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BSCQ vs. EMLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCQ vs. EMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and First Trust North American Energy Infrastructure Fund (EMLP). 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 lower than EMLP's 16.16% return.


BSCQ

1D
0.00%
1M
0.25%
YTD
1.68%
6M
1.78%
1Y
4.21%
3Y*
5.17%
5Y*
1.51%
10Y*

EMLP

1D
1.23%
1M
-1.97%
YTD
16.16%
6M
16.10%
1Y
20.59%
3Y*
22.30%
5Y*
15.94%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCQ vs. EMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.68%5.02%4.86%5.71%-8.31%-1.68%9.41%13.94%-2.40%5.93%
EMLP
First Trust North American Energy Infrastructure Fund
16.16%9.67%33.39%8.05%10.39%23.20%-13.36%23.40%-8.70%1.07%

Correlation

The correlation between BSCQ and EMLP is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2016

0.15

The correlation between BSCQ and EMLP shifts across timeframes, from -0.11 (1 year) to 0.16 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSCQ vs. EMLP — 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

EMLP
EMLP Risk / Return Rank: 7070
Overall Rank
EMLP Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EMLP Sortino Ratio Rank: 7171
Sortino Ratio Rank
EMLP Omega Ratio Rank: 6262
Omega Ratio Rank
EMLP Calmar Ratio Rank: 8282
Calmar Ratio Rank
EMLP Martin Ratio Rank: 7070
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. EMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and First Trust North American Energy Infrastructure Fund (EMLP). 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.


BSCQEMLPDifference
Sharpe ratioReturn per unit of total volatility

+4.90

Sortino ratioReturn per unit of downside risk

+12.42

Omega ratioGain probability vs. loss probability

3.40

1.35

+2.05

Calmar ratioReturn relative to maximum drawdown

41.36

4.19

+37.18

Martin ratioReturn relative to average drawdown

181.24

12.19

+169.05

BSCQ vs. EMLP - Sharpe Ratio Comparison

The current BSCQ Sharpe Ratio is 6.97, which is higher than the EMLP Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of BSCQ and EMLP, 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. EMLP - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, smaller than the maximum EMLP drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for BSCQ and EMLP.


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Drawdown Indicators


BSCQEMLPDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-43.61%

+27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-4.94%

+4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-1.13%

-11.47%

+10.34%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-14.59%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-43.61%

Current Drawdown

Current decline from peak

-0.03%

-2.33%

+2.30%

Average Drawdown

Average peak-to-trough decline

-2.83%

-5.75%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

1.69%

-1.67%

Volatility

BSCQ vs. EMLP - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) is 0.12%, while First Trust North American Energy Infrastructure Fund (EMLP) has a volatility of 3.65%. This indicates that BSCQ experiences smaller price fluctuations and is considered to be less risky than EMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCQEMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

3.65%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

0.42%

7.96%

-7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

0.61%

9.97%

-9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.29%

14.49%

-11.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.75%

17.69%

-12.94%

BSCQ vs. EMLP - Expense Ratio Comparison

BSCQ has a 0.10% expense ratio, which is lower than EMLP's 0.96% expense ratio.


Dividends

BSCQ vs. EMLP - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.11%, more than EMLP's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
EMLP
First Trust North American Energy Infrastructure Fund
2.75%3.18%3.19%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%

Frequently Asked Questions


BSCQ and EMLP have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMLP has higher volatility (3.65%) compared to BSCQ (0.12%). In terms of maximum drawdown, BSCQ dropped -16.50% vs EMLP's -43.61%.

On 5-year performance, EMLP leads with 15.94% vs 1.51% for BSCQ. On fees, BSCQ is cheaper at 0.10% per year. 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 5-year period, EMLP has performed better with a 15.94% return vs 1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCQ is cheaper with a 0.10% expense ratio, compared with 0.96% for EMLP.

BSCQ has the higher dividend yield at 4.11%, compared with 2.75% for EMLP.

BSCQ is categorized as Corporate Bonds, while EMLP is MLPs. They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.10% for BSCQ and 0.96% for EMLP.

BSCQ currently has the higher Sharpe Ratio (6.97 vs 2.08), 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

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