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BSCT vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BSCTAGG
YTD Return1.60%1.09%
1Y Return6.38%3.99%
3Y Return (Ann)-1.77%-2.67%
Sharpe Ratio1.210.61
Daily Std Dev5.32%6.65%
Max Drawdown-19.16%-18.43%
Current Drawdown-5.97%-9.13%

Correlation

-0.50.00.51.00.9

The correlation between BSCT and AGG is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BSCT vs. AGG - Performance Comparison

In the year-to-date period, BSCT achieves a 1.60% return, which is significantly higher than AGG's 1.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%FebruaryMarchAprilMayJuneJuly
6.05%
-1.14%
BSCT
AGG

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 2029 Corporate Bond ETF

iShares Core U.S. Aggregate Bond ETF

BSCT vs. AGG - Expense Ratio Comparison

BSCT has a 0.10% expense ratio, which is higher than AGG's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BSCT
Invesco BulletShares 2029 Corporate Bond ETF
Expense ratio chart for BSCT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

BSCT vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


BSCT
Sharpe ratio
The chart of Sharpe ratio for BSCT, currently valued at 1.21, compared to the broader market0.002.004.006.001.21
Sortino ratio
The chart of Sortino ratio for BSCT, currently valued at 1.87, compared to the broader market0.005.0010.001.87
Omega ratio
The chart of Omega ratio for BSCT, currently valued at 1.22, compared to the broader market1.002.003.001.22
Calmar ratio
The chart of Calmar ratio for BSCT, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.000.43
Martin ratio
The chart of Martin ratio for BSCT, currently valued at 4.46, compared to the broader market0.0050.00100.00150.004.46
AGG
Sharpe ratio
The chart of Sharpe ratio for AGG, currently valued at 0.61, compared to the broader market0.002.004.006.000.61
Sortino ratio
The chart of Sortino ratio for AGG, currently valued at 0.92, compared to the broader market0.005.0010.000.92
Omega ratio
The chart of Omega ratio for AGG, currently valued at 1.11, compared to the broader market1.002.003.001.11
Calmar ratio
The chart of Calmar ratio for AGG, currently valued at 0.23, compared to the broader market0.005.0010.0015.0020.000.23
Martin ratio
The chart of Martin ratio for AGG, currently valued at 1.69, compared to the broader market0.0050.00100.00150.001.69

BSCT vs. AGG - Sharpe Ratio Comparison

The current BSCT Sharpe Ratio is 1.21, which is higher than the AGG Sharpe Ratio of 0.61. The chart below compares the 12-month rolling Sharpe Ratio of BSCT and AGG.


Rolling 12-month Sharpe Ratio0.000.501.001.50FebruaryMarchAprilMayJuneJuly
1.21
0.61
BSCT
AGG

Dividends

BSCT vs. AGG - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.25%, more than AGG's 3.43% yield.


TTM20232022202120202019201820172016201520142013
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.25%3.89%2.65%1.91%2.24%0.86%0.00%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.43%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%

Drawdowns

BSCT vs. AGG - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.16%, roughly equal to the maximum AGG drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for BSCT and AGG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%FebruaryMarchAprilMayJuneJuly
-5.97%
-9.13%
BSCT
AGG

Volatility

BSCT vs. AGG - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 1.05%, while iShares Core U.S. Aggregate Bond ETF (AGG) has a volatility of 1.56%. This indicates that BSCT experiences smaller price fluctuations and is considered to be less risky than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%2.00%2.20%FebruaryMarchAprilMayJuneJuly
1.05%
1.56%
BSCT
AGG