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

Correlation

The correlation between BSCR and BUFD is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BSCR vs. BUFD - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
5.75%
BSCR
BUFD

Key characteristics

Sharpe Ratio

BSCR:

1.73

BUFD:

2.51

Sortino Ratio

BSCR:

2.50

BUFD:

3.39

Omega Ratio

BSCR:

1.33

BUFD:

1.50

Calmar Ratio

BSCR:

0.73

BUFD:

4.06

Martin Ratio

BSCR:

8.17

BUFD:

23.30

Ulcer Index

BSCR:

0.57%

BUFD:

0.58%

Daily Std Dev

BSCR:

2.69%

BUFD:

5.40%

Max Drawdown

BSCR:

-17.26%

BUFD:

-10.75%

Current Drawdown

BSCR:

-1.39%

BUFD:

0.00%

Returns By Period

In the year-to-date period, BSCR achieves a 4.30% return, which is significantly lower than BUFD's 13.39% return.


BSCR

YTD

4.30%

1M

0.17%

6M

3.37%

1Y

4.28%

5Y*

1.54%

10Y*

N/A

BUFD

YTD

13.39%

1M

0.31%

6M

5.75%

1Y

13.34%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


BSCR vs. BUFD - Expense Ratio Comparison

BSCR has a 0.10% expense ratio, which is lower than BUFD's 1.05% expense ratio.


BUFD
FT Cboe Vest Fund of Deep Buffer ETF
Expense ratio chart for BUFD: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
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%

Risk-Adjusted Performance

BSCR vs. BUFD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and FT Cboe Vest Fund of Deep Buffer ETF (BUFD). 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.


Sharpe ratio
The chart of Sharpe ratio for BSCR, currently valued at 1.73, compared to the broader market0.002.004.001.732.51
The chart of Sortino ratio for BSCR, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.0010.0012.002.503.39
The chart of Omega ratio for BSCR, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.50
The chart of Calmar ratio for BSCR, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.744.06
The chart of Martin ratio for BSCR, currently valued at 8.17, compared to the broader market0.0020.0040.0060.0080.00100.008.1723.30
BSCR
BUFD

The current BSCR Sharpe Ratio is 1.73, which is lower than the BUFD Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of BSCR and BUFD, 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.73
2.51
BSCR
BUFD

Dividends

BSCR vs. BUFD - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.28%, while BUFD has not paid dividends to shareholders.


TTM2023202220212020201920182017
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.28%3.74%2.65%2.12%2.46%3.38%3.33%0.78%
BUFD
FT Cboe Vest Fund of Deep Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSCR vs. BUFD - Drawdown Comparison

The maximum BSCR drawdown since its inception was -17.26%, which is greater than BUFD's maximum drawdown of -10.75%. Use the drawdown chart below to compare losses from any high point for BSCR and BUFD. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.38%
0
BSCR
BUFD

Volatility

BSCR vs. BUFD - Volatility Comparison

The current volatility for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) is 0.62%, while FT Cboe Vest Fund of Deep Buffer ETF (BUFD) has a volatility of 1.99%. This indicates that BSCR experiences smaller price fluctuations and is considered to be less risky than BUFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
0.62%
1.99%
BSCR
BUFD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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