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

Correlation

The correlation between BSCU and BSCQ is 0.23, 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. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BSCU:

1.50

BSCQ:

3.89

Sortino Ratio

BSCU:

2.08

BSCQ:

6.09

Omega Ratio

BSCU:

1.25

BSCQ:

1.92

Calmar Ratio

BSCU:

0.56

BSCQ:

1.38

Martin Ratio

BSCU:

4.73

BSCQ:

35.80

Ulcer Index

BSCU:

1.42%

BSCQ:

0.16%

Daily Std Dev

BSCU:

4.79%

BSCQ:

1.48%

Max Drawdown

BSCU:

-22.34%

BSCQ:

-16.50%

Current Drawdown

BSCU:

-4.85%

BSCQ:

-0.28%

Returns By Period

In the year-to-date period, BSCU achieves a 3.11% return, which is significantly higher than BSCQ's 1.59% return.


BSCU

YTD

3.11%

1M

0.86%

6M

3.20%

1Y

7.12%

3Y*

3.89%

5Y*

N/A

10Y*

N/A

BSCQ

YTD

1.59%

1M

0.09%

6M

2.17%

1Y

5.69%

3Y*

3.60%

5Y*

1.44%

10Y*

N/A

*Annualized

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BSCU vs. BSCQ - Expense Ratio Comparison

Both BSCU and BSCQ have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

BSCU vs. BSCQ — 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

BSCQ
The Risk-Adjusted Performance Rank of BSCQ is 9696
Overall Rank
The Sharpe Ratio Rank of BSCQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSCQ is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BSCQ is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BSCQ is 9999
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. BSCQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). 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 lower than the BSCQ Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of BSCU and BSCQ, 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. BSCQ - Dividend Comparison

BSCU's dividend yield for the trailing twelve months is around 5.09%, more than BSCQ's 4.18% yield.


TTM202420232022202120202019201820172016
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%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.18%4.05%3.53%2.54%1.91%2.42%3.19%3.33%2.92%0.69%

Drawdowns

BSCU vs. BSCQ - Drawdown Comparison

The maximum BSCU drawdown since its inception was -22.34%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for BSCU and BSCQ. For additional features, visit the drawdowns tool.


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Volatility

BSCU vs. BSCQ - Volatility Comparison

Invesco BulletShares 2030 Corporate Bond ETF (BSCU) has a higher volatility of 1.28% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.37%. This indicates that BSCU's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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