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ISVBF vs. BSCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISVBF vs. BSCQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, ISVBF achieves a -6.46% return, which is significantly lower than BSCQ's 1.55% return.


ISVBF

1D
-2.03%
1M
-2.58%
YTD
-6.46%
6M
-7.93%
1Y
7.29%
3Y*
9.94%
5Y*
-5.16%
10Y*

BSCQ

1D
0.08%
1M
0.34%
YTD
1.55%
6M
1.92%
1Y
4.41%
3Y*
5.06%
5Y*
1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. BSCQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISVBF
iShares MSCI China A UCITS ETF
-6.46%30.64%18.96%-9.28%-23.01%-22.12%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.55%5.02%4.86%5.71%-8.31%-0.43%

Correlation

The correlation between ISVBF and BSCQ is -0.11, 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 (1Y)
Calculated over the trailing 1-year period

-0.11

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

-0.02

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

0.00

Correlation (All Time)
Calculated using the full available price history since May 6, 2021

0.00

The correlation between ISVBF and BSCQ shifts across timeframes, from -0.11 (1 year) to 0.00 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISVBF vs. BSCQ — Risk / Return Rank

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

ISVBF
ISVBF Risk / Return Rank: 1313
Overall Rank
ISVBF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1313
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1313
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 1313
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 1313
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.

ISVBF vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) 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.


ISVBFBSCQDifference
Sharpe ratioReturn per unit of total volatility

-6.82

Sortino ratioReturn per unit of downside risk

-14.68

Omega ratioGain probability vs. loss probability

1.07

3.45

-2.38

Calmar ratioReturn relative to maximum drawdown

0.38

43.24

-42.85

Martin ratioReturn relative to average drawdown

0.89

179.65

-178.75

ISVBF vs. BSCQ - Sharpe Ratio Comparison

The current ISVBF Sharpe Ratio is 0.24, which is lower than the BSCQ Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of ISVBF and BSCQ, 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


ISVBFBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

7.06

-6.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.45

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.60

-0.75

Drawdowns

ISVBF vs. BSCQ - Drawdown Comparison

The maximum ISVBF drawdown since its inception was -53.78%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for ISVBF and BSCQ.


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Drawdown Indicators


ISVBFBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-16.50%

-37.28%

Max Drawdown (1Y)

Largest decline over 1 year

-19.18%

-0.10%

-19.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-1.13%

-22.64%

Max Drawdown (5Y)

Largest decline over 5 years

-53.22%

-13.02%

-40.20%

Current Drawdown

Current decline from peak

-24.18%

0.00%

-24.18%

Average Drawdown

Average peak-to-trough decline

-32.76%

-2.85%

-29.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

0.02%

+8.19%

Volatility

ISVBF vs. BSCQ - Volatility Comparison

iShares MSCI China A UCITS ETF (ISVBF) has a higher volatility of 10.81% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.17%. This indicates that ISVBF'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


ISVBFBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.81%

0.17%

+10.64%

Volatility (6M)

Calculated over the trailing 6-month period

26.55%

0.43%

+26.12%

Volatility (1Y)

Calculated over the trailing 1-year period

30.57%

0.63%

+29.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.20%

3.30%

+26.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.21%

4.77%

+25.44%

ISVBF vs. BSCQ - Expense Ratio Comparison

ISVBF has a 0.40% expense ratio, which is higher than BSCQ's 0.10% expense ratio.


Dividends

ISVBF vs. BSCQ - Dividend Comparison

ISVBF has not paid dividends to shareholders, while BSCQ's dividend yield for the trailing twelve months is around 4.12%.


PositionTTM2025202420232022202120202019201820172016
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.12%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%
ISVBF
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISVBF and BSCQ have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISVBF has higher volatility (10.81%) compared to BSCQ (0.17%). In terms of maximum drawdown, ISVBF dropped -53.78% vs BSCQ's -16.50%.

On 5-year performance, BSCQ leads with 1.47% vs -5.16% for ISVBF. On fees, BSCQ is cheaper at 0.10% per year. On volatility, BSCQ has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BSCQ has performed better with a 1.47% return vs -5.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCQ is cheaper with a 0.10% expense ratio, compared with 0.40% for ISVBF.

BSCQ has the higher dividend yield at 4.12%, compared with 0.00% for ISVBF.

ISVBF is categorized as China Equities, while BSCQ is Corporate Bonds. ISVBF tracks MSCI China A Inclusion Index, while BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for ISVBF and 0.10% for BSCQ.

BSCQ currently has the higher Sharpe Ratio (7.06 vs 0.24), 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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