BSCZ vs. XMMO

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Invesco S&P MidCap Momentum ETF (XMMO).

BSCZ and XMMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSCZ is a passively managed fund by Invesco that tracks the performance of the BulletShares® USD Corporate Bond 2035 Index. It was launched on Jun 11, 2025. XMMO is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Mar 3, 2005. Both BSCZ and XMMO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BSCZ vs. XMMO - Performance Comparison

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

BSCZ vs. XMMO - Yearly Performance Comparison

	2026 (YTD)	2025
BSCZ Invesco BulletShares 2035 Corporate Bond ETF	-0.38%	5.67%
XMMO Invesco S&P MidCap Momentum ETF	4.93%	11.65%

Returns By Period

In the year-to-date period, BSCZ achieves a -0.38% return, which is significantly lower than XMMO's 4.93% return.

BSCZ

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

XMMO

• 1D: 4.31%
• 1M: -3.18%
• YTD: 4.93%
• 6M: 7.61%
• 1Y: 28.46%
• 3Y*: 25.08%
• 5Y*: 12.21%
• 10Y*: 18.19%

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

BSCZ vs. XMMO - Expense Ratio Comparison

BSCZ has a 0.10% expense ratio, which is lower than XMMO's 0.33% expense ratio.

XMMO

Invesco S&P MidCap Momentum ETF

BSCZ

Invesco BulletShares 2035 Corporate Bond ETF

Return for Risk

BSCZ vs. XMMO — Risk / Return Rank

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

XMMO

XMMO Risk / Return Rank: 80
XMMO Sharpe Ratio Rank: 75
XMMO Sortino Ratio Rank: 77
XMMO Omega Ratio Rank: 74
XMMO Calmar Ratio Rank: 84
XMMO Martin Ratio Rank: 89

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. XMMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Invesco S&P MidCap Momentum ETF (XMMO). 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.

Sharpe Ratios by Period

	BSCZ	XMMO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.30	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.34	0.54	+0.80

Correlation

The correlation between BSCZ and XMMO is 0.31, 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. XMMO - Dividend Comparison

BSCZ's dividend yield for the trailing twelve months is around 3.25%, more than XMMO's 0.71% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XMMO Invesco S&P MidCap Momentum ETF	0.71%	0.78%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%

Drawdowns

BSCZ vs. XMMO - Drawdown Comparison

The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for BSCZ and XMMO.

Drawdown Indicators

	BSCZ	XMMO	Difference
Max Drawdown Largest peak-to-trough decline	-3.28%	-55.37%	+52.09%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.91%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.74%	—
Current Drawdown Current decline from peak	-2.01%	-4.39%	+2.38%
Average Drawdown Average peak-to-trough decline	-0.58%	-9.52%	+8.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.69%	—

Volatility

Volatility by Period

	BSCZ	XMMO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.07%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.98%	21.97%	-16.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.98%	21.26%	-16.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.98%	22.11%	-17.13%