LVDS vs. BSCQ

Last updated Jun 24, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both exchange-traded funds - LVDS is a Large Cap Value Equities fund actively managed by JPMorgan, while BSCQ is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2026 Index. LVDS is actively managed, while BSCQ is passively managed. At a correlation of -0.00, they often move in opposite directions. LVDS charges 0.30%/yr vs 0.10%/yr for BSCQ.

Performance

LVDS vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVDS achieves a 15.18% return, which is significantly higher than BSCQ's 1.68% return.

LVDS

• 1D: -1.20%
• 1M: 2.78%
• YTD: 15.18%
• 6M: 14.56%
• 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*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LVDS vs. BSCQ - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	15.18%	7.40%
BSCQ Invesco BulletShares 2026 Corporate Bond ETF	1.68%	2.33%

Correlation

The correlation between LVDS and BSCQ is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	-0.00

Return for Risk

LVDS vs. BSCQ — Risk / Return Rank

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

LVDS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BSCQ

BSCQ Risk / Return Rank: 99
BSCQ Sharpe Ratio Rank: 99
BSCQ Sortino Ratio Rank: 99
BSCQ Omega Ratio Rank: 99
BSCQ Calmar Ratio Rank: 99
BSCQ Martin Ratio Rank: 99

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.

LVDS vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) 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.

	LVDS	BSCQ	Difference
Sharpe ratio: Return per unit of total volatility	—	6.97	—
Sortino ratio: Return per unit of downside risk	—	15.43	—
Omega ratio: Gain probability vs. loss probability	—	3.40	—
Calmar ratio: Return relative to maximum drawdown	—	41.36	—
Martin ratio: Return relative to average drawdown	—	181.24	—

Drawdowns

LVDS vs. BSCQ - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for LVDS and BSCQ.

Drawdown Indicators

	LVDS	BSCQ	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-16.50%	+9.86%
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 Drawdown Current decline from peak	-1.20%	-0.03%	-1.17%
Average Drawdown Average peak-to-trough decline	-0.95%	-2.83%	+1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.02%	—

Volatility

Volatility by Period

	LVDS	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	10.68%	0.61%	+10.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.68%	3.29%	+7.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.68%	4.75%	+5.93%

LVDS vs. BSCQ - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is higher than BSCQ's 0.10% expense ratio.

Dividends

LVDS vs. BSCQ - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.45%, 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%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.45%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVDS and BSCQ in my portfolio?

LVDS and BSCQ have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LVDS or BSCQ?

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.

Which ETF is cheaper, LVDS or BSCQ?

BSCQ is cheaper with a 0.10% expense ratio, compared with 0.30% for LVDS.

Which ETF pays a higher dividend yield, LVDS or BSCQ?

LVDS has the higher dividend yield at 7.45%, compared with 4.11% for BSCQ.

What is the main difference between LVDS and BSCQ?

LVDS is categorized as Large Cap Value Equities, while BSCQ is Corporate Bonds. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.30% for LVDS and 0.10% for BSCQ.