BSCR vs. PCL
BSCR (Invesco BulletShares 2027 Corporate Bond ETF) and PCL (PGIM Corporate Bond 10+ Year ETF) are both Corporate Bonds funds. BSCR is passively managed, while PCL is actively managed. At a 0.47 correlation, their price movements are largely independent. BSCR charges 0.10%/yr vs 0.25%/yr for PCL.
Performance
BSCR vs. PCL - Performance Comparison
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Returns By Period
In the year-to-date period, BSCR achieves a 1.44% return, which is significantly lower than PCL's 2.77% return.
BSCR
- 1D
- 0.03%
- 1M
- 0.28%
- YTD
- 1.44%
- 6M
- 1.65%
- 1Y
- 4.36%
- 3Y*
- 5.29%
- 5Y*
- 1.47%
- 10Y*
- —
PCL
- 1D
- 0.03%
- 1M
- 1.83%
- YTD
- 2.77%
- 6M
- 2.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSCR vs. PCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 1.44% | 2.47% |
PCL PGIM Corporate Bond 10+ Year ETF | 2.77% | 2.51% |
Correlation
The correlation between BSCR and PCL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 1, 2025 | 0.47 |
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Return for Risk
BSCR vs. PCL — Risk / Return Rank
BSCR
PCL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BSCR vs. PCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and PGIM Corporate Bond 10+ Year ETF (PCL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSCR | PCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 2.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 10.47 | — | — |
| Martin ratioReturn relative to average drawdown | 45.39 | — | — |
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Drawdowns
BSCR vs. PCL - Drawdown Comparison
The maximum BSCR drawdown since its inception was -17.26%, which is greater than PCL's maximum drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for BSCR and PCL.
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Drawdown Indicators
| BSCR | PCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.26% | -5.14% | -12.12% |
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 DrawdownCurrent decline from peak | -0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -1.71% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | — | — |
Volatility
BSCR vs. PCL - Volatility Comparison
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Volatility by Period
| BSCR | PCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.61% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.02% | 7.83% | -6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.08% | 7.83% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.33% | 7.83% | -2.50% |
BSCR vs. PCL - Expense Ratio Comparison
BSCR has a 0.10% expense ratio, which is lower than PCL'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%.
Dividends
BSCR vs. PCL - Dividend Comparison
BSCR's dividend yield for the trailing twelve months is around 4.29%, less than PCL's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PCL PGIM Corporate Bond 10+ Year ETF | 5.24% | 2.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BSCR and PCL have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BSCR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BSCR is cheaper with a 0.10% expense ratio, compared with 0.25% for PCL.
PCL has the higher dividend yield at 5.24%, compared with 4.29% for BSCR.
They also come from different issuers: Invesco and PGIM. Their fees differ too: 0.10% for BSCR and 0.25% for PCL.
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