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BSCW vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCW vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2032 Corporate Bond ETF (BSCW) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCW achieves a 0.29% return, which is significantly lower than USHY's 1.64% return.


BSCW

1D
0.12%
1M
0.14%
YTD
0.29%
6M
0.52%
1Y
5.40%
3Y*
5.69%
5Y*
10Y*

USHY

1D
0.22%
1M
0.46%
YTD
1.64%
6M
1.98%
1Y
6.99%
3Y*
9.01%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCW vs. USHY - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSCW
Invesco BulletShares 2032 Corporate Bond ETF
0.29%9.00%2.20%9.31%0.31%
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.64%8.81%8.45%12.73%-0.79%

Correlation

The correlation between BSCW and USHY is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2022

0.65

The correlation between BSCW and USHY has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.

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Return for Risk

BSCW vs. USHY — Risk / Return Rank

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

BSCW
BSCW Risk / Return Rank: 4141
Overall Rank
BSCW Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BSCW Sortino Ratio Rank: 4343
Sortino Ratio Rank
BSCW Omega Ratio Rank: 3939
Omega Ratio Rank
BSCW Calmar Ratio Rank: 4040
Calmar Ratio Rank
BSCW Martin Ratio Rank: 4141
Martin Ratio Rank

USHY
USHY Risk / Return Rank: 6363
Overall Rank
USHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6464
Sortino Ratio Rank
USHY Omega Ratio Rank: 6363
Omega Ratio Rank
USHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
USHY Martin Ratio Rank: 7171
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.

BSCW vs. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2032 Corporate Bond ETF (BSCW) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.


BSCWUSHYDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.93

2.89

-0.96

Martin ratioReturn relative to average drawdown

6.30

12.99

-6.68

BSCW vs. USHY - Sharpe Ratio Comparison

The current BSCW Sharpe Ratio is 1.41, which is comparable to the USHY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of BSCW and USHY, 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


BSCWUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.93

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.58

+0.19

Drawdowns

BSCW vs. USHY - Drawdown Comparison

The maximum BSCW drawdown since its inception was -8.32%, smaller than the maximum USHY drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for BSCW and USHY.


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Drawdown Indicators


BSCWUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-22.44%

+14.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-2.43%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-4.66%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

Current Drawdown

Current decline from peak

-1.30%

-0.06%

-1.24%

Average Drawdown

Average peak-to-trough decline

-1.82%

-2.66%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.54%

+0.32%

Volatility

BSCW vs. USHY - Volatility Comparison

Invesco BulletShares 2032 Corporate Bond ETF (BSCW) has a higher volatility of 1.20% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 1.14%. This indicates that BSCW's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCWUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.14%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

2.92%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

3.65%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.23%

7.34%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

8.25%

-1.02%

BSCW vs. USHY - Expense Ratio Comparison

BSCW has a 0.10% expense ratio, which is lower than USHY's 0.15% 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%.


Dividends

BSCW vs. USHY - Dividend Comparison

BSCW's dividend yield for the trailing twelve months is around 4.82%, less than USHY's 6.91% yield.


PositionTTM202520242023202220212020201920182017
BSCW
Invesco BulletShares 2032 Corporate Bond ETF
4.82%4.81%5.06%4.80%1.12%0.00%0.00%0.00%0.00%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.91%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%

Frequently Asked Questions


BSCW and USHY have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSCW has higher volatility (1.20%) compared to USHY (1.14%). In terms of maximum drawdown, BSCW dropped -8.32% vs USHY's -22.44%.

On 3-year performance, USHY leads with 9.01% vs 5.69% for BSCW. On fees, BSCW is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USHY has performed better with a 9.01% return vs 5.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCW is cheaper with a 0.10% expense ratio, compared with 0.15% for USHY.

USHY has the higher dividend yield at 6.91%, compared with 4.82% for BSCW.

BSCW is categorized as Corporate Bonds, while USHY is High Yield Bonds. BSCW tracks Invesco BulletShares Corporate Bond 2032 Index, while USHY tracks ICE BofA US High Yield Constrained Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCW and 0.15% for USHY.

USHY currently has the higher Sharpe Ratio (1.93 vs 1.41), 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.

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