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SPBO vs. BSCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPBO vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Corporate Bond ETF (SPBO) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPBO achieves a -0.10% return, which is significantly lower than BSCR's 1.57% return.


SPBO

1D
-0.42%
1M
-1.05%
6M
-0.30%
YTD
-0.10%
1Y
4.12%
3Y*
5.09%
5Y*
0.10%
10Y*
2.49%

BSCR

1D
-0.03%
1M
0.25%
6M
1.57%
YTD
1.57%
1Y
4.33%
3Y*
5.30%
5Y*
1.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPBO vs. BSCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPBO
SPDR Portfolio Corporate Bond ETF
-0.10%7.83%2.59%8.80%-15.68%-1.57%10.17%14.70%-1.79%0.21%
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
1.57%5.77%4.52%6.41%-9.56%-1.72%9.68%14.88%-2.63%0.81%

Correlation

The correlation between SPBO and BSCR is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.76

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2017

0.76

The correlation between SPBO and BSCR shifts across timeframes, from 0.57 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPBO vs. BSCR — Risk / Return Rank

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

SPBO
SPBO Risk / Return Rank: 3333
Overall Rank
SPBO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 3131
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3030
Omega Ratio Rank
SPBO Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPBO Martin Ratio Rank: 3636
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9898
Overall Rank
BSCR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9898
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.

SPBO vs. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Corporate Bond ETF (SPBO) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.


SPBOBSCRDifference
Sharpe ratioReturn per unit of total volatility

-3.35

Sortino ratioReturn per unit of downside risk

-6.70

Omega ratioGain probability vs. loss probability

1.17

2.16

-1.00

Calmar ratioReturn relative to maximum drawdown

1.44

10.40

-8.96

Martin ratioReturn relative to average drawdown

4.44

45.90

-41.46

SPBO vs. BSCR - Sharpe Ratio Comparison

The current SPBO Sharpe Ratio is 0.96, which is lower than the BSCR Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of SPBO and BSCR, 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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Drawdowns

SPBO vs. BSCR - Drawdown Comparison

The maximum SPBO drawdown since its inception was -22.23%, which is greater than BSCR's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for SPBO and BSCR.


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Drawdown Indicators


SPBOBSCRDifference

Max Drawdown

Largest peak-to-trough decline

-22.23%

-17.26%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-0.42%

-2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-6.41%

-2.27%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-22.23%

-14.87%

-7.36%

Max Drawdown (10Y)

Largest decline over 10 years

-22.23%

Current Drawdown

Current decline from peak

-1.69%

-0.03%

-1.66%

Average Drawdown

Average peak-to-trough decline

-4.02%

-3.30%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.09%

+0.84%

Volatility

SPBO vs. BSCR - Volatility Comparison

SPDR Portfolio Corporate Bond ETF (SPBO) has a higher volatility of 1.38% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.20%. This indicates that SPBO's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPBOBSCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

0.20%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

0.60%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

4.34%

1.01%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

4.08%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

5.32%

+2.17%

SPBO vs. BSCR - Expense Ratio Comparison

SPBO has a 0.03% expense ratio, which is lower than BSCR's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPBO vs. BSCR - Dividend Comparison

SPBO's dividend yield for the trailing twelve months is around 5.17%, more than BSCR's 4.28% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.28%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%0.00%0.00%
SPBO
SPDR Portfolio Corporate Bond ETF
5.17%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%

Frequently Asked Questions


SPBO and BSCR have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPBO has higher volatility (1.38%) compared to BSCR (0.20%). In terms of maximum drawdown, SPBO dropped -22.23% vs BSCR's -17.26%.

On 5-year performance, BSCR leads with 1.36% vs 0.10% for SPBO. On fees, SPBO is cheaper at 0.03% per year. On volatility, BSCR has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BSCR has performed better with a 1.36% return vs 0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPBO is cheaper with a 0.03% expense ratio, compared with 0.10% for BSCR.

SPBO has the higher dividend yield at 5.17%, compared with 4.28% for BSCR.

SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index, while BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.03% for SPBO and 0.10% for BSCR.

BSCR currently has the higher Sharpe Ratio (4.31 vs 0.96), 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.

Portfolio Optimizer

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