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

Correlation

The correlation between BSCT and WOBDX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BSCT vs. WOBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and JPMorgan Core Bond Fund (WOBDX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.90%
1.36%
BSCT
WOBDX

Key characteristics

Sharpe Ratio

BSCT:

0.90

WOBDX:

0.39

Sortino Ratio

BSCT:

1.30

WOBDX:

0.58

Omega Ratio

BSCT:

1.16

WOBDX:

1.07

Calmar Ratio

BSCT:

0.38

WOBDX:

0.16

Martin Ratio

BSCT:

3.29

WOBDX:

1.13

Ulcer Index

BSCT:

1.13%

WOBDX:

1.83%

Daily Std Dev

BSCT:

4.13%

WOBDX:

5.33%

Max Drawdown

BSCT:

-19.14%

WOBDX:

-18.25%

Current Drawdown

BSCT:

-4.54%

WOBDX:

-8.71%

Returns By Period

In the year-to-date period, BSCT achieves a 3.13% return, which is significantly higher than WOBDX's 1.75% return.


BSCT

YTD

3.13%

1M

0.00%

6M

2.72%

1Y

3.66%

5Y*

1.15%

10Y*

N/A

WOBDX

YTD

1.75%

1M

-0.45%

6M

1.10%

1Y

2.08%

5Y*

-0.33%

10Y*

1.25%

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BSCT vs. WOBDX - Expense Ratio Comparison

BSCT has a 0.10% expense ratio, which is lower than WOBDX's 0.50% expense ratio.


Expense ratio chart for WOBDX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
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. WOBDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and JPMorgan Core Bond Fund (WOBDX). 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.


The chart of Sharpe ratio for BSCT, currently valued at 0.90, compared to the broader market0.002.004.000.900.39
The chart of Sortino ratio for BSCT, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.001.300.58
The chart of Omega ratio for BSCT, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.07
The chart of Calmar ratio for BSCT, currently valued at 0.38, compared to the broader market0.005.0010.0015.000.380.16
The chart of Martin ratio for BSCT, currently valued at 3.29, compared to the broader market0.0020.0040.0060.0080.00100.003.291.13
BSCT
WOBDX

The current BSCT Sharpe Ratio is 0.90, which is higher than the WOBDX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of BSCT and WOBDX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.90
0.39
BSCT
WOBDX

Dividends

BSCT vs. WOBDX - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.54%, more than WOBDX's 3.96% yield.


TTM20232022202120202019201820172016201520142013
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.54%3.88%2.66%1.94%2.23%0.86%0.00%0.00%0.00%0.00%0.00%0.00%
WOBDX
JPMorgan Core Bond Fund
3.96%3.49%2.68%2.07%2.36%2.77%2.80%2.66%2.47%2.34%2.53%2.76%

Drawdowns

BSCT vs. WOBDX - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.14%, roughly equal to the maximum WOBDX drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for BSCT and WOBDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-4.54%
-8.71%
BSCT
WOBDX

Volatility

BSCT vs. WOBDX - Volatility Comparison

The current volatility for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) is 1.12%, while JPMorgan Core Bond Fund (WOBDX) has a volatility of 1.51%. This indicates that BSCT experiences smaller price fluctuations and is considered to be less risky than WOBDX 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%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.12%
1.51%
BSCT
WOBDX