PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BSCU vs. BSJU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCU and BSJU is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

BSCU vs. BSJU - 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 2030 High Yield Corporate Bond ETF (BSJU). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025February
0.21%
3.15%
BSCU
BSJU

Key characteristics

Sharpe Ratio

BSCU:

1.25

BSJU:

2.03

Sortino Ratio

BSCU:

1.84

BSJU:

2.97

Omega Ratio

BSCU:

1.22

BSJU:

1.38

Calmar Ratio

BSCU:

0.45

BSJU:

3.87

Martin Ratio

BSCU:

3.90

BSJU:

13.49

Ulcer Index

BSCU:

1.51%

BSJU:

0.71%

Daily Std Dev

BSCU:

4.71%

BSJU:

4.71%

Max Drawdown

BSCU:

-22.33%

BSJU:

-7.51%

Current Drawdown

BSCU:

-6.81%

BSJU:

-0.15%

Returns By Period

In the year-to-date period, BSCU achieves a 0.98% return, which is significantly lower than BSJU's 1.83% return.


BSCU

YTD

0.98%

1M

0.73%

6M

0.20%

1Y

5.76%

5Y*

N/A

10Y*

N/A

BSJU

YTD

1.83%

1M

0.46%

6M

3.15%

1Y

9.55%

5Y*

N/A

10Y*

N/A

*Annualized

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. BSJU - Expense Ratio Comparison

BSCU has a 0.10% expense ratio, which is lower than BSJU's 0.42% expense ratio.


BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
Expense ratio chart for BSJU: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
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%

Risk-Adjusted Performance

BSCU vs. BSJU — 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 4343
Overall Rank
The Sharpe Ratio Rank of BSCU is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCU is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BSCU is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BSCU is 2323
Calmar Ratio Rank
The Martin Ratio Rank of BSCU is 4242
Martin Ratio Rank

BSJU
The Risk-Adjusted Performance Rank of BSJU is 8585
Overall Rank
The Sharpe Ratio Rank of BSJU is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJU is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BSJU is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BSJU is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BSJU is 8686
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. BSJU - 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 2030 High Yield Corporate Bond ETF (BSJU). 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 1.25, compared to the broader market0.002.004.001.252.03
The chart of Sortino ratio for BSCU, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.0010.0012.001.842.97
The chart of Omega ratio for BSCU, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.38
The chart of Calmar ratio for BSCU, currently valued at 1.66, compared to the broader market0.005.0010.0015.001.663.87
The chart of Martin ratio for BSCU, currently valued at 3.90, compared to the broader market0.0020.0040.0060.0080.00100.003.9013.49
BSCU
BSJU

The current BSCU Sharpe Ratio is 1.25, which is lower than the BSJU Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of BSCU and BSJU, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.25
2.03
BSCU
BSJU

Dividends

BSCU vs. BSJU - Dividend Comparison

BSCU's dividend yield for the trailing twelve months is around 4.34%, less than BSJU's 6.47% yield.


TTM20242023202220212020
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
4.34%4.70%4.08%3.06%1.94%0.33%
BSJU
Invesco Bulletshares 2030 High Yield Corporate Bond ETF
6.47%7.08%6.74%2.38%0.00%0.00%

Drawdowns

BSCU vs. BSJU - Drawdown Comparison

The maximum BSCU drawdown since its inception was -22.33%, which is greater than BSJU's maximum drawdown of -7.51%. Use the drawdown chart below to compare losses from any high point for BSCU and BSJU. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.57%
-0.15%
BSCU
BSJU

Volatility

BSCU vs. BSJU - Volatility Comparison

Invesco BulletShares 2030 Corporate Bond ETF (BSCU) has a higher volatility of 1.18% compared to Invesco Bulletshares 2030 High Yield Corporate Bond ETF (BSJU) at 1.05%. This indicates that BSCU's price experiences larger fluctuations and is considered to be riskier than BSJU 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%2.00%SeptemberOctoberNovemberDecember2025February
1.18%
1.05%
BSCU
BSJU
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab