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SUSB vs. BSCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SUSB vs. BSCQ - 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 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, SUSB achieves a 0.57% return, which is significantly lower than BSCQ's 1.55% return.


SUSB

1D
-0.08%
1M
0.22%
YTD
0.57%
6M
0.92%
1Y
4.51%
3Y*
5.45%
5Y*
2.20%
10Y*

BSCQ

1D
0.08%
1M
0.34%
YTD
1.55%
6M
1.92%
1Y
4.41%
3Y*
5.06%
5Y*
1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SUSB vs. BSCQ - 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%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.55%5.02%4.86%5.71%-8.31%-1.68%9.41%13.94%-2.40%1.23%

Correlation

The correlation between SUSB and BSCQ is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.71

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

0.81

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

0.65

Over the past year, the correlation between SUSB and BSCQ has dropped to 0.13 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

SUSB vs. BSCQ — 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

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.

SUSB vs. BSCQ - 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 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.


SUSBBSCQDifference
Sharpe ratioReturn per unit of total volatility

-4.71

Sortino ratioReturn per unit of downside risk

-11.57

Omega ratioGain probability vs. loss probability

1.45

3.45

-1.99

Calmar ratioReturn relative to maximum drawdown

3.05

43.24

-40.19

Martin ratioReturn relative to average drawdown

12.47

179.65

-167.18

SUSB vs. BSCQ - Sharpe Ratio Comparison

The current SUSB Sharpe Ratio is 2.34, which is lower than the BSCQ Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of SUSB and BSCQ, 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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Sharpe Ratios by Period


SUSBBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

7.06

-4.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.45

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.60

+0.12

Drawdowns

SUSB vs. BSCQ - Drawdown Comparison

The maximum SUSB drawdown since its inception was -13.25%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for SUSB and BSCQ.


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Drawdown Indicators


SUSBBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-13.25%

-16.50%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-0.10%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-1.49%

-1.13%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-13.02%

+3.45%

Current Drawdown

Current decline from peak

-0.35%

0.00%

-0.35%

Average Drawdown

Average peak-to-trough decline

-1.58%

-2.85%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.02%

+0.34%

Volatility

SUSB vs. BSCQ - Volatility Comparison

iShares ESG 1-5 Year USD Corporate Bond ETF (SUSB) has a higher volatility of 0.64% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.17%. This indicates that SUSB's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SUSBBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.17%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.41%

0.43%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

0.63%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.96%

3.30%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

4.77%

-1.05%

SUSB vs. BSCQ - Expense Ratio Comparison

SUSB has a 0.12% expense ratio, which is higher than BSCQ'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. BSCQ - Dividend Comparison

SUSB's dividend yield for the trailing twelve months is around 4.50%, more than BSCQ's 4.12% yield.


PositionTTM2025202420232022202120202019201820172016
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.12%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%
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%

Frequently Asked Questions


SUSB and BSCQ have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SUSB has higher volatility (0.64%) compared to BSCQ (0.17%). In terms of maximum drawdown, SUSB dropped -13.25% vs BSCQ's -16.50%.

On 5-year performance, SUSB leads with 2.20% vs 1.47% for BSCQ. On fees, BSCQ is cheaper at 0.10% per year. On volatility, BSCQ has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SUSB has performed better with a 2.20% return vs 1.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCQ 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 4.12% for BSCQ.

SUSB tracks Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index, while BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for SUSB and 0.10% for BSCQ.

BSCQ currently has the higher Sharpe Ratio (7.06 vs 2.34), 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.

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