BSCR vs. SPXB
BSCR (Invesco BulletShares 2027 Corporate Bond ETF) and SPXB (ProShares S&P 500 Bond ETF) are both Corporate Bonds funds - BSCR tracks the NASDAQ Bulletshares® USD Corporate Bond 2027 Index while SPXB tracks the S&P 500 MarketAxess Investment Grade Corporate Bond Index. Both are passively managed. A 0.73 correlation means they provide meaningful diversification when combined. BSCR charges 0.10%/yr vs 0.15%/yr for SPXB.
Performance
BSCR vs. SPXB - Performance Comparison
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Returns By Period
BSCR
- 1D
- 0.00%
- 1M
- 0.36%
- YTD
- 1.27%
- 6M
- 1.69%
- 1Y
- 4.61%
- 3Y*
- 5.18%
- 5Y*
- 1.41%
- 10Y*
- —
SPXB
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSCR vs. SPXB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 1.27% | 5.77% | 4.52% | 6.41% | -9.56% | -1.72% | 9.68% | 14.88% | 1.76% |
SPXB ProShares S&P 500 Bond ETF | 0.00% | 0.00% | -3.45% | 8.83% | -16.66% | -1.89% | 10.33% | 15.34% | 1.13% |
Correlation
The correlation between BSCR and SPXB is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 4, 2018 | 0.73 |
The correlation between BSCR and SPXB shifts across timeframes, from 0.54 (3 years) to 0.73 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BSCR vs. SPXB — Risk / Return Rank
BSCR
SPXB
BSCR vs. SPXB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and ProShares S&P 500 Bond ETF (SPXB). 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.
| BSCR | SPXB | 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 | 11.08 | — | — |
| Martin ratioReturn relative to average drawdown | 46.99 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSCR | SPXB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.31 | — | — |
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 | — | — |
Drawdowns
BSCR vs. SPXB - Drawdown Comparison
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Drawdown Indicators
| BSCR | SPXB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.26% | — | — |
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% | — | — |
Average DrawdownAverage peak-to-trough decline | -3.35% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | — | — |
Volatility
BSCR vs. SPXB - Volatility Comparison
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Volatility by Period
| BSCR | SPXB | Difference | |
|---|---|---|---|
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 | 1.08% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.09% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | — | — |
BSCR vs. SPXB - Expense Ratio Comparison
BSCR has a 0.10% expense ratio, which is lower than SPXB's 0.15% 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. SPXB - Dividend Comparison
BSCR's dividend yield for the trailing twelve months is around 4.29%, while SPXB has not paid dividends to shareholders.
| 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% |
SPXB ProShares S&P 500 Bond ETF | 0.00% | 0.00% | 1.22% | 4.04% | 3.14% | 2.00% | 2.64% | 3.48% | 2.52% | 0.00% |
Frequently Asked Questions
BSCR and SPXB have a correlation of 0.73, 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 0.15% for SPXB.
BSCR has the higher dividend yield at 4.29%, compared with 0.00% for SPXB.
BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while SPXB tracks S&P 500 MarketAxess Investment Grade Corporate Bond Index. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.10% for BSCR and 0.15% for SPXB.
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