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BSCT vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCT vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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BSCT vs. SPY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
0.16%7.51%3.45%8.61%-12.88%-2.13%10.83%1.72%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%7.85%

Returns By Period

In the year-to-date period, BSCT achieves a 0.16% return, which is significantly higher than SPY's -4.37% return.


BSCT

1D
0.32%
1M
-0.93%
YTD
0.16%
6M
1.41%
1Y
5.40%
3Y*
5.23%
5Y*
1.51%
10Y*

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCT vs. SPY - Expense Ratio Comparison

BSCT has a 0.10% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BSCT vs. SPY — Risk / Return Rank

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

BSCT
BSCT Risk / Return Rank: 8888
Overall Rank
BSCT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BSCT Sortino Ratio Rank: 8888
Sortino Ratio Rank
BSCT Omega Ratio Rank: 8989
Omega Ratio Rank
BSCT Calmar Ratio Rank: 8888
Calmar Ratio Rank
BSCT Martin Ratio Rank: 9090
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and State Street SPDR S&P 500 ETF (SPY). 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.


BSCTSPYDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.93

+0.82

Sortino ratio

Return per unit of downside risk

2.44

1.45

+0.98

Omega ratio

Gain probability vs. loss probability

1.37

1.22

+0.14

Calmar ratio

Return relative to maximum drawdown

2.80

1.53

+1.27

Martin ratio

Return relative to average drawdown

11.75

7.30

+4.45

BSCT vs. SPY - Sharpe Ratio Comparison

The current BSCT Sharpe Ratio is 1.74, which is higher than the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BSCT and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSCTSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.93

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.69

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.56

-0.24

Correlation

The correlation between BSCT and SPY is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BSCT vs. SPY - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.58%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.58%4.53%4.51%3.89%2.65%1.94%2.24%0.86%0.00%0.00%0.00%0.00%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

BSCT vs. SPY - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.14%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BSCT and SPY.


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Drawdown Indicators


BSCTSPYDifference

Max Drawdown

Largest peak-to-trough decline

-19.14%

-55.19%

+36.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-12.05%

+10.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.14%

-24.50%

+5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.72%

Current Drawdown

Current decline from peak

-0.93%

-6.24%

+5.31%

Average Drawdown

Average peak-to-trough decline

-5.49%

-9.09%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

2.52%

-2.06%

Volatility

BSCT vs. SPY - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 1.08%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that BSCT experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCTSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

5.31%

-4.23%

Volatility (6M)

Calculated over the trailing 6-month period

1.60%

9.47%

-7.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

19.05%

-15.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

17.06%

-11.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

17.92%

-10.57%