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BSCS vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCS vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2028 Corporate Bond ETF (BSCS) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCS achieves a 1.16% return, which is significantly lower than DBE's 78.87% return.


BSCS

1D
-0.05%
1M
0.03%
6M
0.79%
YTD
1.16%
1Y
3.41%
3Y*
5.60%
5Y*
1.07%
10Y*
ALL TIME*
3.70%

DBE

1D
1.13%
1M
21.13%
6M
53.89%
YTD
78.87%
1Y
68.62%
3Y*
17.16%
5Y*
17.73%
10Y*
13.17%
ALL TIME*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.44M$10.96M$10.54M
$1.24M$1.18M$1.76M

BSCS vs. DBE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSCS
Invesco BulletShares 2028 Corporate Bond ETF
1.16%7.04%3.87%7.62%-11.24%-1.89%10.17%15.41%-0.30%
DBE
Invesco DB Energy Fund
78.87%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-22.45%

Correlation

The correlation between BSCS and DBE is -0.35, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.35

Correlation (3Y)
Balances recent behavior with more history.

-0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.08

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2018

-0.07

Over the past year, the inverse relationship between BSCS and DBE has strengthened: their correlation has moved from -0.07 to -0.35, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BSCS vs. DBE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSCS
BSCS Risk / Return Rank: 9393
Overall Rank
BSCS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSCS Sortino Ratio Rank: 9595
Sortino Ratio Rank
BSCS Omega Ratio Rank: 9595
Omega Ratio Rank
BSCS Calmar Ratio Rank: 8989
Calmar Ratio Rank
BSCS Martin Ratio Rank: 9292
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7272
Overall Rank
DBE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 7272
Sortino Ratio Rank
DBE Omega Ratio Rank: 6969
Omega Ratio Rank
DBE Calmar Ratio Rank: 7575
Calmar Ratio Rank
DBE Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSCS vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2028 Corporate Bond ETF (BSCS) and Invesco DB Energy Fund (DBE). 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.


BSCSDBEDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.53

1.29

+0.24

Calmar ratioReturn relative to maximum drawdown

3.74

2.59

+1.15

Martin ratioReturn relative to average drawdown

16.19

8.14

+8.05

BSCS vs. DBE - Sharpe Ratio Comparison

The current BSCS Sharpe Ratio is 2.52, which is higher than the DBE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BSCS and DBE, 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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Drawdowns

BSCS vs. DBE - Drawdown Comparison

The maximum BSCS drawdown since its inception was -18.40%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for BSCS and DBE.


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Drawdown Indicators


BSCSDBEDifference

Max Drawdown

Largest peak-to-trough decline

-18.40%

-86.69%

+68.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.08%

-24.72%

+23.64%

Max Drawdown (3Y)

Largest decline over 3 years

-2.84%

-24.72%

+21.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-38.74%

+21.49%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

-0.05%

-32.09%

+32.04%

Average Drawdown

Average peak-to-trough decline

-4.12%

-57.13%

+53.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

8.15%

-7.90%

Volatility

BSCS vs. DBE - Volatility Comparison

The current volatility for Invesco BulletShares 2028 Corporate Bond ETF (BSCS) is 0.46%, while Invesco DB Energy Fund (DBE) has a volatility of 14.12%. This indicates that BSCS experiences smaller price fluctuations and is considered to be less risky than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCSDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

14.12%

-13.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

33.95%

-32.81%

Volatility (1Y)

Calculated over the trailing 1-year period

1.60%

37.47%

-35.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

30.09%

-25.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.18%

28.58%

-22.40%

BSCS vs. DBE - Expense Ratio Comparison

BSCS has a 0.10% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

BSCS vs. DBE - Dividend Comparison

BSCS's dividend yield for the trailing twelve months is around 4.45%, more than DBE's 2.16% yield.


PositionTTM20252024202320222021202020192018
BSCS
Invesco BulletShares 2028 Corporate Bond ETF
4.45%4.46%4.54%3.90%2.72%2.14%2.50%3.04%1.42%
DBE
Invesco DB Energy Fund
2.16%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%

Frequently Asked Questions


BSCS and DBE have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (14.12%) compared to BSCS (0.46%). In terms of maximum drawdown, BSCS dropped -18.40% vs DBE's -86.69%.

On 5-year performance, DBE leads with 17.73% vs 1.07% for BSCS. On fees, BSCS is cheaper at 0.10% per year. On volatility, BSCS has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBE has performed better with a 17.73% return vs 1.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCS is cheaper with a 0.10% expense ratio, compared with 0.78% for DBE.

BSCS has the higher dividend yield at 4.45%, compared with 2.16% for DBE.

BSCS is categorized as Corporate Bonds, while DBE is Oil & Gas. BSCS tracks NASDAQ BulletShares USD Corporate Bond 2028 TR Index, while DBE tracks DBIQ Optimum Yield Energy Index. Their fees differ too: 0.10% for BSCS and 0.78% for DBE.

BSCS currently has the higher Sharpe Ratio (2.52 vs 1.71), 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.

Portfolio Optimizer

Find the right allocation for BSCS and DBE

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