GRNI vs. BSCQ
GRNI (Fundstrat Granny Shots US Large Cap & Income ETF) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both exchange-traded funds - GRNI is a Derivative Income fund actively managed by Tidal, while BSCQ is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2026 Index. GRNI is actively managed, while BSCQ is passively managed. At a correlation of -0.12, they often move in opposite directions. GRNI charges 0.99%/yr vs 0.10%/yr for BSCQ.
Performance
GRNI vs. BSCQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GRNI achieves a 7.47% return, which is significantly higher than BSCQ's 1.68% return.
GRNI
- 1D
- -1.14%
- 1M
- 0.03%
- YTD
- 7.47%
- 6M
- 6.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSCQ
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 1.68%
- 6M
- 1.78%
- 1Y
- 4.21%
- 3Y*
- 5.17%
- 5Y*
- 1.51%
- 10Y*
- —
GRNI vs. BSCQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GRNI Fundstrat Granny Shots US Large Cap & Income ETF | 7.47% | 2.24% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 1.68% | 0.59% |
Correlation
The correlation between GRNI and BSCQ is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | -0.12 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GRNI vs. BSCQ — Risk / Return Rank
GRNI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BSCQ
GRNI vs. BSCQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots US Large Cap & Income ETF (GRNI) 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.
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.
| GRNI | BSCQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 3.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 41.36 | — |
| Martin ratioReturn relative to average drawdown | — | 181.24 | — |
Loading charts...
Drawdowns
GRNI vs. BSCQ - Drawdown Comparison
The maximum GRNI drawdown since its inception was -9.55%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for GRNI and BSCQ.
Loading charts...
Drawdown Indicators
| GRNI | BSCQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.55% | -16.50% | +6.95% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.02% | — |
Current DrawdownCurrent decline from peak | -2.61% | -0.03% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -2.11% | -2.83% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.02% | — |
Volatility
GRNI vs. BSCQ - Volatility Comparison
Loading charts...
Volatility by Period
| GRNI | BSCQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.42% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.55% | 0.61% | +16.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 3.29% | +14.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 4.75% | +12.80% |
GRNI vs. BSCQ - Expense Ratio Comparison
GRNI has a 0.99% expense ratio, which is higher than BSCQ's 0.10% expense ratio.
Dividends
GRNI vs. BSCQ - Dividend Comparison
GRNI's dividend yield for the trailing twelve months is around 4.88%, more than BSCQ's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 4.11% | 4.14% | 4.05% | 3.53% | 2.54% | 1.91% | 2.42% | 2.96% | 3.32% | 2.92% | 0.51% |
GRNI Fundstrat Granny Shots US Large Cap & Income ETF | 4.88% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GRNI and BSCQ have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BSCQ is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BSCQ is cheaper with a 0.10% expense ratio, compared with 0.99% for GRNI.
GRNI has the higher dividend yield at 4.88%, compared with 4.11% for BSCQ.
GRNI is categorized as Derivative Income, while BSCQ is Corporate Bonds. They also come from different issuers: Tidal and Invesco. Their fees differ too: 0.99% for GRNI and 0.10% for BSCQ.
Find the right allocation for GRNI and BSCQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer