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

Correlation

The correlation between BSCU and BND is 0.15, 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.


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.

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Key characteristics

Sharpe Ratio

BSCU:

1.50

BND:

0.90

Sortino Ratio

BSCU:

2.08

BND:

1.19

Omega Ratio

BSCU:

1.25

BND:

1.14

Calmar Ratio

BSCU:

0.56

BND:

0.34

Martin Ratio

BSCU:

4.73

BND:

2.06

Ulcer Index

BSCU:

1.42%

BND:

2.09%

Daily Std Dev

BSCU:

4.79%

BND:

5.29%

Max Drawdown

BSCU:

-22.34%

BND:

-18.84%

Current Drawdown

BSCU:

-4.85%

BND:

-7.49%

Returns By Period

In the year-to-date period, BSCU achieves a 3.11% return, which is significantly higher than BND's 2.06% return.


BSCU

YTD

3.11%

1M

0.86%

6M

3.20%

1Y

7.12%

3Y*

3.89%

5Y*

N/A

10Y*

N/A

BND

YTD

2.06%

1M

0.06%

6M

1.79%

1Y

4.74%

3Y*

1.54%

5Y*

-1.00%

10Y*

1.47%

*Annualized

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Vanguard Total Bond Market ETF

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%.


Risk-Adjusted Performance

BSCU vs. BND — Risk-Adjusted Performance Rank

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

BSCU
The Risk-Adjusted Performance Rank of BSCU is 8282
Overall Rank
The Sharpe Ratio Rank of BSCU is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCU is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BSCU is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BSCU is 5858
Calmar Ratio Rank
The Martin Ratio Rank of BSCU is 8383
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 6060
Overall Rank
The Sharpe Ratio Rank of BND is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 6969
Sortino Ratio Rank
The Omega Ratio Rank of BND is 5959
Omega Ratio Rank
The Calmar Ratio Rank of BND is 3939
Calmar Ratio Rank
The Martin Ratio Rank of BND is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BSCU Sharpe Ratio is 1.50, which is higher than the BND Sharpe Ratio of 0.90. 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.


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Dividends

BSCU vs. BND - Dividend Comparison

BSCU's dividend yield for the trailing twelve months is around 5.09%, more than BND's 3.76% yield.


TTM20242023202220212020201920182017201620152014
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
5.09%4.70%4.07%3.06%1.93%0.33%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

BSCU vs. BND - Drawdown Comparison

The maximum BSCU drawdown since its inception was -22.34%, 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.


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Volatility

BSCU vs. BND - Volatility Comparison

The current volatility for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) is 1.28%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.52%. 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.


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