BSCS vs. WOBDX

In the year-to-date period, BSCS achieves a 2.50% return, which is significantly higher than WOBDX's 1.95% return.

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BSCS has a 0.10% expense ratio, which is lower than WOBDX's 0.50% expense ratio.

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

The current BSCS Sharpe Ratio is 2.28, which is higher than the WOBDX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BSCS and WOBDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BSCS has not paid dividends to shareholders, while WOBDX's dividend yield for the trailing twelve months is around 4.02%.

The maximum BSCS drawdown since its inception was -18.42%, roughly equal to the maximum WOBDX drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for BSCS and WOBDX. For additional features, visit the drawdowns tool.

The current volatility for Invesco BulletShares 2028 Corporate Bond ETF (BSCS) is 0.90%, while JPMorgan Core Bond Fund (WOBDX) has a volatility of 1.54%. This indicates that BSCS experiences smaller price fluctuations and is considered to be less risky than WOBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.