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NVIT vs. BSCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVIT vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) 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, NVIT achieves a 9.26% return, which is significantly higher than BSCQ's 1.68% return.


NVIT

1D
-2.90%
1M
-5.21%
YTD
9.26%
6M
8.74%
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)

NVIT vs. BSCQ - Yearly Performance Comparison


Correlation

The correlation between NVIT and BSCQ is -0.07, 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 Nov 18, 2025

-0.07

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Return for Risk

NVIT vs. BSCQ — Risk / Return Rank

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

NVIT

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


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.

NVIT vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) 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.


NVITBSCQDifference
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

NVIT vs. BSCQ - Sharpe Ratio Comparison


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Drawdowns

NVIT vs. BSCQ - Drawdown Comparison

The maximum NVIT drawdown since its inception was -12.15%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for NVIT and BSCQ.


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Drawdown Indicators


NVITBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-16.50%

+4.35%

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

-11.76%

-0.03%

-11.73%

Average Drawdown

Average peak-to-trough decline

-3.43%

-2.83%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

NVIT vs. BSCQ - Volatility Comparison


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Volatility by Period


NVITBSCQDifference

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

29.83%

0.61%

+29.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

3.29%

+26.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.83%

4.75%

+25.08%

NVIT vs. BSCQ - Expense Ratio Comparison

NVIT has a 1.08% expense ratio, which is higher than BSCQ's 0.10% expense ratio.


Dividends

NVIT vs. BSCQ - Dividend Comparison

NVIT's dividend yield for the trailing twelve months is around 14.77%, more than BSCQ's 4.11% yield.


PositionTTM2025202420232022202120202019201820172016
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%
NVIT
YieldMax NVDA Performance & Distribution Target 25 ETF
14.77%2.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVIT and BSCQ have a correlation of -0.07, 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 1.08% for NVIT.

NVIT has the higher dividend yield at 14.77%, compared with 4.11% for BSCQ.

NVIT is categorized as Derivative Income, while BSCQ is Corporate Bonds. They also come from different issuers: YieldMax and Invesco. Their fees differ too: 1.08% for NVIT and 0.10% for BSCQ.

Portfolio Optimizer

Find the right allocation for NVIT 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.

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