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

Key characteristics


BSCRAGG
YTD Return2.06%1.09%
1Y Return5.86%3.99%
3Y Return (Ann)-0.96%-2.67%
5Y Return (Ann)1.90%0.09%
Sharpe Ratio1.600.61
Daily Std Dev3.69%6.65%
Max Drawdown-17.26%-18.43%
Current Drawdown-3.58%-9.13%

Correlation

-0.50.00.51.00.8

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.

Performance

BSCR vs. AGG - Performance Comparison

In the year-to-date period, BSCR achieves a 2.06% return, which is significantly higher than AGG's 1.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
19.61%
7.12%
BSCR
AGG

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 2027 Corporate Bond ETF

iShares Core U.S. Aggregate Bond ETF

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%.


BSCR
Invesco BulletShares 2027 Corporate Bond ETF
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 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.


BSCR
Sharpe ratio
The chart of Sharpe ratio for BSCR, currently valued at 1.60, compared to the broader market0.002.004.006.001.60
Sortino ratio
The chart of Sortino ratio for BSCR, currently valued at 2.52, compared to the broader market0.005.0010.002.52
Omega ratio
The chart of Omega ratio for BSCR, currently valued at 1.30, compared to the broader market1.002.003.001.30
Calmar ratio
The chart of Calmar ratio for BSCR, currently valued at 0.55, compared to the broader market0.005.0010.0015.0020.000.55
Martin ratio
The chart of Martin ratio for BSCR, currently valued at 7.80, compared to the broader market0.0050.00100.00150.007.80
AGG
Sharpe ratio
The chart of Sharpe ratio for AGG, currently valued at 0.61, compared to the broader market0.002.004.006.000.61
Sortino ratio
The chart of Sortino ratio for AGG, currently valued at 0.92, compared to the broader market0.005.0010.000.92
Omega ratio
The chart of Omega ratio for AGG, currently valued at 1.11, compared to the broader market1.002.003.001.11
Calmar ratio
The chart of Calmar ratio for AGG, currently valued at 0.23, compared to the broader market0.005.0010.0015.0020.000.23
Martin ratio
The chart of Martin ratio for AGG, currently valued at 1.69, compared to the broader market0.0050.00100.00150.001.69

BSCR vs. AGG - Sharpe Ratio Comparison

The current BSCR Sharpe Ratio is 1.60, which is higher than the AGG Sharpe Ratio of 0.61. The chart below compares the 12-month rolling Sharpe Ratio of BSCR and AGG.


Rolling 12-month Sharpe Ratio0.000.501.001.50FebruaryMarchAprilMayJuneJuly
1.60
0.61
BSCR
AGG

Dividends

BSCR vs. AGG - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.04%, more than AGG's 3.43% yield.


TTM20232022202120202019201820172016201520142013
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.04%3.74%2.61%2.09%2.46%3.37%3.33%0.78%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.43%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%FebruaryMarchAprilMayJuneJuly
-3.58%
-9.13%
BSCR
AGG

Volatility

BSCR vs. AGG - Volatility Comparison

The current volatility for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) is 0.63%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.56%. 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.


0.50%1.00%1.50%2.00%FebruaryMarchAprilMayJuneJuly
0.63%
1.56%
BSCR
AGG