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BSCZ vs. FLTR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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BSCZ vs. FLTR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BSCZ achieves a -0.38% return, which is significantly lower than FLTR's 0.71% return.


BSCZ

1D
0.66%
1M
-2.01%
YTD
-0.38%
6M
0.69%
1Y
3Y*
5Y*
10Y*

FLTR

1D
0.20%
1M
-0.05%
YTD
0.71%
6M
2.01%
1Y
4.72%
3Y*
6.48%
5Y*
4.28%
10Y*
3.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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

FLTR
FLTR Risk / Return Rank: 9292
Overall Rank
FLTR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9898
Omega Ratio Rank
FLTR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9797
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. 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 Vectors Investment Grade 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.


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

BSCZ vs. FLTR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCZFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.51

+0.83

Correlation

The correlation between BSCZ and FLTR is 0.11, 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

BSCZ vs. FLTR - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 3.25%, less than FLTR's 4.89% yield.


TTM20252024202320222021202020192018201720162015
BSCZ
Invesco BulletShares 2035 Corporate Bond ETF
3.25%2.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.89%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%

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.


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Drawdown Indicators


BSCZFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-17.84%

+14.56%

Max Drawdown (1Y)

Largest decline over 1 year

-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

-2.01%

-0.12%

-1.89%

Average Drawdown

Average peak-to-trough decline

-0.58%

-0.68%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

Volatility

BSCZ vs. FLTR - Volatility Comparison


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Volatility by Period


BSCZFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.40%

Volatility (6M)

Calculated over the trailing 6-month period

0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

2.25%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

2.14%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

5.01%

-0.03%