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BSCQ vs. POWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BSCQ vs. POWR

Last updated Jun 4, 2026

BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) and POWR (iShares U.S. Power Infrastructure ETF) are both exchange-traded funds - BSCQ is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2026 Index, while POWR is a Utilities Equities fund actively managed by iShares. BSCQ is passively managed, while POWR is actively managed. Over the past 5 years, BSCQ returned 1.47%/yr vs 15.16%/yr for POWR. At a correlation of -0.04, they often move in opposite directions. BSCQ charges 0.10%/yr vs 0.40%/yr for POWR.

Performance

BSCQ vs. POWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and iShares U.S. Power Infrastructure ETF (POWR). 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 lower than POWR's 18.53% return.

BSCQ

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

POWR

1D
-0.11%
1M
-0.93%
YTD
18.53%
6M
15.28%
1Y
28.87%
3Y*
12.09%
5Y*
15.16%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCQ vs. POWR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF		1.55%5.02%4.86%5.71%-8.31%-1.68%9.41%13.94%-2.40%5.93%
POWR
iShares U.S. Power Infrastructure ETF		18.53%10.81%-1.30%3.66%42.54%42.03%-28.30%8.44%-11.74%9.69%

Correlation

The correlation between BSCQ and POWR is -0.12, 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

-0.12

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

-0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2016

-0.04

The correlation between BSCQ and POWR shifts across timeframes, from -0.12 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

BSCQ vs. POWR - Sectors Allocation Comparison

Sectors
BSCQ
POWR

Financial Services

32.7%

-

Technology

10.8%
2.9%

Healthcare

7.4%

-

Consumer Cyclical

6.1%

-

Industrials

6.0%
26.6%

Consumer Defensive

3.9%

-

Utilities

3.5%
52.8%

Energy

3.0%
17.3%

Real Estate

2.9%

-

Communication Services

1.5%

-

Basic Materials

0.5%
1.0%

Financial Services

BSCQ
32.7%
POWR

-

Technology

BSCQ
10.8%
POWR
2.9%

Healthcare

BSCQ
7.4%
POWR

-

Consumer Cyclical

BSCQ
6.1%
POWR

-

Industrials

BSCQ
6.0%
POWR
26.6%

Consumer Defensive

BSCQ
3.9%
POWR

-

Utilities

BSCQ
3.5%
POWR
52.8%

Energy

BSCQ
3.0%
POWR
17.3%

Real Estate

BSCQ
2.9%
POWR

-

Communication Services

BSCQ
1.5%
POWR

-

Basic Materials

BSCQ
0.5%
POWR
1.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco BulletShares 2026 Corporate Bond ETF

iShares U.S. Power Infrastructure ETF

Often compared with BSCQ:
BSCQ vs. BSCUBSCQ vs. BSCPBSCQ vs. BSJQBSCQ vs. SPBOBSCQ vs. TOTLBSCQ vs. IBDRBSCQ vs. DBND
Often compared with POWR:
POWR vs. GRIDPOWR vs. AIPOPOWR vs. XLUPOWR vs. PAVEPOWR vs. VPUPOWR vs. ZAPPOWR vs. XLUI

Return for Risk

BSCQ vs. POWR — 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
POWR
POWR Risk / Return Rank: 5959
Overall Rank
POWR Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
POWR Sortino Ratio Rank: 4848
Sortino Ratio Rank
POWR Omega Ratio Rank: 4747
Omega Ratio Rank
POWR Calmar Ratio Rank: 8686
Calmar Ratio Rank
POWR Martin Ratio Rank: 6666
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. POWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and iShares U.S. Power Infrastructure ETF (POWR). 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.

BSCQPOWRDifference
Sharpe ratioReturn per unit of total volatility
7.06
1.74

+5.31

Sortino ratioReturn per unit of downside risk
15.22
2.41

+12.81

Omega ratioGain probability vs. loss probability

3.45

1.30

+2.15

Calmar ratioReturn relative to maximum drawdown

43.24

4.85

+38.39

Martin ratioReturn relative to average drawdown

179.65

12.19

+167.46

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. POWR - Sharpe Ratio Comparison

The current BSCQ Sharpe Ratio is 7.06, which is higher than the POWR Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of BSCQ and POWR, 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

BSCQPOWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.06

1.74

+5.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.66

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.34

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.19

+0.42

Drawdowns

BSCQ vs. POWR - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, smaller than the maximum POWR drawdown of -65.98%. Use the drawdown chart below to compare losses from any high point for BSCQ and POWR.

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Drawdown Indicators

BSCQPOWRDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-65.98%

+49.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-5.98%

+5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-1.13%

-23.14%

+22.01%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-25.09%

+12.07%

Max Drawdown (10Y)

Largest decline over 10 years

—

-63.42%

—

Current Drawdown

Current decline from peak

0.00%

-1.45%

+1.45%

Average Drawdown

Average peak-to-trough decline

-2.85%

-18.15%

+15.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

2.38%

-2.36%

Volatility

BSCQ vs. POWR - Volatility Comparison

The current volatility for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) is 0.17%, while iShares U.S. Power Infrastructure ETF (POWR) has a volatility of 5.80%. This indicates that BSCQ experiences smaller price fluctuations and is considered to be less risky than POWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BSCQPOWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

5.80%

-5.63%

Volatility (6M)

Calculated over the trailing 6-month period

0.43%

12.35%

-11.92%

Volatility (1Y)

Calculated over the trailing 1-year period

0.63%

16.65%

-16.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

23.08%

-19.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

25.62%

-20.85%

BSCQ vs. POWR - Expense Ratio Comparison

BSCQ has a 0.10% expense ratio, which is lower than POWR's 0.40% expense ratio.

Dividends

BSCQ vs. POWR - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.12%, less than POWR's 6.67% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
POWR
iShares U.S. Power Infrastructure ETF		6.67%7.56%4.36%4.16%4.82%3.94%3.96%5.71%3.17%3.11%2.75%3.42%

Frequently Asked Questions

BSCQ and POWR have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POWR has higher volatility (5.80%) compared to BSCQ (0.17%). In terms of maximum drawdown, BSCQ dropped -16.50% vs POWR's -65.98%.

On 5-year performance, POWR leads with 15.16% vs 1.47% 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 5-year period, POWR has performed better with a 15.16% return vs 1.47%. 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 0.40% for POWR.

POWR has the higher dividend yield at 6.67%, compared with 4.12% for BSCQ.

BSCQ is categorized as Corporate Bonds, while POWR is Utilities Equities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCQ and 0.40% for POWR.

BSCQ currently has the higher Sharpe Ratio (7.06 vs 1.74), 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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