NUKX vs. BSCQ

Last updated Jun 25, 2026

NUKX (Nicholas Nuclear Income ETF) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both exchange-traded funds - NUKX is a Derivative Income fund actively managed by Nicholas Wealth, while BSCQ is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2026 Index. NUKX is actively managed, while BSCQ is passively managed. At a correlation of -0.17, they often move in opposite directions. NUKX charges 1.07%/yr vs 0.10%/yr for BSCQ.

Performance

NUKX vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nicholas Nuclear Income ETF (NUKX) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

NUKX

• 1D: -2.65%
• 1M: -7.62%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSCQ

• 1D: 0.00%
• 1M: 0.25%
• YTD: 1.68%
• 6M: 1.77%
• 1Y: 4.26%
• 3Y*: 5.17%
• 5Y*: 1.53%
• 10Y*: —

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

NUKX vs. BSCQ - Yearly Performance Comparison

	2026 (YTD)
NUKX Nicholas Nuclear Income ETF	-13.35%
BSCQ Invesco BulletShares 2026 Corporate Bond ETF	1.11%

Correlation

The correlation between NUKX and BSCQ is -0.17, 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 Mar 3, 2026	-0.17

Return for Risk

NUKX vs. BSCQ — Risk / Return Rank

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

NUKX

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.

NUKX vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Nuclear Income ETF (NUKX) 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.

	NUKX	BSCQ	Difference
Sharpe ratio: Return per unit of total volatility	—	7.10	—
Sortino ratio: Return per unit of downside risk	—	15.91	—
Omega ratio: Gain probability vs. loss probability	—	3.51	—
Calmar ratio: Return relative to maximum drawdown	—	41.89	—
Martin ratio: Return relative to average drawdown	—	183.04	—

Drawdowns

NUKX vs. BSCQ - Drawdown Comparison

The maximum NUKX drawdown since its inception was -26.54%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for NUKX and BSCQ.

Drawdown Indicators

	NUKX	BSCQ	Difference
Max Drawdown Largest peak-to-trough decline	-26.54%	-16.50%	-10.04%
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	-20.30%	-0.03%	-20.27%
Average Drawdown Average peak-to-trough decline	-9.12%	-2.83%	-6.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.02%	—

Volatility

Volatility by Period

	NUKX	BSCQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	52.18%	0.61%	+51.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.18%	3.29%	+48.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.18%	4.75%	+47.43%

NUKX vs. BSCQ - Expense Ratio Comparison

NUKX has a 1.07% expense ratio, which is higher than BSCQ's 0.10% expense ratio.

Dividends

NUKX vs. BSCQ - Dividend Comparison

NUKX's dividend yield for the trailing twelve months is around 4.95%, 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%
NUKX Nicholas Nuclear Income ETF	4.95%	0.00%	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 NUKX and BSCQ in my portfolio?

NUKX and BSCQ have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, NUKX 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, NUKX or BSCQ?

BSCQ is cheaper with a 0.10% expense ratio, compared with 1.07% for NUKX.

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

NUKX has the higher dividend yield at 4.95%, compared with 4.11% for BSCQ.

What is the main difference between NUKX and BSCQ?

NUKX is categorized as Derivative Income, while BSCQ is Corporate Bonds. They also come from different issuers: Nicholas Wealth and Invesco. Their fees differ too: 1.07% for NUKX and 0.10% for BSCQ.