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DBND vs. BSCQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBND vs. BSCQ - Performance Comparison

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

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DBND vs. BSCQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
DBND
DoubleLine Opportunistic Bond ETF
-0.49%7.41%3.06%6.33%-5.93%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
0.79%5.02%4.86%5.71%-2.53%

Returns By Period

In the year-to-date period, DBND achieves a -0.49% return, which is significantly lower than BSCQ's 0.79% return.


DBND

1D
0.33%
1M
-2.07%
YTD
-0.49%
6M
0.76%
1Y
4.02%
3Y*
4.30%
5Y*
10Y*

BSCQ

1D
0.10%
1M
0.23%
YTD
0.79%
6M
1.92%
1Y
4.50%
3Y*
4.75%
5Y*
1.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBND vs. BSCQ - Expense Ratio Comparison

DBND has a 0.50% expense ratio, which is higher than BSCQ's 0.10% expense ratio.


Return for Risk

DBND vs. BSCQ — Risk / Return Rank

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

DBND
DBND Risk / Return Rank: 5757
Overall Rank
DBND Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DBND Sortino Ratio Rank: 6060
Sortino Ratio Rank
DBND Omega Ratio Rank: 5454
Omega Ratio Rank
DBND Calmar Ratio Rank: 6161
Calmar Ratio Rank
DBND Martin Ratio Rank: 5050
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.

DBND vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Opportunistic Bond ETF (DBND) 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.


DBNDBSCQDifference

Sharpe ratio

Return per unit of total volatility

1.09

5.39

-4.30

Sortino ratio

Return per unit of downside risk

1.54

9.14

-7.60

Omega ratio

Gain probability vs. loss probability

1.20

2.82

-1.63

Calmar ratio

Return relative to maximum drawdown

1.52

10.98

-9.46

Martin ratio

Return relative to average drawdown

4.82

73.48

-68.67

DBND vs. BSCQ - Sharpe Ratio Comparison

The current DBND Sharpe Ratio is 1.09, which is lower than the BSCQ Sharpe Ratio of 5.39. The chart below compares the historical Sharpe Ratios of DBND 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


DBNDBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

5.39

-4.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.59

-0.11

Correlation

The correlation between DBND and BSCQ is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DBND vs. BSCQ - Dividend Comparison

DBND's dividend yield for the trailing twelve months is around 4.77%, more than BSCQ's 4.15% yield.


TTM2025202420232022202120202019201820172016
DBND
DoubleLine Opportunistic Bond ETF
4.77%4.78%5.19%4.39%2.74%0.00%0.00%0.00%0.00%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

DBND vs. BSCQ - Drawdown Comparison

The maximum DBND drawdown since its inception was -9.39%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for DBND and BSCQ.


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Drawdown Indicators


DBNDBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-9.39%

-16.50%

+7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-0.41%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Current Drawdown

Current decline from peak

-2.07%

0.00%

-2.07%

Average Drawdown

Average peak-to-trough decline

-2.29%

-2.90%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.06%

+0.82%

Volatility

DBND vs. BSCQ - Volatility Comparison

DoubleLine Opportunistic Bond ETF (DBND) has a higher volatility of 1.46% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.22%. This indicates that DBND'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


DBNDBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.22%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

0.45%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

0.84%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.15%

3.32%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

4.81%

+0.34%