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BSCZ vs. LQDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCZ vs. LQDW - Performance Comparison

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

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Returns By Period

In the year-to-date period, BSCZ achieves a 0.26% return, which is significantly lower than LQDW's 1.88% return.


BSCZ

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

LQDW

1D
0.18%
1M
1.36%
YTD
1.88%
6M
2.02%
1Y
6.49%
3Y*
3.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCZ vs. LQDW - Yearly Performance Comparison


Correlation

The correlation between BSCZ and LQDW is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2025

0.79

The correlation between BSCZ and LQDW has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

BSCZ vs. LQDW — Risk / Return Rank

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

BSCZ
BSCZ Risk / Return Rank: 3232
Overall Rank
BSCZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BSCZ Sortino Ratio Rank: 3131
Sortino Ratio Rank
BSCZ Omega Ratio Rank: 2929
Omega Ratio Rank
BSCZ Calmar Ratio Rank: 3535
Calmar Ratio Rank
BSCZ Martin Ratio Rank: 3535
Martin Ratio Rank

LQDW
LQDW Risk / Return Rank: 5757
Overall Rank
LQDW Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LQDW Sortino Ratio Rank: 5656
Sortino Ratio Rank
LQDW Omega Ratio Rank: 6464
Omega Ratio Rank
LQDW Calmar Ratio Rank: 5454
Calmar Ratio Rank
LQDW 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.

BSCZ vs. LQDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). 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.


BSCZLQDWDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.18

Calmar ratioReturn relative to maximum drawdown

1.62

2.52

-0.90

Martin ratioReturn relative to average drawdown

4.90

9.34

-4.44

BSCZ vs. LQDW - Sharpe Ratio Comparison

The current BSCZ Sharpe Ratio is 1.06, which is lower than the LQDW Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BSCZ and LQDW, 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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Drawdowns

BSCZ vs. LQDW - Drawdown Comparison

The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum LQDW drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for BSCZ and LQDW.


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Drawdown Indicators


BSCZLQDWDifference

Max Drawdown

Largest peak-to-trough decline

-3.28%

-9.20%

+5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.28%

-2.59%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-6.74%

Current Drawdown

Current decline from peak

-1.38%

-0.04%

-1.34%

Average Drawdown

Average peak-to-trough decline

-0.78%

-2.32%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.70%

+0.38%

Volatility

BSCZ vs. LQDW - Volatility Comparison

Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) has a higher volatility of 1.41% compared to iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) at 1.00%. This indicates that BSCZ's price experiences larger fluctuations and is considered to be riskier than LQDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCZLQDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.00%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

3.82%

3.12%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

3.62%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.00%

5.47%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

5.47%

-0.47%

BSCZ vs. LQDW - Expense Ratio Comparison

BSCZ has a 0.10% expense ratio, which is lower than LQDW's 0.34% expense ratio.


Dividends

BSCZ vs. LQDW - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 4.52%, less than LQDW's 12.49% yield.


PositionTTM2025202420232022
BSCZ
Invesco BulletShares 2035 Corporate Bond ETF
4.52%2.18%0.00%0.00%0.00%
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
12.49%16.02%15.74%19.28%8.85%

Frequently Asked Questions


BSCZ and LQDW have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSCZ has higher volatility (1.41%) compared to LQDW (1.00%). In terms of maximum drawdown, BSCZ dropped -3.28% vs LQDW's -9.20%.

On 1-year performance, LQDW leads with 6.49% vs 5.27% for BSCZ. On fees, BSCZ is cheaper at 0.10% per year. On volatility, LQDW has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LQDW has performed better with a 6.49% return vs 5.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCZ is cheaper with a 0.10% expense ratio, compared with 0.34% for LQDW.

LQDW has the higher dividend yield at 12.49%, compared with 4.52% for BSCZ.

BSCZ tracks BulletShares® USD Corporate Bond 2035 Index, while LQDW tracks CBOE LQD BuyWrite Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCZ and 0.34% for LQDW.

LQDW currently has the higher Sharpe Ratio (1.80 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.

Portfolio Optimizer

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