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FLTR vs. BSCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLTR vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Investment Grade Floating Rate ETF (FLTR) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLTR achieves a 1.95% return, which is significantly higher than BSCR's 1.27% return.


FLTR

1D
0.04%
1M
0.50%
YTD
1.95%
6M
2.48%
1Y
5.30%
3Y*
6.10%
5Y*
4.50%
10Y*
3.50%

BSCR

1D
0.00%
1M
0.36%
YTD
1.27%
6M
1.66%
1Y
4.46%
3Y*
5.23%
5Y*
1.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTR vs. BSCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
1.95%5.22%7.38%7.41%0.74%0.55%1.44%5.70%0.30%0.67%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
1.27%5.77%4.52%6.41%-9.56%-1.72%9.68%14.88%-2.63%0.81%

Correlation

The correlation between FLTR and BSCR is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2017

0.08

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Return for Risk

FLTR vs. BSCR — Risk / Return Rank

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

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9797
Overall Rank
BSCR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BSCR 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.

FLTR vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Investment Grade Floating Rate ETF (FLTR) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


FLTRBSCRDifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+4.94

Omega ratioGain probability vs. loss probability

3.15

2.10

+1.05

Calmar ratioReturn relative to maximum drawdown

16.96

10.69

+6.27

Martin ratioReturn relative to average drawdown

101.22

46.31

+54.91

FLTR vs. BSCR - Sharpe Ratio Comparison

The current FLTR Sharpe Ratio is 6.77, which is higher than the BSCR Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of FLTR and BSCR, 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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Sharpe Ratios by Period


FLTRBSCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.77

4.20

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.12

0.35

+1.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.59

-0.06

Drawdowns

FLTR vs. BSCR - Drawdown Comparison

The maximum FLTR drawdown since its inception was -17.84%, roughly equal to the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for FLTR and BSCR.


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Drawdown Indicators


FLTRBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-17.84%

-17.26%

-0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-0.42%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-1.93%

-2.41%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-3.06%

-14.87%

+11.81%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.67%

-3.34%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.10%

-0.05%

Volatility

FLTR vs. BSCR - Volatility Comparison

VanEck Vectors Investment Grade Floating Rate ETF (FLTR) has a higher volatility of 0.25% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.19%. This indicates that FLTR's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTRBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.19%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

0.59%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

1.07%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.13%

4.09%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

5.35%

-0.35%

FLTR vs. BSCR - Expense Ratio Comparison

FLTR has a 0.14% expense ratio, which is higher than BSCR's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLTR vs. BSCR - Dividend Comparison

FLTR's dividend yield for the trailing twelve months is around 4.73%, more than BSCR's 4.29% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.29%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%0.00%0.00%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%

Frequently Asked Questions


FLTR and BSCR have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTR has higher volatility (0.25%) compared to BSCR (0.19%). In terms of maximum drawdown, FLTR dropped -17.84% vs BSCR's -17.26%.

On 5-year performance, FLTR leads with 4.50% vs 1.41% for BSCR. On fees, BSCR is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLTR has performed better with a 4.50% return vs 1.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCR is cheaper with a 0.10% expense ratio, compared with 0.14% for FLTR.

FLTR has the higher dividend yield at 4.73%, compared with 4.29% for BSCR.

FLTR tracks MVIS US Investment Grade Floating Rate Index, while BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.14% for FLTR and 0.10% for BSCR.

FLTR currently has the higher Sharpe Ratio (6.77 vs 4.20), 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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