BSCU vs. SPMO
Compare and contrast key facts about Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and Invesco S&P 500 Momentum ETF (SPMO).
BSCU and SPMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSCU is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD Corporate Bond 2030 Index. It was launched on Sep 16, 2020. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015. Both BSCU and SPMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BSCU vs. SPMO - Performance Comparison
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BSCU vs. SPMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSCU Invesco BulletShares 2030 Corporate Bond ETF | -0.09% | 8.24% | 3.12% | 8.66% | -15.08% | -3.02% | 2.07% |
SPMO Invesco S&P 500 Momentum ETF | -5.78% | 26.58% | 45.82% | 17.56% | -10.45% | 22.64% | 9.78% |
Returns By Period
In the year-to-date period, BSCU achieves a -0.09% return, which is significantly higher than SPMO's -5.78% return.
BSCU
- 1D
- 0.42%
- 1M
- -1.31%
- YTD
- -0.09%
- 6M
- 1.16%
- 1Y
- 5.53%
- 3Y*
- 5.14%
- 5Y*
- 1.07%
- 10Y*
- —
SPMO
- 1D
- 3.96%
- 1M
- -5.89%
- YTD
- -5.78%
- 6M
- -6.90%
- 1Y
- 22.23%
- 3Y*
- 28.36%
- 5Y*
- 17.17%
- 10Y*
- 17.16%
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BSCU vs. SPMO - Expense Ratio Comparison
BSCU has a 0.10% expense ratio, which is lower than SPMO's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
BSCU vs. SPMO — Risk / Return Rank
BSCU
SPMO
BSCU vs. SPMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and Invesco S&P 500 Momentum ETF (SPMO). 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.
| BSCU | SPMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.98 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.51 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.79 | +0.51 |
Martin ratioReturn relative to average drawdown | 9.45 | 6.36 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSCU | SPMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.98 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.91 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.85 | -0.80 |
Correlation
The correlation between BSCU and SPMO is 0.19, 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.
Dividends
BSCU vs. SPMO - Dividend Comparison
BSCU's dividend yield for the trailing twelve months is around 4.63%, more than SPMO's 0.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCU Invesco BulletShares 2030 Corporate Bond ETF | 4.63% | 4.56% | 4.70% | 4.07% | 3.06% | 1.93% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.91% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Drawdowns
BSCU vs. SPMO - Drawdown Comparison
The maximum BSCU drawdown since its inception was -22.34%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for BSCU and SPMO.
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Drawdown Indicators
| BSCU | SPMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.34% | -30.95% | +8.61% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -12.70% | +10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.74% | -22.74% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.95% | — |
Current DrawdownCurrent decline from peak | -1.31% | -9.24% | +7.93% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -4.66% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 3.57% | -2.99% |
Volatility
BSCU vs. SPMO - Volatility Comparison
The current volatility for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) is 1.40%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 6.82%. This indicates that BSCU experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSCU | SPMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 6.82% | -5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 12.62% | -10.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 22.68% | -18.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.66% | 19.06% | -12.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.55% | 20.08% | -13.53% |