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SUSB vs. BSCP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSB vs. BSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SUSB

1D
-0.08%
1M
-0.30%
6M
0.38%
YTD
0.68%
1Y
2.97%
3Y*
5.39%
5Y*
2.19%
10Y*
ALL TIME*
2.64%

BSCP

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.18M$4.00M$9.18M

SUSB vs. BSCP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
0.68%6.81%4.83%5.98%-5.72%-0.76%4.96%7.02%0.54%0.28%
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
0.00%4.19%5.06%5.11%-5.99%-1.37%8.10%12.76%-1.90%1.55%

Correlation

The correlation between SUSB and BSCP is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.01

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2017

0.59

Over the past year, the correlation between SUSB and BSCP has dropped to 0.01 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

SUSB vs. BSCP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SUSB
SUSB Risk / Return Rank: 7676
Overall Rank
SUSB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SUSB Sortino Ratio Rank: 8282
Sortino Ratio Rank
SUSB Omega Ratio Rank: 7979
Omega Ratio Rank
SUSB Calmar Ratio Rank: 6767
Calmar Ratio Rank
SUSB Martin Ratio Rank: 7474
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) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SUSB vs. BSCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) 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.


SUSBBSCPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.36

Martin ratioReturn relative to average drawdown

9.20

SUSB vs. BSCP - Sharpe Ratio Comparison


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Drawdowns

SUSB vs. BSCP - Drawdown Comparison


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Drawdown Indicators


SUSBBSCPDifference

Max Drawdown

Largest peak-to-trough decline

-13.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-9.50%

Current Drawdown

Current decline from peak

-0.34%

Average Drawdown

Average peak-to-trough decline

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

Volatility

SUSB vs. BSCP - Volatility Comparison


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Volatility by Period


SUSBBSCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.70%

SUSB vs. BSCP - Expense Ratio Comparison

SUSB has a 0.12% 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

SUSB vs. BSCP - Dividend Comparison

SUSB's dividend yield for the trailing twelve months is around 4.51%, more than BSCP's 1.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
1.56%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
4.14%4.40%3.81%2.81%1.74%1.30%1.91%2.83%2.61%0.96%0.00%0.00%

Frequently Asked Questions


SUSB and BSCP have a correlation of 0.01, 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 0.12% for SUSB.

SUSB has the higher dividend yield at 4.14%, compared with 1.56% for BSCP.

SUSB tracks Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for SUSB and 0.10% for BSCP.

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