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BSCQ vs. INVG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCQ vs. INVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and GMO Systematic Investment Grade Credit ETF (INVG). 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 INVG's 0.68% return.


BSCQ

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

INVG

1D
-0.23%
1M
0.73%
YTD
0.68%
6M
0.36%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCQ vs. INVG - Yearly Performance Comparison


Correlation

The correlation between BSCQ and INVG 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 (All Time)
Calculated using the full available price history since Jun 5, 2025

0.07

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Return for Risk

BSCQ vs. INVG — 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

INVG
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. INVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and GMO Systematic Investment Grade Credit ETF (INVG). 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.


BSCQINVGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

3.45

Calmar ratioReturn relative to maximum drawdown

43.24

Martin ratioReturn relative to average drawdown

179.65

BSCQ vs. INVG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCQINVGDifference

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

1.23

-0.63

Drawdowns

BSCQ vs. INVG - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, which is greater than INVG's maximum drawdown of -3.15%. Use the drawdown chart below to compare losses from any high point for BSCQ and INVG.


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Drawdown Indicators


BSCQINVGDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-3.15%

-13.35%

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%

-0.88%

+0.88%

Average Drawdown

Average peak-to-trough decline

-2.85%

-0.71%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

BSCQ vs. INVG - Volatility Comparison


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Volatility by Period


BSCQINVGDifference

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%

4.42%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

4.42%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

4.42%

+0.35%

BSCQ vs. INVG - Expense Ratio Comparison

BSCQ has a 0.10% expense ratio, which is lower than INVG's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSCQ vs. INVG - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.12%, less than INVG's 4.68% 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%
INVG
GMO Systematic Investment Grade Credit ETF
4.68%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSCQ and INVG 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.

On fees, BSCQ is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSCQ is cheaper with a 0.10% expense ratio, compared with 0.25% for INVG.

INVG has the higher dividend yield at 4.68%, compared with 4.12% for BSCQ.

They also come from different issuers: Invesco and GMO. Their fees differ too: 0.10% for BSCQ and 0.25% for INVG.

Portfolio Optimizer

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