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

Correlation

The correlation between BSCV and BSJV is 0.66, 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

BSCV vs. BSJV - 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 2031 High Yield Corporate Bond ETF (BSJV). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%AugustSeptemberOctoberNovemberDecember2025
1.12%
2.35%
BSCV
BSJV

Key characteristics

Sharpe Ratio

BSCV:

0.53

BSJV:

1.15

Sortino Ratio

BSCV:

0.78

BSJV:

1.66

Omega Ratio

BSCV:

1.09

BSJV:

1.20

Calmar Ratio

BSCV:

0.20

BSJV:

2.27

Martin Ratio

BSCV:

1.67

BSJV:

5.48

Ulcer Index

BSCV:

1.71%

BSJV:

1.13%

Daily Std Dev

BSCV:

5.35%

BSJV:

5.38%

Max Drawdown

BSCV:

-23.27%

BSJV:

-4.46%

Current Drawdown

BSCV:

-8.61%

BSJV:

-1.37%

Returns By Period

In the year-to-date period, BSCV achieves a -0.12% return, which is significantly lower than BSJV's 0.82% return.


BSCV

YTD

-0.12%

1M

-0.91%

6M

1.12%

1Y

3.73%

5Y*

N/A

10Y*

N/A

BSJV

YTD

0.82%

1M

-0.32%

6M

2.35%

1Y

6.76%

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.


BSCV vs. BSJV - Expense Ratio Comparison

BSCV has a 0.10% expense ratio, which is lower than BSJV's 0.42% expense ratio.


BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
Expense ratio chart for BSJV: 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 BSCV: 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

BSCV vs. BSJV — Risk-Adjusted Performance Rank

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

BSCV
The Risk-Adjusted Performance Rank of BSCV is 2626
Overall Rank
The Sharpe Ratio Rank of BSCV is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCV is 2727
Sortino Ratio Rank
The Omega Ratio Rank of BSCV is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BSCV is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BSCV is 2828
Martin Ratio Rank

BSJV
The Risk-Adjusted Performance Rank of BSJV is 5858
Overall Rank
The Sharpe Ratio Rank of BSJV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJV is 5454
Sortino Ratio Rank
The Omega Ratio Rank of BSJV is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BSJV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BSJV is 5757
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.

BSCV vs. BSJV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2031 Corporate Bond ETF (BSCV) and Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV). 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 BSCV, currently valued at 0.53, compared to the broader market0.002.004.000.531.15
The chart of Sortino ratio for BSCV, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.0012.000.781.66
The chart of Omega ratio for BSCV, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.20
The chart of Calmar ratio for BSCV, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.722.27
The chart of Martin ratio for BSCV, currently valued at 1.67, compared to the broader market0.0020.0040.0060.0080.00100.001.675.48
BSCV
BSJV

The current BSCV Sharpe Ratio is 0.53, which is lower than the BSJV Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of BSCV and BSJV, 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 Ratio0.501.001.502.002.503.00Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
0.53
1.15
BSCV
BSJV

Dividends

BSCV vs. BSJV - Dividend Comparison

BSCV's dividend yield for the trailing twelve months is around 4.88%, less than BSJV's 6.62% yield.


TTM2024202320222021
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
4.88%4.87%4.48%3.43%0.73%
BSJV
Invesco BulletShares 2031 High Yield Corporate Bond ETF
6.62%6.67%1.62%0.00%0.00%

Drawdowns

BSCV vs. BSJV - Drawdown Comparison

The maximum BSCV drawdown since its inception was -23.27%, which is greater than BSJV's maximum drawdown of -4.46%. Use the drawdown chart below to compare losses from any high point for BSCV and BSJV. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.01%
-1.37%
BSCV
BSJV

Volatility

BSCV vs. BSJV - Volatility Comparison

Invesco BulletShares 2031 Corporate Bond ETF (BSCV) and Invesco BulletShares 2031 High Yield Corporate Bond ETF (BSJV) have volatilities of 1.75% and 1.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%2.20%AugustSeptemberOctoberNovemberDecember2025
1.75%
1.79%
BSCV
BSJV
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