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BSCR vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BSCR vs. QQQ

Last updated Jun 5, 2026

BSCR (Invesco BulletShares 2027 Corporate Bond ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - BSCR is a Corporate Bonds fund tracking the NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, BSCR returned 1.41%/yr vs 17.86%/yr for QQQ. At a 0.17 correlation, their price movements are largely independent. BSCR charges 0.10%/yr vs 0.18%/yr for QQQ.

Performance

BSCR vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and Invesco QQQ ETF (QQQ). 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 lower than QQQ's 20.71% return.

BSCR

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

QQQ

1D
-0.48%
1M
8.66%
YTD
20.71%
6M
19.19%
1Y
40.74%
3Y*
28.54%
5Y*
17.86%
10Y*
21.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCR vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
QQQ
Invesco QQQ ETF		20.71%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%8.05%

Correlation

The correlation between BSCR and QQQ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2017

0.17

BSCR vs. QQQ - Sectors Allocation Comparison

Sectors
BSCR
QQQ

Financial Services

20.9%
0.2%

Consumer Cyclical

12.1%
12.3%

Healthcare

10.4%
4.2%

Technology

10.1%
53.8%

Industrials

6.6%
2.8%

Consumer Defensive

5.1%
7.7%

Communication Services

4.0%
15.8%

Energy

3.9%
0.6%

Utilities

3.3%
1.4%

Real Estate

3.0%
0.1%

Basic Materials

0.9%
1.1%

Financial Services

BSCR
20.9%
QQQ
0.2%

Consumer Cyclical

BSCR
12.1%
QQQ
12.3%

Healthcare

BSCR
10.4%
QQQ
4.2%

Technology

BSCR
10.1%
QQQ
53.8%

Industrials

BSCR
6.6%
QQQ
2.8%

Consumer Defensive

BSCR
5.1%
QQQ
7.7%

Communication Services

BSCR
4.0%
QQQ
15.8%

Energy

BSCR
3.9%
QQQ
0.6%

Utilities

BSCR
3.3%
QQQ
1.4%

Real Estate

BSCR
3.0%
QQQ
0.1%

Basic Materials

BSCR
0.9%
QQQ
1.1%

Compare stocks, funds, or ETFs

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

Invesco BulletShares 2027 Corporate Bond ETF

Invesco QQQ ETF

Often compared with BSCR:
BSCR vs. IBDSBSCR vs. BUFDBSCR vs. BSCSBSCR vs. AGGBSCR vs. SGOVBSCR vs. VCSHBSCR vs. JPIE
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI

Return for Risk

BSCR vs. QQQ — 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
QQQ
QQQ Risk / Return Rank: 7474
Overall Rank
QQQ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7676
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7575
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
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. QQQ - Risk-Adjusted Trends Comparison

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

BSCRQQQDifference
Sharpe ratioReturn per unit of total volatility
4.20
2.57

+1.63

Sortino ratioReturn per unit of downside risk
7.83
3.37

+4.46

Omega ratioGain probability vs. loss probability

2.10

1.44

+0.66

Calmar ratioReturn relative to maximum drawdown

10.69

3.42

+7.27

Martin ratioReturn relative to average drawdown

46.31

13.14

+33.17

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. QQQ - Sharpe Ratio Comparison

The current BSCR Sharpe Ratio is 4.20, which is higher than the QQQ Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of BSCR and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

BSCRQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.20

2.57

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.80

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.98

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.41

+0.18

Drawdowns

BSCR vs. QQQ - Drawdown Comparison

The maximum BSCR drawdown since its inception was -17.26%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BSCR and QQQ.

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Drawdown Indicators

BSCRQQQDifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

-82.97%

+65.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.42%

-11.96%

+11.54%

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

-22.77%

+20.36%

Max Drawdown (5Y)

Largest decline over 5 years

-14.87%

-35.12%

+20.25%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.12%

—

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-3.34%

-32.78%

+29.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

3.11%

-3.01%

Volatility

BSCR vs. QQQ - Volatility Comparison

The current volatility for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) is 0.19%, while Invesco QQQ ETF (QQQ) has a volatility of 4.51%. This indicates that BSCR experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BSCRQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

4.51%

-4.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

12.10%

-11.51%

Volatility (1Y)

Calculated over the trailing 1-year period

1.07%

15.94%

-14.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

22.37%

-18.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

22.29%

-16.94%

BSCR vs. QQQ - Expense Ratio Comparison

BSCR has a 0.10% expense ratio, which is lower than QQQ's 0.18% 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. QQQ - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.29%, more than QQQ's 0.38% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
QQQ
Invesco QQQ ETF		0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions

BSCR and QQQ have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQ has higher volatility (4.51%) compared to BSCR (0.19%). In terms of maximum drawdown, BSCR dropped -17.26% vs QQQ's -82.97%.

On 5-year performance, QQQ leads with 17.86% vs 1.41% for BSCR. On fees, BSCR is cheaper at 0.10% 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.

Over the 5-year period, QQQ has performed better with a 17.86% return vs 1.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCR is cheaper with a 0.10% expense ratio, compared with 0.18% for QQQ.

BSCR has the higher dividend yield at 4.29%, compared with 0.38% for QQQ.

BSCR is categorized as Corporate Bonds, while QQQ is Nasdaq-100. BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while QQQ tracks NASDAQ-100 Index. Their fees differ too: 0.10% for BSCR and 0.18% for QQQ.

BSCR currently has the higher Sharpe Ratio (4.20 vs 2.57), 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.

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