PortfoliosLab logoPortfoliosLab logo
PULS vs. BSCP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PULS vs. BSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Ultra Short Bond ETF (PULS) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


PULS

1D
0.00%
1M
0.27%
6M
1.97%
YTD
2.18%
1Y
4.49%
3Y*
5.47%
5Y*
4.21%
10Y*

BSCP

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PULS vs. BSCP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PULS
PGIM Ultra Short Bond ETF
2.18%4.97%6.12%6.26%1.52%0.48%1.47%2.97%1.71%
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
0.00%4.19%5.06%5.11%-5.99%-1.37%8.10%12.76%1.07%

Correlation

The correlation between PULS and BSCP is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

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

0.28

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

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.25

The correlation between PULS and BSCP shifts across timeframes, from 0.14 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PULS vs. BSCP — Risk / Return Rank

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

PULS
PULS Risk / Return Rank: 9999
Overall Rank
PULS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PULS Sortino Ratio Rank: 9999
Sortino Ratio Rank
PULS Omega Ratio Rank: 9999
Omega Ratio Rank
PULS Calmar Ratio Rank: 9999
Calmar Ratio Rank
PULS Martin Ratio Rank: 9999
Martin Ratio Rank

BSCP

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

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.

PULS vs. BSCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Ultra Short Bond ETF (PULS) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). 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.


PULSBSCPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

6.38

Calmar ratioReturn relative to maximum drawdown

50.18

Martin ratioReturn relative to average drawdown

284.38

PULS vs. BSCP - Sharpe Ratio Comparison


Loading charts...

Drawdowns

PULS vs. BSCP - Drawdown Comparison


Loading charts...

Drawdown Indicators


PULSBSCPDifference

Max Drawdown

Largest peak-to-trough decline

-5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

Volatility

PULS vs. BSCP - Volatility Comparison


Loading charts...

Volatility by Period


PULSBSCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.32%

PULS vs. BSCP - Expense Ratio Comparison

PULS has a 0.15% expense ratio, which is higher than BSCP'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

PULS vs. BSCP - Dividend Comparison

PULS's dividend yield for the trailing twelve months is around 4.52%, more than BSCP's 1.92% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
1.92%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
PULS
PGIM Ultra Short Bond ETF
4.52%4.78%5.62%5.48%2.30%1.19%1.85%2.69%1.87%0.00%0.00%0.00%

Frequently Asked Questions


PULS and BSCP have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSCP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSCP is cheaper with a 0.10% expense ratio, compared with 0.15% for PULS.

PULS has the higher dividend yield at 4.52%, compared with 1.92% for BSCP.

PULS is categorized as Ultrashort Bond, while BSCP is Corporate Bonds. They also come from different issuers: PGIM and Invesco. Their fees differ too: 0.15% for PULS and 0.10% for BSCP.

Portfolio Optimizer

Find the right allocation for PULS and BSCP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer