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BSCZ vs. BSCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCZ vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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BSCZ vs. BSCR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BSCZ achieves a -0.31% return, which is significantly lower than BSCR's 0.51% return.


BSCZ

1D
0.07%
1M
-1.54%
YTD
-0.31%
6M
0.41%
1Y
3Y*
5Y*
10Y*

BSCR

1D
0.05%
1M
-0.11%
YTD
0.51%
6M
1.59%
1Y
4.62%
3Y*
4.86%
5Y*
1.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCZ vs. BSCR - Expense Ratio Comparison

Both BSCZ and BSCR 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%.


Return for Risk

BSCZ vs. BSCR — Risk / Return Rank

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

BSCZ

BSCR
BSCR Risk / Return Rank: 9898
Overall Rank
BSCR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9898
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.

BSCZ vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BSCZ vs. BSCR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCZBSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

0.58

+0.78

Correlation

The correlation between BSCZ and BSCR is 0.59, 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.


Dividends

BSCZ vs. BSCR - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 3.24%, less than BSCR's 4.30% yield.


TTM202520242023202220212020201920182017
BSCZ
Invesco BulletShares 2035 Corporate Bond ETF
3.24%2.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.30%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%

Drawdowns

BSCZ vs. BSCR - Drawdown Comparison

The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for BSCZ and BSCR.


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Drawdown Indicators


BSCZBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-17.26%

+13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-14.87%

Current Drawdown

Current decline from peak

-1.94%

-0.14%

-1.80%

Average Drawdown

Average peak-to-trough decline

-0.59%

-3.41%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

Volatility

BSCZ vs. BSCR - Volatility Comparison


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Volatility by Period


BSCZBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

1.48%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.96%

4.12%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

5.40%

-0.44%