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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
0.22%
YTD
0.57%
6M
0.92%
1Y
4.51%
3Y*
5.45%
5Y*
2.20%
10Y*

BSCP

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

SUSB vs. BSCP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SUSB
iShares ESG 1-5 Year USD Corporate Bond ETF
0.57%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%1.20%

Correlation

The correlation between SUSB and BSCP is -0.02, 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 (1Y)
Calculated over the trailing 1-year period

-0.02

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

0.47

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2017

0.59

The correlation between SUSB and BSCP shifts across timeframes, from -0.02 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SUSB vs. BSCP — Risk / Return Rank

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

SUSB
SUSB Risk / Return Rank: 7171
Overall Rank
SUSB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SUSB Sortino Ratio Rank: 8181
Sortino Ratio Rank
SUSB Omega Ratio Rank: 7676
Omega Ratio Rank
SUSB Calmar Ratio Rank: 6262
Calmar Ratio Rank
SUSB Martin Ratio Rank: 6868
Martin Ratio Rank

BSCP
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.

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.


SUSBBSCPDifference

Sharpe ratio

Return per unit of total volatility

2.34

Sortino ratio

Return per unit of downside risk

3.66

Omega ratio

Gain probability vs. loss probability

1.45

Calmar ratio

Return relative to maximum drawdown

3.05

Martin ratio

Return relative to average drawdown

12.47

SUSB vs. BSCP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SUSBBSCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

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

-9.57%

Current Drawdown

Current decline from peak

-0.35%

Average Drawdown

Average peak-to-trough decline

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

SUSB vs. BSCP - Volatility Comparison


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Volatility by Period


SUSBBSCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

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 4.50%, more than BSCP's 2.27% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
2.27%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
4.50%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 -0.02, 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 4.50%, compared with 2.27% 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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