BSCR vs. AGG

Last updated Jun 3, 2026

BSCR (Invesco BulletShares 2027 Corporate Bond ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - BSCR is a Corporate Bonds fund tracking the NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 5 years, BSCR returned 1.47%/yr vs 0.23%/yr for AGG. A 0.78 correlation means they provide meaningful diversification when combined. BSCR charges 0.10%/yr vs 0.03%/yr for AGG.

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.

Returns By Period

In the year-to-date period, BSCR achieves a 1.27% return, which is significantly higher than AGG's 0.47% return.

BSCR

• 1D: 0.00%
• 1M: 0.34%
• YTD: 1.27%
• 6M: 1.74%
• 1Y: 4.56%
• 3Y*: 5.18%
• 5Y*: 1.47%
• 10Y*: —

AGG

• 1D: 0.03%
• 1M: 0.14%
• YTD: 0.47%
• 6M: 0.49%
• 1Y: 5.29%
• 3Y*: 4.02%
• 5Y*: 0.23%
• 10Y*: 1.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCR vs. AGG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSCR Invesco BulletShares 2027 Corporate Bond ETF	1.27%	5.77%	4.52%	6.41%	-9.56%	-1.72%	9.68%	14.88%	-2.63%	0.81%
AGG iShares Core U.S. Aggregate Bond ETF	0.47%	7.19%	1.31%	5.65%	-13.02%	-1.77%	7.48%	8.46%	0.09%	0.35%

Correlation

The correlation between BSCR and AGG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since Sep 28, 2017	0.78

Over the past year, the correlation between BSCR and AGG has dropped to 0.58 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Return for Risk

BSCR vs. AGG — Risk / Return Rank

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

BSCR

BSCR Risk / Return Rank: 97
BSCR Sharpe Ratio Rank: 96
BSCR Sortino Ratio Rank: 98
BSCR Omega Ratio Rank: 98
BSCR Calmar Ratio Rank: 97
BSCR Martin Ratio Rank: 97

AGG

AGG Risk / Return Rank: 37
AGG Sharpe Ratio Rank: 38
AGG Sortino Ratio Rank: 40
AGG Omega Ratio Rank: 37
AGG Calmar Ratio Rank: 36
AGG Martin Ratio Rank: 35

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.

BSCR vs. AGG - Risk-Adjusted Trends 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	AGG	Difference
Sharpe ratio Return per unit of total volatility	4.26	1.38	+2.87
Sortino ratio Return per unit of downside risk	7.98	2.06	+5.93
Omega ratio Gain probability vs. loss probability	2.11	1.25	+0.86
Calmar ratio Return relative to maximum drawdown	11.03	1.81	+9.22
Martin ratio Return relative to average drawdown	46.87	5.61	+41.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSCR vs. AGG - Sharpe Ratio Comparison

The current BSCR Sharpe Ratio is 4.26, which is higher than the AGG Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BSCR and AGG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BSCR	AGG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.26	1.38	+2.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.04	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.59	0.00

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.

Drawdown Indicators

	BSCR	AGG	Difference
Max Drawdown Largest peak-to-trough decline	-17.26%	-18.43%	+1.17%
Max Drawdown (1Y) Largest decline over 1 year	-0.42%	-2.76%	+2.34%
Max Drawdown (3Y) Largest decline over 3 years	-2.41%	-6.11%	+3.70%
Max Drawdown (5Y) Largest decline over 5 years	-14.87%	-17.82%	+2.95%
Max Drawdown (10Y) Largest decline over 10 years	—	-18.43%	—
Current Drawdown Current decline from peak	0.00%	-1.93%	+1.93%
Average Drawdown Average peak-to-trough decline	-3.35%	-2.71%	-0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.10%	0.89%	-0.79%

Volatility

BSCR vs. AGG - Volatility Comparison

The current volatility for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) is 0.19%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.32%. 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.

Volatility by Period

	BSCR	AGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.19%	1.32%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	0.59%	2.76%	-2.17%
Volatility (1Y) Calculated over the trailing 1-year period	1.08%	3.85%	-2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.09%	6.09%	-2.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.35%	5.41%	-0.06%

BSCR vs. AGG - Expense Ratio Comparison

BSCR has a 0.10% expense ratio, which is higher than AGG's 0.03% 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%.

Dividends

BSCR vs. AGG - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.29%, more than AGG's 3.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGG iShares Core U.S. Aggregate Bond ETF	3.98%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
BSCR Invesco BulletShares 2027 Corporate Bond ETF	4.29%	4.26%	4.27%	3.74%	2.65%	2.12%	2.46%	3.11%	3.35%	0.78%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BSCR and AGG in my portfolio?

BSCR and AGG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSCR or AGG?

AGG has higher volatility (1.32%) compared to BSCR (0.19%). In terms of maximum drawdown, BSCR dropped -17.26% vs AGG's -18.43%.

Which ETF is better, BSCR or AGG?

On 5-year performance, BSCR leads with 1.47% vs 0.23% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, BSCR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSCR or AGG?

Over the 5-year period, BSCR has performed better with a 1.47% return vs 0.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSCR or AGG?

AGG is cheaper with a 0.03% expense ratio, compared with 0.10% for BSCR.

Which ETF pays a higher dividend yield, BSCR or AGG?

BSCR has the higher dividend yield at 4.29%, compared with 3.98% for AGG.

What is the main difference between BSCR and AGG?

BSCR is categorized as Corporate Bonds, while AGG is Total Bond Market. BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCR and 0.03% for AGG.

Which has better risk-adjusted returns?

BSCR currently has the higher Sharpe Ratio (4.25 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.