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BSCQ vs. IGCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCQ vs. IGCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and TCW Corporate Bond ETF (IGCB). 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 IGCB's 0.08% return.


BSCQ

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

IGCB

1D
-0.30%
1M
0.37%
YTD
0.08%
6M
-0.02%
1Y
5.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCQ vs. IGCB - Yearly Performance Comparison


2026 (YTD)20252024
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.55%5.02%0.56%
IGCB
TCW Corporate Bond ETF
0.08%8.42%-0.39%

Correlation

The correlation between BSCQ and IGCB is 0.07, 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

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2024

0.30

Over the past year, the correlation between BSCQ and IGCB has dropped to 0.07 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

BSCQ vs. IGCB — 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

IGCB
IGCB Risk / Return Rank: 3838
Overall Rank
IGCB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IGCB Sortino Ratio Rank: 3838
Sortino Ratio Rank
IGCB Omega Ratio Rank: 3838
Omega Ratio Rank
IGCB Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGCB 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. IGCB - Risk-Adjusted Trends Comparison

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


BSCQIGCBDifference
Sharpe ratioReturn per unit of total volatility

+5.68

Sortino ratioReturn per unit of downside risk

+13.26

Omega ratioGain probability vs. loss probability

3.45

1.25

+2.20

Calmar ratioReturn relative to maximum drawdown

43.24

1.85

+41.38

Martin ratioReturn relative to average drawdown

179.65

5.69

+173.95

BSCQ vs. IGCB - Sharpe Ratio Comparison

The current BSCQ Sharpe Ratio is 7.06, which is higher than the IGCB Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BSCQ and IGCB, 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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Sharpe Ratios by Period


BSCQIGCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.06

1.38

+5.68

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

1.09

-0.48

Drawdowns

BSCQ vs. IGCB - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, which is greater than IGCB's maximum drawdown of -4.20%. Use the drawdown chart below to compare losses from any high point for BSCQ and IGCB.


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Drawdown Indicators


BSCQIGCBDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-4.20%

-12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-2.91%

+2.81%

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%

-1.31%

+1.31%

Average Drawdown

Average peak-to-trough decline

-2.85%

-0.93%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.95%

-0.93%

Volatility

BSCQ vs. IGCB - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) is 0.17%, while TCW Corporate Bond ETF (IGCB) has a volatility of 1.35%. This indicates that BSCQ experiences smaller price fluctuations and is considered to be less risky than IGCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCQIGCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

1.35%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

2.78%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

0.63%

3.92%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

4.82%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

4.82%

-0.05%

BSCQ vs. IGCB - Expense Ratio Comparison

BSCQ has a 0.10% expense ratio, which is lower than IGCB's 0.35% expense ratio.


Dividends

BSCQ vs. IGCB - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.12%, less than IGCB's 4.75% 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%
IGCB
TCW Corporate Bond ETF
4.75%4.52%0.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSCQ and IGCB have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGCB has higher volatility (1.35%) compared to BSCQ (0.17%). In terms of maximum drawdown, BSCQ dropped -16.50% vs IGCB's -4.20%.

On 1-year performance, IGCB leads with 5.37% vs 4.41% for BSCQ. On fees, BSCQ is cheaper at 0.10% per year. On volatility, BSCQ has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGCB has performed better with a 5.37% return vs 4.41%. 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 0.35% for IGCB.

IGCB has the higher dividend yield at 4.75%, compared with 4.12% for BSCQ.

BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index, while IGCB tracks Actively Managed. They also come from different issuers: Invesco and TCW. Their fees differ too: 0.10% for BSCQ and 0.35% for IGCB.

BSCQ currently has the higher Sharpe Ratio (7.06 vs 1.38), 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.

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