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BSJQ vs. BSCQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSJQ vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

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BSJQ vs. BSCQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
0.66%6.59%7.49%9.83%-7.35%4.53%2.80%16.74%-4.08%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
0.74%5.02%4.86%5.71%-8.31%-1.68%9.41%13.94%0.18%

Returns By Period

In the year-to-date period, BSJQ achieves a 0.66% return, which is significantly lower than BSCQ's 0.74% return.


BSJQ

1D
0.00%
1M
0.16%
YTD
0.66%
6M
1.78%
1Y
5.91%
3Y*
7.08%
5Y*
3.93%
10Y*

BSCQ

1D
-0.05%
1M
0.18%
YTD
0.74%
6M
1.84%
1Y
4.39%
3Y*
4.73%
5Y*
1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSJQ vs. BSCQ - Expense Ratio Comparison

BSJQ has a 0.42% expense ratio, which is higher than BSCQ's 0.10% expense ratio.


Return for Risk

BSJQ vs. BSCQ — Risk / Return Rank

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

BSJQ
BSJQ Risk / Return Rank: 9090
Overall Rank
BSJQ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BSJQ Sortino Ratio Rank: 9090
Sortino Ratio Rank
BSJQ Omega Ratio Rank: 9797
Omega Ratio Rank
BSJQ Calmar Ratio Rank: 8080
Calmar Ratio Rank
BSJQ Martin Ratio Rank: 9595
Martin Ratio Rank

BSCQ
BSCQ Risk / Return Rank: 9999
Overall Rank
BSCQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BSCQ Sortino Ratio Rank: 9999
Sortino Ratio Rank
BSCQ Omega Ratio Rank: 9999
Omega Ratio Rank
BSCQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
BSCQ Martin Ratio Rank: 9999
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.

BSJQ vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). 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.


BSJQBSCQDifference

Sharpe ratio

Return per unit of total volatility

1.85

5.25

-3.40

Sortino ratio

Return per unit of downside risk

2.63

8.88

-6.25

Omega ratio

Gain probability vs. loss probability

1.59

2.74

-1.15

Calmar ratio

Return relative to maximum drawdown

2.39

10.85

-8.45

Martin ratio

Return relative to average drawdown

17.12

72.51

-55.39

BSJQ vs. BSCQ - Sharpe Ratio Comparison

The current BSJQ Sharpe Ratio is 1.85, which is lower than the BSCQ Sharpe Ratio of 5.25. The chart below compares the historical Sharpe Ratios of BSJQ and BSCQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSJQBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

5.25

-3.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.48

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.59

-0.05

Correlation

The correlation between BSJQ and BSCQ is 0.37, 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

BSJQ vs. BSCQ - Dividend Comparison

BSJQ's dividend yield for the trailing twelve months is around 5.95%, more than BSCQ's 4.15% yield.


TTM2025202420232022202120202019201820172016
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
5.95%6.10%6.58%6.58%5.58%4.27%4.64%4.59%2.39%0.00%0.00%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.15%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%

Drawdowns

BSJQ vs. BSCQ - Drawdown Comparison

The maximum BSJQ drawdown since its inception was -24.13%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for BSJQ and BSCQ.


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Drawdown Indicators


BSJQBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-24.13%

-16.50%

-7.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-0.41%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-11.95%

-13.02%

+1.07%

Current Drawdown

Current decline from peak

0.00%

-0.05%

+0.05%

Average Drawdown

Average peak-to-trough decline

-2.22%

-2.90%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.06%

+0.29%

Volatility

BSJQ vs. BSCQ - Volatility Comparison

Invesco BulletShares 2026 High Yield Corp Bond ETF (BSJQ) has a higher volatility of 0.59% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.22%. This indicates that BSJQ's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSJQBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.22%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

0.45%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

0.84%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

3.32%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.54%

4.81%

+3.73%