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BSCU vs. SPBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCU vs. SPBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and SPDR Portfolio Corporate Bond ETF (SPBO). 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 0.32% return, which is significantly lower than SPBO's 0.70% return.


BSCU

1D
-0.09%
1M
0.18%
YTD
0.32%
6M
0.52%
1Y
5.00%
3Y*
5.53%
5Y*
0.84%
10Y*

SPBO

1D
-0.21%
1M
0.67%
YTD
0.70%
6M
0.47%
1Y
6.29%
3Y*
5.54%
5Y*
0.66%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCU vs. SPBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
0.32%8.24%3.12%8.66%-15.08%-3.02%2.07%
SPBO
SPDR Portfolio Corporate Bond ETF
0.70%7.83%2.59%8.80%-15.68%-1.57%2.36%

Correlation

The correlation between BSCU and SPBO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

0.93

The correlation between BSCU and SPBO has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

BSCU vs. SPBO — Risk / Return Rank

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

BSCU
BSCU Risk / Return Rank: 5050
Overall Rank
BSCU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BSCU Sortino Ratio Rank: 5353
Sortino Ratio Rank
BSCU Omega Ratio Rank: 4848
Omega Ratio Rank
BSCU Calmar Ratio Rank: 4848
Calmar Ratio Rank
BSCU Martin Ratio Rank: 5050
Martin Ratio Rank

SPBO
SPBO Risk / Return Rank: 4141
Overall Rank
SPBO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3939
Omega Ratio Rank
SPBO Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPBO Martin Ratio Rank: 4343
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. SPBO - Risk-Adjusted Trends Comparison

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


BSCUSPBODifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

2.42

2.20

+0.22

Martin ratioReturn relative to average drawdown

8.29

6.94

+1.35

BSCU vs. SPBO - Sharpe Ratio Comparison

The current BSCU Sharpe Ratio is 1.69, which is comparable to the SPBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of BSCU and SPBO, 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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Sharpe Ratios by Period


BSCUSPBODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.45

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.09

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.47

-0.41

Drawdowns

BSCU vs. SPBO - Drawdown Comparison

The maximum BSCU drawdown since its inception was -22.34%, roughly equal to the maximum SPBO drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for BSCU and SPBO.


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Drawdown Indicators


BSCUSPBODifference

Max Drawdown

Largest peak-to-trough decline

-22.34%

-22.23%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-2.87%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-5.66%

-6.41%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-21.74%

-22.23%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-22.23%

Current Drawdown

Current decline from peak

-0.91%

-0.91%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.04%

-4.04%

-4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

0.91%

-0.31%

Volatility

BSCU vs. SPBO - Volatility Comparison

The current volatility for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) is 0.85%, while SPDR Portfolio Corporate Bond ETF (SPBO) has a volatility of 1.35%. This indicates that BSCU experiences smaller price fluctuations and is considered to be less risky than SPBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCUSPBODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

1.35%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

3.21%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.97%

4.36%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

7.18%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.47%

7.49%

-1.02%

BSCU vs. SPBO - Expense Ratio Comparison

BSCU has a 0.10% expense ratio, which is higher than SPBO'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%.


Dividends

BSCU vs. SPBO - Dividend Comparison

BSCU's dividend yield for the trailing twelve months is around 4.62%, less than SPBO's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
4.62%4.56%4.70%4.07%3.06%1.93%0.33%0.00%0.00%0.00%0.00%0.00%
SPBO
SPDR Portfolio Corporate Bond ETF
5.12%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%

Frequently Asked Questions


BSCU and SPBO have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPBO has higher volatility (1.35%) compared to BSCU (0.85%). In terms of maximum drawdown, BSCU dropped -22.34% vs SPBO's -22.23%.

On 5-year performance, BSCU leads with 0.84% vs 0.66% for SPBO. On fees, SPBO is cheaper at 0.03% per year. On volatility, BSCU has been the lower-risk option at 0.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BSCU has performed better with a 0.84% return vs 0.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPBO is cheaper with a 0.03% expense ratio, compared with 0.10% for BSCU.

SPBO has the higher dividend yield at 5.12%, compared with 4.62% for BSCU.

BSCU tracks NASDAQ BulletShares USD Corporate Bond 2030 Index, while SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.10% for BSCU and 0.03% for SPBO.

BSCU currently has the higher Sharpe Ratio (1.69 vs 1.45), 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

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