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BSCR vs. BSCZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BSCR vs. BSCZ

Last updated Jun 5, 2026

BSCR (Invesco BulletShares 2027 Corporate Bond ETF) and BSCZ (Invesco BulletShares 2035 Corporate Bond ETF) are both Corporate Bonds funds from Invesco - BSCR tracks the NASDAQ Bulletshares® USD Corporate Bond 2027 Index while BSCZ tracks the BulletShares® USD Corporate Bond 2035 Index. Both are passively managed. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.

Performance

BSCR vs. BSCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and Invesco BulletShares 2035 Corporate Bond ETF (BSCZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCR achieves a 1.27% return, which is significantly higher than BSCZ's 0.33% return.

BSCR

1D
0.00%
1M
0.36%
YTD
1.27%
6M
1.66%
1Y
4.46%
3Y*
5.23%
5Y*
1.41%
10Y*
—

BSCZ

1D
0.15%
1M
0.28%
YTD
0.33%
6M
0.37%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCR vs. BSCZ - Yearly Performance Comparison

2026 (YTD)2025
BSCR
Invesco BulletShares 2027 Corporate Bond ETF		1.27%3.17%
BSCZ
Invesco BulletShares 2035 Corporate Bond ETF		0.33%5.67%

Correlation

The correlation between BSCR and BSCZ 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 (All Time)
Calculated using the full available price history since Jun 12, 2025

0.58

BSCR vs. BSCZ - Sectors Allocation Comparison

Sectors
BSCR
BSCZ

Financial Services

20.9%
9.8%

Consumer Cyclical

12.1%
7.4%

Healthcare

10.4%
12.1%

Technology

10.1%
10.5%

Industrials

6.6%
7.3%

Consumer Defensive

5.1%
4.6%

Communication Services

4.0%
10.8%

Energy

3.9%
8.9%

Utilities

3.3%
5.0%

Real Estate

3.0%
3.5%

Basic Materials

0.9%
1.7%

Financial Services

BSCR
20.9%
BSCZ
9.8%

Consumer Cyclical

BSCR
12.1%
BSCZ
7.4%

Healthcare

BSCR
10.4%
BSCZ
12.1%

Technology

BSCR
10.1%
BSCZ
10.5%

Industrials

BSCR
6.6%
BSCZ
7.3%

Consumer Defensive

BSCR
5.1%
BSCZ
4.6%

Communication Services

BSCR
4.0%
BSCZ
10.8%

Energy

BSCR
3.9%
BSCZ
8.9%

Utilities

BSCR
3.3%
BSCZ
5.0%

Real Estate

BSCR
3.0%
BSCZ
3.5%

Basic Materials

BSCR
0.9%
BSCZ
1.7%

Compare stocks, funds, or ETFs

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Invesco BulletShares 2027 Corporate Bond ETF

Invesco BulletShares 2035 Corporate Bond ETF

Often compared with BSCR:
BSCR vs. IBDSBSCR vs. BUFDBSCR vs. BSCSBSCR vs. AGGBSCR vs. SGOVBSCR vs. VCSHBSCR vs. JPIE
Often compared with BSCZ:
BSCZ vs. BSCPBSCZ vs. QCONBSCZ vs. OVTBSCZ vs. IBDSBSCZ vs. IBDRBSCZ vs. PPABSCZ vs. BSCQ

Return for Risk

BSCR vs. BSCZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BSCR
BSCR Risk / Return Rank: 9797
Overall Rank
BSCR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9797
Martin Ratio Rank
BSCZ
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. BSCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and Invesco BulletShares 2035 Corporate Bond ETF (BSCZ). 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.

BSCRBSCZDifference
Sharpe ratioReturn per unit of total volatility
4.20

—

—

Sortino ratioReturn per unit of downside risk
7.83

—

—

Omega ratioGain probability vs. loss probability

2.10

—

—

Calmar ratioReturn relative to maximum drawdown

10.69

—

—

Martin ratioReturn relative to average drawdown

46.31

—

—

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. BSCZ - Sharpe Ratio Comparison

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Sharpe Ratios by Period

BSCRBSCZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.20

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.24

-0.65

Drawdowns

BSCR vs. BSCZ - Drawdown Comparison

The maximum BSCR drawdown since its inception was -17.26%, which is greater than BSCZ's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for BSCR and BSCZ.

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Drawdown Indicators

BSCRBSCZDifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

-3.28%

-13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-0.42%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-14.87%

—

—

Current Drawdown

Current decline from peak

0.00%

-1.32%

+1.32%

Average Drawdown

Average peak-to-trough decline

-3.34%

-0.75%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

—

—

Volatility

BSCR vs. BSCZ - Volatility Comparison

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Volatility by Period

BSCRBSCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

1.07%

4.98%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

4.98%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

4.98%

+0.37%

BSCR vs. BSCZ - Expense Ratio Comparison

Both BSCR and BSCZ have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

BSCR vs. BSCZ - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.29%, more than BSCZ's 4.08% yield.

PositionTTM202520242023202220212020201920182017
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%
BSCZ
Invesco BulletShares 2035 Corporate Bond ETF		4.08%2.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

BSCR and BSCZ 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.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BSCR and BSCZ have the same expense ratio: 0.10% per year.

BSCR has the higher dividend yield at 4.29%, compared with 4.08% for BSCZ.

BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while BSCZ tracks BulletShares® USD Corporate Bond 2035 Index.

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