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BSCU vs. BSCV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BSCU vs. BSCV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
-0.09%8.24%3.12%8.66%-15.08%-1.56%
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
-0.29%9.04%2.62%9.16%-16.90%-1.62%

Returns By Period

In the year-to-date period, BSCU achieves a -0.09% return, which is significantly higher than BSCV's -0.29% return.


BSCU

1D
0.42%
1M
-1.31%
YTD
-0.09%
6M
1.16%
1Y
5.53%
3Y*
5.14%
5Y*
1.07%
10Y*

BSCV

1D
0.49%
1M
-1.60%
YTD
-0.29%
6M
0.95%
1Y
5.76%
3Y*
5.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 8181
Overall Rank
BSCU Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BSCU Sortino Ratio Rank: 8383
Sortino Ratio Rank
BSCU Omega Ratio Rank: 7676
Omega Ratio Rank
BSCU Calmar Ratio Rank: 8181
Calmar Ratio Rank
BSCU Martin Ratio Rank: 8383
Martin Ratio Rank

BSCV
BSCV Risk / Return Rank: 7474
Overall Rank
BSCV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSCV Sortino Ratio Rank: 7575
Sortino Ratio Rank
BSCV Omega Ratio Rank: 7070
Omega Ratio Rank
BSCV Calmar Ratio Rank: 7676
Calmar Ratio Rank
BSCV Martin Ratio Rank: 7676
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.


BSCUBSCVDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.34

+0.16

Sortino ratio

Return per unit of downside risk

2.18

1.91

+0.27

Omega ratio

Gain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratio

Return relative to maximum drawdown

2.30

2.01

+0.28

Martin ratio

Return relative to average drawdown

9.45

8.00

+1.44

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, 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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Sharpe Ratios by Period


BSCUBSCVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.34

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

-0.01

+0.06

Correlation

The correlation between BSCU and BSCV is 0.97, 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.


Dividends

BSCU vs. BSCV - Dividend Comparison

BSCU's dividend yield for the trailing twelve months is around 4.63%, less than BSCV's 4.71% yield.


TTM202520242023202220212020
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
4.63%4.56%4.70%4.07%3.06%1.93%0.33%
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
4.71%4.65%4.87%4.47%3.43%0.57%0.00%

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

-2.39%

-2.86%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.74%

Current Drawdown

Current decline from peak

-1.31%

-1.60%

+0.29%

Average Drawdown

Average peak-to-trough decline

-8.26%

-9.88%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.72%

-0.14%

Volatility

BSCU vs. BSCV - Volatility Comparison

The current volatility for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) is 1.40%, while Invesco BulletShares 2031 Corporate Bond ETF (BSCV) has a volatility of 1.63%. 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

1.40%

1.63%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

2.31%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

4.31%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

7.47%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

7.47%

-0.92%