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

Correlation

The correlation between BSCT and BSJU is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BSCT vs. BSJU - 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 2030 High Yield Corporate Bond ETF (BSJU). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.28%
18.78%
BSCT
BSJU

Key characteristics

Sharpe Ratio

BSCT:

1.00

BSJU:

1.61

Sortino Ratio

BSCT:

1.44

BSJU:

2.33

Omega Ratio

BSCT:

1.18

BSJU:

1.29

Calmar Ratio

BSCT:

0.43

BSJU:

3.23

Martin Ratio

BSCT:

3.74

BSJU:

11.67

Ulcer Index

BSCT:

1.11%

BSJU:

0.69%

Daily Std Dev

BSCT:

4.13%

BSJU:

4.97%

Max Drawdown

BSCT:

-19.14%

BSJU:

-7.51%

Current Drawdown

BSCT:

-4.60%

BSJU:

-2.04%

Returns By Period

In the year-to-date period, BSCT achieves a 3.06% return, which is significantly lower than BSJU's 7.46% return.


BSCT

YTD

3.06%

1M

-0.11%

6M

2.58%

1Y

4.05%

5Y*

1.16%

10Y*

N/A

BSJU

YTD

7.46%

1M

-0.81%

6M

3.74%

1Y

7.62%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSCT vs. BSJU - Expense Ratio Comparison

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


BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
Expense ratio chart for BSJU: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
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%

Risk-Adjusted Performance

BSCT vs. BSJU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU). 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.


Sharpe ratio
The chart of Sharpe ratio for BSCT, currently valued at 1.00, compared to the broader market0.002.004.001.001.61
The chart of Sortino ratio for BSCT, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.442.33
The chart of Omega ratio for BSCT, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.29
The chart of Calmar ratio for BSCT, currently valued at 1.59, compared to the broader market0.005.0010.0015.001.593.23
The chart of Martin ratio for BSCT, currently valued at 3.74, compared to the broader market0.0020.0040.0060.0080.00100.003.7411.67
BSCT
BSJU

The current BSCT Sharpe Ratio is 1.00, which is lower than the BSJU Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BSCT and BSJU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.00
1.61
BSCT
BSJU

Dividends

BSCT vs. BSJU - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.13%, less than BSJU's 6.39% yield.


TTM20232022202120202019
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.13%3.88%2.66%1.94%2.23%0.86%
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.39%6.74%2.38%0.00%0.00%0.00%

Drawdowns

BSCT vs. BSJU - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.14%, which is greater than BSJU's maximum drawdown of -7.51%. Use the drawdown chart below to compare losses from any high point for BSCT and BSJU. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.08%
-2.04%
BSCT
BSJU

Volatility

BSCT vs. BSJU - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 1.12%, while Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) has a volatility of 1.60%. This indicates that BSCT experiences smaller price fluctuations and is considered to be less risky than BSJU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%1.60%JulyAugustSeptemberOctoberNovemberDecember
1.12%
1.60%
BSCT
BSJU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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