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BSCT vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCT vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCT achieves a 0.62% return, which is significantly lower than BNO's 86.76% return.


BSCT

1D
0.00%
1M
0.09%
YTD
0.62%
6M
1.02%
1Y
4.89%
3Y*
5.63%
5Y*
1.35%
10Y*

BNO

1D
0.76%
1M
-7.65%
YTD
86.76%
6M
83.45%
1Y
89.50%
3Y*
27.10%
5Y*
23.77%
10Y*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCT vs. BNO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
0.62%7.51%3.45%8.61%-12.88%-2.13%10.83%1.72%
BNO
United States Brent Oil Fund LP
86.76%-5.44%9.67%-3.43%35.25%62.34%-38.23%16.87%

Correlation

The correlation between BSCT and BNO is -0.38, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.38

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

-0.18

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

-0.12

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

-0.09

Over the past year, the inverse relationship between BSCT and BNO has strengthened: their correlation has moved from -0.09 to -0.38, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BSCT vs. BNO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSCT
BSCT Risk / Return Rank: 6464
Overall Rank
BSCT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BSCT Sortino Ratio Rank: 7272
Sortino Ratio Rank
BSCT Omega Ratio Rank: 6868
Omega Ratio Rank
BSCT Calmar Ratio Rank: 5858
Calmar Ratio Rank
BSCT Martin Ratio Rank: 6060
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 6565
Overall Rank
BNO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5656
Sortino Ratio Rank
BNO Omega Ratio Rank: 6060
Omega Ratio Rank
BNO Calmar Ratio Rank: 8989
Calmar Ratio Rank
BNO Martin Ratio Rank: 5757
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.

BSCT vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and United States Brent Oil Fund LP (BNO). 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.


BSCTBNODifference

Sharpe ratio

Return per unit of total volatility

2.13

2.17

-0.04

Sortino ratio

Return per unit of downside risk

3.31

2.68

+0.63

Omega ratio

Gain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratio

Return relative to maximum drawdown

2.94

5.39

-2.45

Martin ratio

Return relative to average drawdown

10.98

10.23

+0.75

BSCT vs. BNO - Sharpe Ratio Comparison

The current BSCT Sharpe Ratio is 2.13, which is comparable to the BNO Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of BSCT and BNO, 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


BSCTBNODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.17

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.68

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.14

+0.19

Drawdowns

BSCT vs. BNO - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.14%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for BSCT and BNO.


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Drawdown Indicators


BSCTBNODifference

Max Drawdown

Largest peak-to-trough decline

-19.14%

-87.06%

+67.92%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-17.87%

+16.24%

Max Drawdown (3Y)

Largest decline over 3 years

-4.21%

-23.75%

+19.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.14%

-33.70%

+14.56%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

Current Drawdown

Current decline from peak

-0.48%

-12.04%

+11.56%

Average Drawdown

Average peak-to-trough decline

-5.37%

-40.18%

+34.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

9.43%

-8.99%

Volatility

BSCT vs. BNO - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 0.63%, while United States Brent Oil Fund LP (BNO) has a volatility of 15.03%. This indicates that BSCT experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCTBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

15.03%

-14.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

36.08%

-34.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.31%

41.56%

-39.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

35.37%

-29.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.27%

36.68%

-29.41%

BSCT vs. BNO - Expense Ratio Comparison

BSCT has a 0.10% expense ratio, which is lower than BNO's 0.90% expense ratio.


Dividends

BSCT vs. BNO - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.57%, while BNO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.57%4.53%4.51%3.89%2.65%1.94%2.24%0.86%

Frequently Asked Questions


BSCT and BNO have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (15.03%) compared to BSCT (0.63%). In terms of maximum drawdown, BSCT dropped -19.14% vs BNO's -87.06%.

On 5-year performance, BNO leads with 23.77% vs 1.35% for BSCT. On fees, BSCT is cheaper at 0.10% per year. On volatility, BSCT has been the lower-risk option at 0.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNO has performed better with a 23.77% return vs 1.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCT is cheaper with a 0.10% expense ratio, compared with 0.90% for BNO.

BSCT has the higher dividend yield at 4.57%, compared with 0.00% for BNO.

BSCT is categorized as Corporate Bonds, while BNO is Oil & Gas. BSCT tracks NASDAQ BulletShares USD Corporate Bond 2029 Index, while BNO tracks Front Month Brent Crude Oil. They also come from different issuers: Invesco and Concierge Technologies. Their fees differ too: 0.10% for BSCT and 0.90% for BNO.

BNO currently has the higher Sharpe Ratio (2.17 vs 2.13), 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

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