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BSCU vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCU and BND is 0.93, 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.


-0.50.00.51.00.9

Performance

BSCU vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and Vanguard Total Bond Market ETF (BND). 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%JulyAugustSeptemberOctoberNovemberDecember
2.67%
1.41%
BSCU
BND

Key characteristics

Sharpe Ratio

BSCU:

0.71

BND:

0.31

Sortino Ratio

BSCU:

1.02

BND:

0.46

Omega Ratio

BSCU:

1.12

BND:

1.05

Calmar Ratio

BSCU:

0.27

BND:

0.12

Martin Ratio

BSCU:

2.42

BND:

0.87

Ulcer Index

BSCU:

1.46%

BND:

1.91%

Daily Std Dev

BSCU:

5.01%

BND:

5.43%

Max Drawdown

BSCU:

-22.33%

BND:

-18.84%

Current Drawdown

BSCU:

-7.85%

BND:

-9.27%

Returns By Period

In the year-to-date period, BSCU achieves a 2.97% return, which is significantly higher than BND's 1.48% return.


BSCU

YTD

2.97%

1M

-0.06%

6M

2.67%

1Y

3.50%

5Y*

N/A

10Y*

N/A

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSCU vs. BND - Expense Ratio Comparison

BSCU has a 0.10% expense ratio, which is higher than BND's 0.03% 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%.


BSCU
Invesco BulletShares 2030 Corporate Bond ETF
Expense ratio chart for BSCU: 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%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BSCU vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and Vanguard Total Bond Market ETF (BND). 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.


Sharpe ratio
The chart of Sharpe ratio for BSCU, currently valued at 0.70, compared to the broader market0.002.004.000.710.31
The chart of Sortino ratio for BSCU, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.020.46
The chart of Omega ratio for BSCU, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.05
The chart of Calmar ratio for BSCU, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.270.13
The chart of Martin ratio for BSCU, currently valued at 2.42, compared to the broader market0.0020.0040.0060.0080.00100.002.420.87
BSCU
BND

The current BSCU Sharpe Ratio is 0.71, which is higher than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BSCU and BND, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.71
0.31
BSCU
BND

Dividends

BSCU vs. BND - Dividend Comparison

BSCU's dividend yield for the trailing twelve months is around 4.30%, more than BND's 3.62% yield.


TTM20232022202120202019201820172016201520142013
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
4.30%4.08%3.06%1.94%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.62%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

BSCU vs. BND - Drawdown Comparison

The maximum BSCU drawdown since its inception was -22.33%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BSCU and BND. For additional features, visit the drawdowns tool.


-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-7.85%
-8.73%
BSCU
BND

Volatility

BSCU vs. BND - Volatility Comparison

The current volatility for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) is 1.43%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.65%. This indicates that BSCU experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.43%
1.65%
BSCU
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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