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BSCR vs. MBBB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCR vs. MBBB - Performance Comparison

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

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BSCR vs. MBBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
0.51%5.77%4.52%6.41%-9.56%-1.72%0.81%
MBBB
VanEck Moody's Analytics BBB Corporate Bond ETF
-0.46%7.64%3.68%9.75%-15.04%0.30%1.51%

Returns By Period

In the year-to-date period, BSCR achieves a 0.51% return, which is significantly higher than MBBB's -0.46% return.


BSCR

1D
0.05%
1M
-0.11%
YTD
0.51%
6M
1.59%
1Y
4.62%
3Y*
4.86%
5Y*
1.55%
10Y*

MBBB

1D
0.02%
1M
-1.49%
YTD
-0.46%
6M
-0.20%
1Y
4.55%
3Y*
5.48%
5Y*
1.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCR vs. MBBB - Expense Ratio Comparison

BSCR has a 0.10% expense ratio, which is lower than MBBB's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BSCR vs. MBBB — Risk / Return Rank

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

BSCR
BSCR Risk / Return Rank: 9898
Overall Rank
BSCR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9898
Martin Ratio Rank

MBBB
MBBB Risk / Return Rank: 4848
Overall Rank
MBBB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MBBB Sortino Ratio Rank: 4444
Sortino Ratio Rank
MBBB Omega Ratio Rank: 4242
Omega Ratio Rank
MBBB Calmar Ratio Rank: 5757
Calmar Ratio Rank
MBBB Martin Ratio Rank: 4949
Martin Ratio Rank
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. MBBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and VanEck Moody's Analytics BBB Corporate Bond ETF (MBBB). 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.


BSCRMBBBDifference

Sharpe ratio

Return per unit of total volatility

3.14

0.91

+2.23

Sortino ratio

Return per unit of downside risk

4.95

1.27

+3.68

Omega ratio

Gain probability vs. loss probability

1.80

1.17

+0.62

Calmar ratio

Return relative to maximum drawdown

5.68

1.61

+4.07

Martin ratio

Return relative to average drawdown

29.17

5.19

+23.97

BSCR vs. MBBB - Sharpe Ratio Comparison

The current BSCR Sharpe Ratio is 3.14, which is higher than the MBBB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BSCR and MBBB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSCRMBBBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.91

+2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.19

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.16

+0.42

Correlation

The correlation between BSCR and MBBB is 0.85, 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.


Dividends

BSCR vs. MBBB - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.30%, less than MBBB's 5.01% yield.


TTM202520242023202220212020201920182017
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.30%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%
MBBB
VanEck Moody's Analytics BBB Corporate Bond ETF
5.01%4.99%4.93%4.51%3.22%2.29%0.19%0.00%0.00%0.00%

Drawdowns

BSCR vs. MBBB - Drawdown Comparison

The maximum BSCR drawdown since its inception was -17.26%, smaller than the maximum MBBB drawdown of -21.73%. Use the drawdown chart below to compare losses from any high point for BSCR and MBBB.


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Drawdown Indicators


BSCRMBBBDifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

-21.73%

+4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.81%

-2.98%

+2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-14.87%

-21.73%

+6.86%

Current Drawdown

Current decline from peak

-0.14%

-1.85%

+1.71%

Average Drawdown

Average peak-to-trough decline

-3.41%

-7.02%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

0.92%

-0.76%

Volatility

BSCR vs. MBBB - Volatility Comparison

The current volatility for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) is 0.36%, while VanEck Moody's Analytics BBB Corporate Bond ETF (MBBB) has a volatility of 2.11%. This indicates that BSCR experiences smaller price fluctuations and is considered to be less risky than MBBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCRMBBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

2.11%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

2.86%

-2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

1.48%

5.01%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.12%

6.35%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.40%

6.28%

-0.88%