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BSCT vs. BSJU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, BSCT achieves a 0.54% return, which is significantly lower than BSJU's 1.91% return.


BSCT

1D
-0.03%
1M
0.24%
YTD
0.54%
6M
0.78%
1Y
4.30%
3Y*
5.67%
5Y*
1.08%
10Y*

BSJU

1D
-0.13%
1M
0.69%
YTD
1.91%
6M
2.14%
1Y
6.71%
3Y*
9.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCT vs. BSJU - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
0.54%7.51%3.45%8.61%-0.75%
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
1.91%8.58%8.20%12.91%-2.11%

Correlation

The correlation between BSCT and BSJU is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.61

The correlation between BSCT and BSJU has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

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Return for Risk

BSCT vs. BSJU — Risk / Return Rank

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

BSCT
BSCT Risk / Return Rank: 5959
Overall Rank
BSCT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BSCT Sortino Ratio Rank: 6565
Sortino Ratio Rank
BSCT Omega Ratio Rank: 6262
Omega Ratio Rank
BSCT Calmar Ratio Rank: 5555
Calmar Ratio Rank
BSCT Martin Ratio Rank: 5656
Martin Ratio Rank

BSJU
BSJU Risk / Return Rank: 5757
Overall Rank
BSJU Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BSJU Sortino Ratio Rank: 5656
Sortino Ratio Rank
BSJU Omega Ratio Rank: 5454
Omega Ratio Rank
BSJU Calmar Ratio Rank: 5656
Calmar Ratio Rank
BSJU Martin Ratio Rank: 6868
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. BSJU - 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 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.

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.


BSCTBSJUDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

2.66

2.66

-0.01

Martin ratioReturn relative to average drawdown

9.63

12.33

-2.70

BSCT vs. BSJU - Sharpe Ratio Comparison

The current BSCT Sharpe Ratio is 1.89, which is comparable to the BSJU Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BSCT and BSJU, 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. 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.


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Drawdown Indicators


BSCTBSJUDifference

Max Drawdown

Largest peak-to-trough decline

-19.14%

-7.51%

-11.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-2.53%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-4.21%

-5.12%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-19.14%

Current Drawdown

Current decline from peak

-0.55%

-0.14%

-0.41%

Average Drawdown

Average peak-to-trough decline

-5.33%

-1.07%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.55%

-0.10%

Volatility

BSCT vs. BSJU - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 0.68%, while Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) has a volatility of 1.04%. 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.


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Volatility by Period


BSCTBSJUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

1.04%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

3.13%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

3.96%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

7.86%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

7.86%

-0.62%

BSCT vs. BSJU - Expense Ratio Comparison

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


Dividends

BSCT vs. BSJU - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.97%, less than BSJU's 7.23% yield.


PositionTTM2025202420232022202120202019
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.58%4.53%4.51%3.89%2.65%1.94%2.24%0.86%
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.65%6.52%7.08%6.74%2.38%0.00%0.00%0.00%

Frequently Asked Questions


BSCT and BSJU have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSJU has higher volatility (1.04%) compared to BSCT (0.68%). In terms of maximum drawdown, BSCT dropped -19.14% vs BSJU's -7.51%.

On 3-year performance, BSJU leads with 9.06% vs 5.67% for BSCT. On fees, BSCT is cheaper at 0.10% per year. On volatility, BSCT has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BSJU has performed better with a 9.06% return vs 5.67%. 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 BSJU.

BSJU has the higher dividend yield at 7.23%, compared with 4.97% for BSCT.

BSCT is categorized as Corporate Bonds, while BSJU is High Yield Bonds. BSCT tracks NASDAQ BulletShares USD Corporate Bond 2029 Index, while BSJU tracks Invesco BulletShares High Yield Corporate Bond 2030 Index. Their fees differ too: 0.10% for BSCT and 0.42% for BSJU.

BSCT currently has the higher Sharpe Ratio (1.89 vs 1.70), 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 BSJU

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