PortfoliosLab logoPortfoliosLab logo
BSCV vs. BSCU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCV vs. BSCU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2031 Corporate Bond ETF (BSCV) and Invesco BulletShares 2030 Corporate Bond ETF (BSCU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BSCV achieves a -0.09% return, which is significantly lower than BSCU's 0.17% return.


BSCV

1D
-0.52%
1M
0.43%
YTD
-0.09%
6M
0.26%
1Y
4.69%
3Y*
5.70%
5Y*
10Y*

BSCU

1D
-0.45%
1M
0.42%
YTD
0.17%
6M
0.42%
1Y
4.46%
3Y*
5.52%
5Y*
0.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCV vs. BSCU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
-0.09%9.04%2.62%9.16%-16.90%-1.46%
BSCU
Invesco BulletShares 2030 Corporate Bond ETF
0.17%8.24%3.12%8.66%-15.08%-1.71%

Correlation

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BSCV vs. BSCU — Risk / Return Rank

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

BSCV
BSCV Risk / Return Rank: 4141
Overall Rank
BSCV Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BSCV Sortino Ratio Rank: 4444
Sortino Ratio Rank
BSCV Omega Ratio Rank: 4040
Omega Ratio Rank
BSCV Calmar Ratio Rank: 4040
Calmar Ratio Rank
BSCV Martin Ratio Rank: 4040
Martin Ratio Rank

BSCU
BSCU Risk / Return Rank: 4646
Overall Rank
BSCU Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BSCU Sortino Ratio Rank: 5050
Sortino Ratio Rank
BSCU Omega Ratio Rank: 4545
Omega Ratio Rank
BSCU Calmar Ratio Rank: 4545
Calmar Ratio Rank
BSCU Martin Ratio Rank: 4646
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.

BSCV vs. BSCU - Risk-Adjusted Trends Comparison

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


BSCVBSCUDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

1.91

2.16

-0.25

Martin ratioReturn relative to average drawdown

6.03

7.10

-1.08

BSCV vs. BSCU - Sharpe Ratio Comparison

The current BSCV Sharpe Ratio is 1.38, which is comparable to the BSCU Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of BSCV and BSCU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BSCV vs. BSCU - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


BSCVBSCUDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-22.34%

-0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

-2.07%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-6.75%

-5.66%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.74%

Current Drawdown

Current decline from peak

-1.40%

-1.06%

-0.34%

Average Drawdown

Average peak-to-trough decline

-9.48%

-8.00%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.63%

+0.15%

Volatility

BSCV vs. BSCU - Volatility Comparison

Invesco BulletShares 2031 Corporate Bond ETF (BSCV) has a higher volatility of 1.15% compared to Invesco BulletShares 2030 Corporate Bond ETF (BSCU) at 0.95%. This indicates that BSCV's price experiences larger fluctuations and is considered to be riskier than BSCU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BSCVBSCUDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

0.95%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.17%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.41%

2.95%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

6.61%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.34%

6.46%

+0.88%

BSCV vs. BSCU - Expense Ratio Comparison

Both BSCV and BSCU 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

BSCV vs. BSCU - Dividend Comparison

BSCV's dividend yield for the trailing twelve months is around 4.70%, more than BSCU's 4.63% yield.


PositionTTM202520242023202220212020
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
4.70%4.65%4.87%4.47%3.43%0.57%0.00%

Frequently Asked Questions


With a correlation of 0.96, BSCV and BSCU 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 (1.15%) compared to BSCU (0.95%). In terms of maximum drawdown, BSCV dropped -23.28% vs BSCU's -22.34%.

On 3-year performance, BSCV leads with 5.70% vs 5.52% for BSCU. Both ETFs have the same 0.10% expense ratio. On volatility, BSCU has been the lower-risk option at 0.95%. 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 5.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

BSCV has the higher dividend yield at 4.70%, compared with 4.63% for BSCU.

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

BSCU currently has the higher Sharpe Ratio (1.52 vs 1.38), 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 BSCV and BSCU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer