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BSCT vs. BSJS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCT vs. BSJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). 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 0.79% return, which is significantly lower than BSJS's 2.27% return.


BSCT

1D
-0.05%
1M
-0.16%
6M
0.28%
YTD
0.79%
1Y
3.13%
3Y*
5.69%
5Y*
0.81%
10Y*
ALL TIME*
2.31%

BSJS

1D
0.09%
1M
0.25%
6M
1.76%
YTD
2.27%
1Y
5.16%
3Y*
8.14%
5Y*
3.13%
10Y*
ALL TIME*
3.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.80M$10.07M$10.38M
$4.78M$4.52M$3.44M

BSCT vs. BSJS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
0.79%7.51%3.45%8.61%-12.88%-2.13%1.70%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
2.27%8.31%7.38%12.28%-13.69%3.40%3.92%

Correlation

The correlation between BSCT and BSJS is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.62

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

0.58

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2020

0.50

The correlation between BSCT and BSJS shifts across timeframes, from 0.50 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BSCT vs. BSJS — Risk / Return Rank

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

BSCT
BSCT Risk / Return Rank: 7373
Overall Rank
BSCT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSCT Sortino Ratio Rank: 7878
Sortino Ratio Rank
BSCT Omega Ratio Rank: 7777
Omega Ratio Rank
BSCT Calmar Ratio Rank: 6767
Calmar Ratio Rank
BSCT Martin Ratio Rank: 6767
Martin Ratio Rank

BSJS
BSJS Risk / Return Rank: 8787
Overall Rank
BSJS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BSJS Sortino Ratio Rank: 8888
Sortino Ratio Rank
BSJS Omega Ratio Rank: 8787
Omega Ratio Rank
BSJS Calmar Ratio Rank: 8585
Calmar Ratio Rank
BSJS Martin Ratio Rank: 9292
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.

BSCT vs. BSJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS). 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.


BSCTBSJSDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratioReturn relative to maximum drawdown

2.33

3.23

-0.91

Martin ratioReturn relative to average drawdown

8.21

15.84

-7.63

BSCT vs. BSJS - Sharpe Ratio Comparison

The current BSCT Sharpe Ratio is 1.69, which is comparable to the BSJS Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of BSCT and BSJS, 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

BSCT vs. BSJS - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.14%, which is greater than BSJS's maximum drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for BSCT and BSJS.


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Drawdown Indicators


BSCTBSJSDifference

Max Drawdown

Largest peak-to-trough decline

-19.14%

-17.73%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-1.64%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.70%

-4.44%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-19.14%

-17.73%

-1.41%

Current Drawdown

Current decline from peak

-0.31%

0.00%

-0.31%

Average Drawdown

Average peak-to-trough decline

-5.25%

-3.89%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.33%

+0.13%

Volatility

BSCT vs. BSJS - Volatility Comparison

Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and Invesco BulletShares 2028 High Yield Corporate Bond ETF (BSJS) have volatilities of 0.58% and 0.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCTBSJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.59%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

2.10%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.24%

2.73%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.68%

7.38%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.19%

7.05%

+0.14%

BSCT vs. BSJS - Expense Ratio Comparison

BSCT has a 0.10% expense ratio, which is lower than BSJS's 0.42% expense ratio.


Dividends

BSCT vs. BSJS - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.57%, less than BSJS's 6.16% yield.


PositionTTM2025202420232022202120202019
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.57%4.53%4.51%3.89%2.65%1.94%2.24%0.86%
BSJS
Invesco BulletShares 2028 High Yield Corporate Bond ETF
6.16%6.49%7.04%6.75%5.82%4.86%0.75%0.00%

Frequently Asked Questions


BSCT and BSJS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSJS has higher volatility (0.59%) compared to BSCT (0.58%). In terms of maximum drawdown, BSCT dropped -19.14% vs BSJS's -17.73%.

On 5-year performance, BSJS leads with 3.13% vs 0.81% for BSCT. On fees, BSCT is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BSJS has performed better with a 3.13% return vs 0.81%. 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 0.42% for BSJS.

BSJS has the higher dividend yield at 6.16%, compared with 4.57% for BSCT.

BSCT is categorized as Corporate Bonds, while BSJS is High Yield Bonds. BSCT tracks NASDAQ BulletShares USD Corporate Bond 2029 Index, while BSJS tracks Nasdaq BulletSharesUSD High Yield Corporate Bond 2028 Index. Their fees differ too: 0.10% for BSCT and 0.42% for BSJS.

BSJS currently has the higher Sharpe Ratio (1.94 vs 1.69), 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 BSCT and BSJS

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