%. This indicates that BSCQ experiences smaller price fluctuations and is considered to be less risky than BSJQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.30%0.40%0.50%0.60%0.70%0.80%0.90%JuneJulyAugustSeptemberOctoberNovember
0.37%
0.77%
BSCQ
BSJQ