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BSCX vs. XLG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCX vs. XLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2033 Corporate Bond ETF (BSCX) and Invesco S&P 500 Top 50 ETF (XLG). The values are adjusted to include any dividend payments, if applicable.

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BSCX vs. XLG - Yearly Performance Comparison


2026 (YTD)202520242023
BSCX
Invesco BulletShares 2033 Corporate Bond ETF
-0.21%9.31%1.73%7.88%
XLG
Invesco S&P 500 Top 50 ETF
-7.18%19.51%33.49%8.65%

Returns By Period

In the year-to-date period, BSCX achieves a -0.21% return, which is significantly higher than XLG's -7.18% return.


BSCX

1D
0.07%
1M
-1.47%
YTD
-0.21%
6M
0.57%
1Y
5.98%
3Y*
5Y*
10Y*

XLG

1D
0.70%
1M
-3.74%
YTD
-7.18%
6M
-4.55%
1Y
19.62%
3Y*
21.92%
5Y*
13.96%
10Y*
15.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCX vs. XLG - Expense Ratio Comparison

BSCX has a 0.10% expense ratio, which is lower than XLG's 0.20% 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

BSCX vs. XLG — Risk / Return Rank

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

BSCX
BSCX Risk / Return Rank: 6767
Overall Rank
BSCX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BSCX Sortino Ratio Rank: 6666
Sortino Ratio Rank
BSCX Omega Ratio Rank: 5959
Omega Ratio Rank
BSCX Calmar Ratio Rank: 7474
Calmar Ratio Rank
BSCX Martin Ratio Rank: 6666
Martin Ratio Rank

XLG
XLG Risk / Return Rank: 5757
Overall Rank
XLG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 5757
Sortino Ratio Rank
XLG Omega Ratio Rank: 5858
Omega Ratio Rank
XLG Calmar Ratio Rank: 6262
Calmar Ratio Rank
XLG Martin Ratio Rank: 5656
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.

BSCX vs. XLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2033 Corporate Bond ETF (BSCX) and Invesco S&P 500 Top 50 ETF (XLG). 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.


BSCXXLGDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.99

+0.28

Sortino ratio

Return per unit of downside risk

1.76

1.54

+0.23

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

2.21

1.63

+0.58

Martin ratio

Return relative to average drawdown

7.50

5.71

+1.79

BSCX vs. XLG - Sharpe Ratio Comparison

The current BSCX Sharpe Ratio is 1.26, which is comparable to the XLG Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BSCX and XLG, 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


BSCXXLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.99

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

0.59

+0.61

Correlation

The correlation between BSCX and XLG is 0.20, 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

BSCX vs. XLG - Dividend Comparison

BSCX's dividend yield for the trailing twelve months is around 4.90%, more than XLG's 0.70% yield.


TTM20252024202320222021202020192018201720162015
BSCX
Invesco BulletShares 2033 Corporate Bond ETF
4.90%4.82%5.00%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500 Top 50 ETF
0.70%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%

Drawdowns

BSCX vs. XLG - Drawdown Comparison

The maximum BSCX drawdown since its inception was -5.13%, smaller than the maximum XLG drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for BSCX and XLG.


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Drawdown Indicators


BSCXXLGDifference

Max Drawdown

Largest peak-to-trough decline

-5.13%

-52.39%

+47.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-12.41%

+9.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

Current Drawdown

Current decline from peak

-1.78%

-8.93%

+7.15%

Average Drawdown

Average peak-to-trough decline

-1.37%

-7.69%

+6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

3.54%

-2.69%

Volatility

BSCX vs. XLG - Volatility Comparison

The current volatility for Invesco BulletShares 2033 Corporate Bond ETF (BSCX) is 1.98%, while Invesco S&P 500 Top 50 ETF (XLG) has a volatility of 5.82%. This indicates that BSCX experiences smaller price fluctuations and is considered to be less risky than XLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCXXLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

5.82%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

10.65%

-7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

19.97%

-15.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

18.68%

-12.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.19%

18.81%

-12.62%