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BSCR vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCR and AGG is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BSCR vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
24.14%
10.22%
BSCR
AGG

Key characteristics

Sharpe Ratio

BSCR:

2.78

AGG:

1.12

Sortino Ratio

BSCR:

4.28

AGG:

1.63

Omega Ratio

BSCR:

1.57

AGG:

1.20

Calmar Ratio

BSCR:

1.01

AGG:

0.45

Martin Ratio

BSCR:

14.02

AGG:

2.77

Ulcer Index

BSCR:

0.46%

AGG:

2.13%

Daily Std Dev

BSCR:

2.29%

AGG:

5.27%

Max Drawdown

BSCR:

-17.26%

AGG:

-18.43%

Current Drawdown

BSCR:

0.00%

AGG:

-6.50%

Returns By Period

In the year-to-date period, BSCR achieves a 1.27% return, which is significantly lower than AGG's 2.67% return.


BSCR

YTD

1.27%

1M

0.83%

6M

2.03%

1Y

6.07%

5Y*

1.10%

10Y*

N/A

AGG

YTD

2.67%

1M

2.14%

6M

0.81%

1Y

5.23%

5Y*

-0.65%

10Y*

1.60%

*Annualized

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BSCR vs. AGG - Expense Ratio Comparison

BSCR has a 0.10% expense ratio, which is higher than AGG's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BSCR: 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%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

BSCR vs. AGG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSCR
The Risk-Adjusted Performance Rank of BSCR is 8585
Overall Rank
The Sharpe Ratio Rank of BSCR is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCR is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BSCR is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BSCR is 4949
Calmar Ratio Rank
The Martin Ratio Rank of BSCR is 9191
Martin Ratio Rank

AGG
The Risk-Adjusted Performance Rank of AGG is 4545
Overall Rank
The Sharpe Ratio Rank of AGG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of AGG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AGG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AGG is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AGG is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSCR vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


The chart of Sharpe ratio for BSCR, currently valued at 2.78, compared to the broader market-1.000.001.002.003.004.005.002.781.12
The chart of Sortino ratio for BSCR, currently valued at 4.28, compared to the broader market-2.000.002.004.006.008.0010.004.281.63
The chart of Omega ratio for BSCR, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.571.20
The chart of Calmar ratio for BSCR, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.010.45
The chart of Martin ratio for BSCR, currently valued at 14.02, compared to the broader market0.0020.0040.0060.0080.00100.0014.022.77
BSCR
AGG

The current BSCR Sharpe Ratio is 2.78, which is higher than the AGG Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BSCR and AGG, 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 Ratio0.000.501.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
2.78
1.12
BSCR
AGG

Dividends

BSCR vs. AGG - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.29%, more than AGG's 3.71% yield.


TTM20242023202220212020201920182017201620152014
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.29%4.27%3.74%2.65%2.12%2.46%3.38%3.33%0.78%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.71%4.07%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%

Drawdowns

BSCR vs. AGG - Drawdown Comparison

The maximum BSCR drawdown since its inception was -17.26%, smaller than the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BSCR and AGG. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch0
-6.50%
BSCR
AGG

Volatility

BSCR vs. AGG - Volatility Comparison

The current volatility for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) is 0.40%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.51%. This indicates that BSCR experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%1.80%OctoberNovemberDecember2025FebruaryMarch
0.40%
1.51%
BSCR
AGG