BSCZ vs. FLTR

Last updated Jun 24, 2026

BSCZ (Invesco BulletShares 2035 Corporate Bond ETF) and FLTR (VanEck IG Floating Rate ETF) are both Corporate Bonds funds - BSCZ tracks the BulletShares® USD Corporate Bond 2035 Index while FLTR tracks the MVIS US Investment Grade Floating Rate Index. Both are passively managed. Over the past year, BSCZ returned 5.27% vs 5.25% for FLTR. At a 0.12 correlation, their price movements are largely independent. BSCZ charges 0.10%/yr vs 0.14%/yr for FLTR.

Performance

BSCZ vs. FLTR - Performance Comparison

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

Returns By Period

In the year-to-date period, BSCZ achieves a 0.26% return, which is significantly lower than FLTR's 2.19% return.

BSCZ

• 1D: 0.10%
• 1M: 0.62%
• YTD: 0.26%
• 6M: 0.46%
• 1Y: 5.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FLTR

• 1D: 0.08%
• 1M: 0.38%
• YTD: 2.19%
• 6M: 2.36%
• 1Y: 5.25%
• 3Y*: 6.16%
• 5Y*: 4.55%
• 10Y*: 3.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCZ vs. FLTR - Yearly Performance Comparison

	2026 (YTD)	2025
BSCZ Invesco BulletShares 2035 Corporate Bond ETF	0.26%	5.67%
FLTR VanEck IG Floating Rate ETF	2.19%	3.16%

Correlation

The correlation between BSCZ and FLTR is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025	0.12

Return for Risk

BSCZ vs. FLTR — Risk / Return Rank

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

BSCZ

BSCZ Risk / Return Rank: 32
BSCZ Sharpe Ratio Rank: 31
BSCZ Sortino Ratio Rank: 31
BSCZ Omega Ratio Rank: 29
BSCZ Calmar Ratio Rank: 35
BSCZ Martin Ratio Rank: 35

FLTR

FLTR Risk / Return Rank: 99
FLTR Sharpe Ratio Rank: 99
FLTR Sortino Ratio Rank: 99
FLTR Omega Ratio Rank: 99
FLTR Calmar Ratio Rank: 98
FLTR Martin Ratio Rank: 99

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. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and VanEck IG Floating Rate ETF (FLTR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BSCZ	FLTR	Difference
Sharpe ratio: Return per unit of total volatility	1.06	6.56	-5.50
Sortino ratio: Return per unit of downside risk	1.56	12.18	-10.62
Omega ratio: Gain probability vs. loss probability	1.19	3.03	-1.85
Calmar ratio: Return relative to maximum drawdown	1.62	16.82	-15.21
Martin ratio: Return relative to average drawdown	4.90	98.58	-93.68

BSCZ vs. FLTR - Sharpe Ratio Comparison

The current BSCZ Sharpe Ratio is 1.06, which is lower than the FLTR Sharpe Ratio of 6.56. The chart below compares the historical Sharpe Ratios of BSCZ and FLTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BSCZ vs. FLTR - Drawdown Comparison

The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for BSCZ and FLTR.

Drawdown Indicators

	BSCZ	FLTR	Difference
Max Drawdown Largest peak-to-trough decline	-3.28%	-17.84%	+14.56%
Max Drawdown (1Y) Largest decline over 1 year	-3.28%	-0.31%	-2.97%
Max Drawdown (3Y) Largest decline over 3 years	—	-1.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-3.06%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-17.84%	—
Current Drawdown Current decline from peak	-1.38%	-0.00%	-1.38%
Average Drawdown Average peak-to-trough decline	-0.78%	-0.67%	-0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.08%	0.05%	+1.03%

Volatility

BSCZ vs. FLTR - Volatility Comparison

Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) has a higher volatility of 1.41% compared to VanEck IG Floating Rate ETF (FLTR) at 0.29%. This indicates that BSCZ's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSCZ	FLTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.41%	0.29%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	3.82%	0.66%	+3.16%
Volatility (1Y) Calculated over the trailing 1-year period	5.02%	0.80%	+4.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.00%	2.13%	+2.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.00%	5.00%	0.00%

BSCZ vs. FLTR - Expense Ratio Comparison

BSCZ has a 0.10% expense ratio, which is lower than FLTR's 0.14% 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

BSCZ vs. FLTR - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 4.52%, less than FLTR's 4.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSCZ Invesco BulletShares 2035 Corporate Bond ETF	4.52%	2.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLTR VanEck IG Floating Rate ETF	4.72%	4.97%	5.93%	6.07%	2.29%	0.63%	1.49%	3.05%	2.67%	1.69%	1.16%	0.71%

Frequently Asked Questions

Can I hold both BSCZ and FLTR in my portfolio?

BSCZ and FLTR have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSCZ or FLTR?

BSCZ has higher volatility (1.41%) compared to FLTR (0.29%). In terms of maximum drawdown, BSCZ dropped -3.28% vs FLTR's -17.84%.

Which ETF is better, BSCZ or FLTR?

On 1-year performance, BSCZ leads with 5.27% vs 5.25% for FLTR. On fees, BSCZ is cheaper at 0.10% per year. On volatility, FLTR has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSCZ or FLTR?

Over the 1-year period, BSCZ has performed better with a 5.27% return vs 5.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSCZ or FLTR?

BSCZ is cheaper with a 0.10% expense ratio, compared with 0.14% for FLTR.

Which ETF pays a higher dividend yield, BSCZ or FLTR?

FLTR has the higher dividend yield at 4.72%, compared with 4.52% for BSCZ.

What is the main difference between BSCZ and FLTR?

BSCZ tracks BulletShares® USD Corporate Bond 2035 Index, while FLTR tracks MVIS US Investment Grade Floating Rate Index. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.10% for BSCZ and 0.14% for FLTR.

Which has better risk-adjusted returns?

FLTR currently has the higher Sharpe Ratio (6.56 vs 1.06), 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.