BSCT vs. IGHG
BSCT (Invesco BulletShares 2029 Corporate Bond ETF) and IGHG (ProShares Investment Grade-Interest Rate Hedged) are both Corporate Bonds funds - BSCT tracks the NASDAQ BulletShares USD Corporate Bond 2029 Index while IGHG tracks the Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. Both are passively managed. Over the past 5 years, BSCT returned 0.81%/yr vs 5.38%/yr for IGHG. Their 0.09 correlation means their historical movements had little consistent relationship. BSCT charges 0.10%/yr vs 0.30%/yr for IGHG.
Performance
BSCT vs. IGHG - Performance Comparison
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Returns By Period
In the year-to-date period, BSCT achieves a 0.79% return, which is significantly lower than IGHG's 2.20% 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%
IGHG
- 1D
- 0.17%
- 1M
- -0.05%
- 6M
- 1.60%
- YTD
- 2.20%
- 1Y
- 4.84%
- 3Y*
- 7.47%
- 5Y*
- 5.38%
- 10Y*
- 4.76%
- ALL TIME*
- 3.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.80M | $10.07M | $10.38M | |
| $1.19M | $1.15M | $1.90M |
BSCT vs. IGHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSCT Invesco BulletShares 2029 Corporate Bond ETF | 0.79% | 7.51% | 3.45% | 8.61% | -12.88% | -2.13% | 10.83% | 1.72% |
IGHG ProShares Investment Grade-Interest Rate Hedged | 2.20% | 5.65% | 9.20% | 11.58% | -0.90% | 0.88% | 0.61% | 5.49% |
Correlation
The correlation between BSCT and IGHG is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.09 |
The correlation between BSCT and IGHG shifts across timeframes, from -0.01 (3 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BSCT vs. IGHG — Risk / Return Rank
BSCT
IGHG
BSCT vs. IGHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and ProShares Investment Grade-Interest Rate Hedged (IGHG). 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.
| BSCT | IGHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.66 | -0.33 |
| Martin ratioReturn relative to average drawdown | 8.21 | 9.17 | -0.96 |
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Drawdowns
BSCT vs. IGHG - Drawdown Comparison
The maximum BSCT drawdown since its inception was -19.14%, smaller than the maximum IGHG drawdown of -25.16%. Use the drawdown chart below to compare losses from any high point for BSCT and IGHG.
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Drawdown Indicators
| BSCT | IGHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -25.16% | +6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -1.75% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -3.70% | -3.74% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -19.14% | -8.75% | -10.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.16% | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.17% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -2.27% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 0.51% | -0.05% |
Volatility
BSCT vs. IGHG - Volatility Comparison
Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and ProShares Investment Grade-Interest Rate Hedged (IGHG) have volatilities of 0.58% and 0.58%, 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
| BSCT | IGHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 0.58% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.70% | 2.06% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.24% | 3.32% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.68% | 4.99% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.19% | 7.31% | -0.12% |
BSCT vs. IGHG - Expense Ratio Comparison
BSCT has a 0.10% expense ratio, which is lower than IGHG's 0.30% expense ratio.
Dividends
BSCT vs. IGHG - Dividend Comparison
BSCT's dividend yield for the trailing twelve months is around 4.57%, less than IGHG's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCT Invesco BulletShares 2029 Corporate Bond ETF | 4.57% | 4.53% | 4.51% | 3.89% | 2.65% | 1.94% | 2.24% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% |
IGHG ProShares Investment Grade-Interest Rate Hedged | 4.67% | 5.14% | 5.06% | 4.99% | 3.55% | 2.50% | 2.79% | 3.48% | 4.13% | 3.36% | 3.37% | 3.65% |
Frequently Asked Questions
BSCT and IGHG have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGHG has higher volatility (0.58%) compared to BSCT (0.58%). In terms of maximum drawdown, BSCT dropped -19.14% vs IGHG's -25.16%.
On 5-year performance, IGHG leads with 5.38% 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, IGHG has performed better with a 5.38% 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 0.30% for IGHG.
IGHG has the higher dividend yield at 4.67%, compared with 4.57% for BSCT.
BSCT tracks NASDAQ BulletShares USD Corporate Bond 2029 Index, while IGHG tracks Citi Corporate Investment Grade (Treasury Rate-Hedged) Index. They also come from different issuers: Invesco and ProShares. Their fees differ too: 0.10% for BSCT and 0.30% for IGHG.
BSCT currently has the higher Sharpe Ratio (1.69 vs 1.40), 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.
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