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BSCV vs. VCLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCV vs. VCLT - Performance Comparison

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

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BSCV vs. VCLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
-0.29%9.04%2.62%9.16%-16.90%-1.62%
VCLT
Vanguard Long-Term Corporate Bond ETF
-0.63%7.18%-1.90%11.17%-25.50%-1.89%

Returns By Period

In the year-to-date period, BSCV achieves a -0.29% return, which is significantly higher than VCLT's -0.63% return.


BSCV

1D
0.49%
1M
-1.60%
YTD
-0.29%
6M
0.95%
1Y
5.76%
3Y*
5.32%
5Y*
10Y*

VCLT

1D
0.78%
1M
-2.90%
YTD
-0.63%
6M
-1.22%
1Y
4.03%
3Y*
3.07%
5Y*
-1.73%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCV vs. VCLT - Expense Ratio Comparison

BSCV has a 0.10% expense ratio, which is higher than VCLT's 0.04% 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%.


Return for Risk

BSCV vs. VCLT — Risk / Return Rank

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

BSCV
BSCV Risk / Return Rank: 7474
Overall Rank
BSCV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSCV Sortino Ratio Rank: 7575
Sortino Ratio Rank
BSCV Omega Ratio Rank: 7070
Omega Ratio Rank
BSCV Calmar Ratio Rank: 7676
Calmar Ratio Rank
BSCV Martin Ratio Rank: 7676
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2727
Overall Rank
VCLT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2323
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3636
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2626
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. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2031 Corporate Bond ETF (BSCV) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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.


BSCVVCLTDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.40

+0.95

Sortino ratio

Return per unit of downside risk

1.91

0.59

+1.32

Omega ratio

Gain probability vs. loss probability

1.26

1.08

+0.18

Calmar ratio

Return relative to maximum drawdown

2.01

0.82

+1.19

Martin ratio

Return relative to average drawdown

8.00

1.92

+6.08

BSCV vs. VCLT - Sharpe Ratio Comparison

The current BSCV Sharpe Ratio is 1.34, which is higher than the VCLT Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BSCV and VCLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSCVVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.40

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.39

-0.40

Correlation

The correlation between BSCV and VCLT is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSCV vs. VCLT - Dividend Comparison

BSCV's dividend yield for the trailing twelve months is around 4.71%, less than VCLT's 5.62% yield.


TTM20252024202320222021202020192018201720162015
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
4.71%4.65%4.87%4.47%3.43%0.57%0.00%0.00%0.00%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.62%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Drawdowns

BSCV vs. VCLT - Drawdown Comparison

The maximum BSCV drawdown since its inception was -23.28%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for BSCV and VCLT.


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Drawdown Indicators


BSCVVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-34.31%

+11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-5.39%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-1.60%

-15.73%

+14.13%

Average Drawdown

Average peak-to-trough decline

-9.88%

-8.08%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

2.32%

-1.60%

Volatility

BSCV vs. VCLT - Volatility Comparison

The current volatility for Invesco BulletShares 2031 Corporate Bond ETF (BSCV) is 1.63%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 3.98%. This indicates that BSCV experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCVVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

3.98%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

5.62%

-3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

10.22%

-5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

12.81%

-5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.47%

12.84%

-5.37%