BSCT vs. USIG
BSCT (Invesco BulletShares 2029 Corporate Bond ETF) and USIG (iShares Broad USD Investment Grade Corporate Bond ETF) are both Corporate Bonds funds - BSCT tracks the NASDAQ BulletShares USD Corporate Bond 2029 Index while USIG tracks the ICE BofA US Corporate. Both are passively managed. Over the past 5 years, BSCT returned 1.25%/yr vs 0.72%/yr for USIG. Their correlation of 0.91 suggests significant overlap in exposure. BSCT charges 0.10%/yr vs 0.04%/yr for USIG.
Performance
BSCT vs. USIG - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BSCT having a 0.57% return and USIG slightly lower at 0.56%.
BSCT
- 1D
- -0.05%
- 1M
- 0.23%
- YTD
- 0.57%
- 6M
- 0.81%
- 1Y
- 4.84%
- 3Y*
- 5.61%
- 5Y*
- 1.25%
- 10Y*
- —
USIG
- 1D
- -0.23%
- 1M
- 0.56%
- YTD
- 0.56%
- 6M
- 0.37%
- 1Y
- 6.04%
- 3Y*
- 5.46%
- 5Y*
- 0.72%
- 10Y*
- 2.63%
BSCT vs. USIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSCT Invesco BulletShares 2029 Corporate Bond ETF | 0.57% | 7.51% | 3.45% | 8.61% | -12.88% | -2.13% | 10.83% | 1.72% |
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 0.56% | 7.86% | 2.56% | 8.71% | -15.30% | -1.34% | 9.44% | 2.26% |
Correlation
The correlation between BSCT and USIG is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019 | 0.91 |
The correlation between BSCT and USIG has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
BSCT vs. USIG — Risk / Return Rank
BSCT
USIG
BSCT vs. USIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). 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.
| BSCT | USIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 2.17 | +0.81 |
| Martin ratioReturn relative to average drawdown | 11.10 | 7.07 | +4.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSCT | USIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.47 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.11 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.54 | -0.21 |
Drawdowns
BSCT vs. USIG - Drawdown Comparison
The maximum BSCT drawdown since its inception was -19.14%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for BSCT and USIG.
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Drawdown Indicators
| BSCT | USIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -22.21% | +3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -1.63% | -2.79% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -4.21% | -6.10% | +1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.14% | -21.45% | +2.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.45% | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.97% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -3.42% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.44% | 0.86% | -0.42% |
Volatility
BSCT vs. USIG - Volatility Comparison
The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 0.60%, while iShares Broad USD Investment Grade Corporate Bond ETF (USIG) has a volatility of 1.27%. This indicates that BSCT experiences smaller price fluctuations and is considered to be less risky than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSCT | USIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 1.27% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 3.04% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.31% | 4.13% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.71% | 6.82% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.26% | 6.82% | +0.44% |
BSCT vs. USIG - Expense Ratio Comparison
BSCT has a 0.10% expense ratio, which is higher than USIG's 0.04% 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%.
Dividends
BSCT vs. USIG - Dividend Comparison
BSCT's dividend yield for the trailing twelve months is around 4.57%, less than USIG's 4.74% 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% |
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 4.74% | 4.62% | 4.51% | 3.94% | 3.14% | 2.33% | 2.82% | 3.37% | 3.44% | 3.03% | 2.87% | 3.24% |
Frequently Asked Questions
BSCT and USIG have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USIG has higher volatility (1.27%) compared to BSCT (0.60%). In terms of maximum drawdown, BSCT dropped -19.14% vs USIG's -22.21%.
On 5-year performance, BSCT leads with 1.25% vs 0.72% for USIG. On fees, USIG is cheaper at 0.04% per year. On volatility, BSCT has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BSCT has performed better with a 1.25% return vs 0.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USIG is cheaper with a 0.04% expense ratio, compared with 0.10% for BSCT.
USIG has the higher dividend yield at 4.74%, compared with 4.57% for BSCT.
BSCT tracks NASDAQ BulletShares USD Corporate Bond 2029 Index, while USIG tracks ICE BofA US Corporate. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCT and 0.04% for USIG.
BSCT currently has the higher Sharpe Ratio (2.11 vs 1.47), 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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