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MYCK vs. BSCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCK vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2031 Corporate Bond ETF (MYCK) 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, MYCK achieves a 0.41% return, which is significantly lower than BSCQ's 1.55% return.


MYCK

1D
0.12%
1M
0.15%
YTD
0.41%
6M
0.67%
1Y
5.30%
3Y*
5Y*
10Y*

BSCQ

1D
0.00%
1M
0.34%
YTD
1.55%
6M
1.92%
1Y
4.39%
3Y*
5.05%
5Y*
1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCK vs. BSCQ - Yearly Performance Comparison


2026 (YTD)20252024
MYCK
State Street My2031 Corporate Bond ETF
0.41%8.87%-2.50%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.55%5.02%0.29%

Correlation

The correlation between MYCK and BSCQ is 0.10, 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 (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

0.40

Over the past year, the correlation between MYCK and BSCQ has dropped to 0.10 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

MYCK vs. BSCQ — Risk / Return Rank

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

MYCK
MYCK Risk / Return Rank: 4848
Overall Rank
MYCK Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MYCK Sortino Ratio Rank: 5151
Sortino Ratio Rank
MYCK Omega Ratio Rank: 4747
Omega Ratio Rank
MYCK Calmar Ratio Rank: 4747
Calmar Ratio Rank
MYCK Martin Ratio Rank: 4747
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.

MYCK vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2031 Corporate Bond ETF (MYCK) 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.


MYCKBSCQDifference
Sharpe ratioReturn per unit of total volatility

-5.41

Sortino ratioReturn per unit of downside risk

-12.69

Omega ratioGain probability vs. loss probability

1.29

3.43

-2.14

Calmar ratioReturn relative to maximum drawdown

2.27

42.97

-40.70

Martin ratioReturn relative to average drawdown

7.57

178.56

-170.99

MYCK vs. BSCQ - Sharpe Ratio Comparison

The current MYCK Sharpe Ratio is 1.60, which is lower than the BSCQ Sharpe Ratio of 7.01. The chart below compares the historical Sharpe Ratios of MYCK 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


MYCKBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

7.01

-5.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.60

+0.31

Drawdowns

MYCK vs. BSCQ - Drawdown Comparison

The maximum MYCK drawdown since its inception was -3.69%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for MYCK and BSCQ.


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Drawdown Indicators


MYCKBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-3.69%

-16.50%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.34%

-0.10%

-2.24%

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

-1.04%

0.00%

-1.04%

Average Drawdown

Average peak-to-trough decline

-0.84%

-2.85%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

0.02%

+0.68%

Volatility

MYCK vs. BSCQ - Volatility Comparison

State Street My2031 Corporate Bond ETF (MYCK) has a higher volatility of 1.03% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.17%. This indicates that MYCK'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


MYCKBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

0.17%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

0.43%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

3.35%

0.63%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

3.30%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.25%

4.77%

-0.52%

MYCK vs. BSCQ - Expense Ratio Comparison

MYCK has a 0.15% expense ratio, which is higher than BSCQ'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

MYCK vs. BSCQ - Dividend Comparison

MYCK's dividend yield for the trailing twelve months is around 4.55%, more than BSCQ's 4.12% yield.


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%
MYCK
State Street My2031 Corporate Bond ETF
4.55%4.55%1.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MYCK and BSCQ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MYCK has higher volatility (1.03%) compared to BSCQ (0.17%). In terms of maximum drawdown, MYCK dropped -3.69% vs BSCQ's -16.50%.

On 1-year performance, MYCK leads with 5.30% vs 4.39% for BSCQ. 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 1-year period, MYCK has performed better with a 5.30% return vs 4.39%. 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 0.15% for MYCK.

MYCK has the higher dividend yield at 4.55%, compared with 4.12% for BSCQ.

They also come from different issuers: State Street and Invesco. Their fees differ too: 0.15% for MYCK and 0.10% for BSCQ.

BSCQ currently has the higher Sharpe Ratio (7.01 vs 1.60), 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.

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