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BSCU vs. BSCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCU vs. BSCV - 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 2031 Corporate Bond ETF (BSCV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCU achieves a 0.29% return, which is significantly higher than BSCV's 0.03% return.


BSCU

1D
-0.06%
1M
0.30%
YTD
0.29%
6M
0.46%
1Y
4.40%
3Y*
5.55%
5Y*
0.66%
10Y*

BSCV

1D
-0.19%
1M
0.30%
YTD
0.03%
6M
0.27%
1Y
4.55%
3Y*
5.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCU vs. BSCV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
0.29%8.24%3.12%8.66%-15.08%-1.71%
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
0.03%9.04%2.62%9.16%-16.90%-1.46%

Correlation

The correlation between BSCU and BSCV is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2021

0.97

The correlation between BSCU and BSCV has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

BSCU vs. BSCV — Risk / Return Rank

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

BSCU
BSCU Risk / Return Rank: 4444
Overall Rank
BSCU Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BSCU Sortino Ratio Rank: 4747
Sortino Ratio Rank
BSCU Omega Ratio Rank: 4242
Omega Ratio Rank
BSCU Calmar Ratio Rank: 4444
Calmar Ratio Rank
BSCU Martin Ratio Rank: 4444
Martin Ratio Rank

BSCV
BSCV Risk / Return Rank: 3939
Overall Rank
BSCV Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BSCV Sortino Ratio Rank: 4141
Sortino Ratio Rank
BSCV Omega Ratio Rank: 3737
Omega Ratio Rank
BSCV Calmar Ratio Rank: 3838
Calmar Ratio Rank
BSCV Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSCU vs. BSCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and Invesco BulletShares 2031 Corporate Bond ETF (BSCV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSCUBSCVDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.27

1.24

+0.03

Calmar ratioReturn relative to maximum drawdown

2.13

1.85

+0.28

Martin ratioReturn relative to average drawdown

6.94

5.80

+1.14

BSCU vs. BSCV - Sharpe Ratio Comparison

The current BSCU Sharpe Ratio is 1.50, which is comparable to the BSCV Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of BSCU and BSCV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSCU vs. BSCV - Drawdown Comparison

The maximum BSCU drawdown since its inception was -22.34%, roughly equal to the maximum BSCV drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for BSCU and BSCV.


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Drawdown Indicators


BSCUBSCVDifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-23.28%

+0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-2.47%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-5.66%

-6.75%

+1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.74%

Current Drawdown

Current decline from peak

-0.94%

-1.28%

+0.34%

Average Drawdown

Average peak-to-trough decline

-7.99%

-9.47%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.79%

-0.16%

Volatility

BSCU vs. BSCV - Volatility Comparison

The current volatility for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) is 0.89%, while Invesco BulletShares 2031 Corporate Bond ETF (BSCV) has a volatility of 1.09%. This indicates that BSCU experiences smaller price fluctuations and is considered to be less risky than BSCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCUBSCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

1.09%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.56%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

3.43%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

7.34%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.45%

7.34%

-0.89%

BSCU vs. BSCV - Expense Ratio Comparison

Both BSCU and BSCV 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%.


Dividends

BSCU vs. BSCV - Dividend Comparison

BSCU's dividend yield for the trailing twelve months is around 5.03%, less than BSCV's 5.11% yield.


PositionTTM202520242023202220212020
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
5.03%4.56%4.70%4.07%3.06%1.93%0.33%
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
5.11%4.65%4.87%4.47%3.43%0.57%0.00%

Frequently Asked Questions


With a correlation of 0.96, BSCU and BSCV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BSCV has higher volatility (1.09%) compared to BSCU (0.89%). In terms of maximum drawdown, BSCU dropped -22.34% vs BSCV's -23.28%.

On 3-year performance, BSCV leads with 5.70% vs 5.55% for BSCU. Both ETFs have the same 0.10% expense ratio. On volatility, BSCU has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BSCV has performed better with a 5.70% return vs 5.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCU and BSCV have the same expense ratio: 0.10% per year.

BSCV has the higher dividend yield at 5.11%, compared with 5.03% for BSCU.

BSCU tracks NASDAQ BulletShares USD Corporate Bond 2030 Index, while BSCV tracks Invesco BulletShares Corporate Bond 2031 Index.

BSCU currently has the higher Sharpe Ratio (1.50 vs 1.34), 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.

Portfolio Optimizer

Find the right allocation for BSCU and BSCV

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