UX vs. BSCQ
UX (Roundhill Uranium ETF) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both exchange-traded funds - UX is a Uranium fund actively managed by Roundhill, while BSCQ is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2026 Index. UX is actively managed, while BSCQ is passively managed. Over the past year, UX returned -2.19% vs 4.26% for BSCQ. At a correlation of -0.07, they often move in opposite directions. UX charges 0.75%/yr vs 0.10%/yr for BSCQ.
Performance
UX vs. BSCQ - Performance Comparison
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Returns By Period
In the year-to-date period, UX achieves a -7.42% return, which is significantly lower than BSCQ's 1.73% return.
UX
- 1D
- 0.47%
- 1M
- -7.84%
- YTD
- -7.42%
- 6M
- -7.83%
- 1Y
- -2.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSCQ
- 1D
- 0.05%
- 1M
- 0.28%
- YTD
- 1.73%
- 6M
- 1.83%
- 1Y
- 4.26%
- 3Y*
- 5.09%
- 5Y*
- 1.54%
- 10Y*
- —
UX vs. BSCQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UX Roundhill Uranium ETF | -7.42% | 18.96% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 1.73% | 4.44% |
Correlation
The correlation between UX and BSCQ is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2025 | -0.07 |
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Return for Risk
UX vs. BSCQ — Risk / Return Rank
UX
BSCQ
UX vs. BSCQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Uranium ETF (UX) 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.
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.
| UX | BSCQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.17 | ||
| Sortino ratioReturn per unit of downside risk | -15.76 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 3.51 | -2.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 41.89 | -41.97 |
| Martin ratioReturn relative to average drawdown | -0.17 | 183.04 | -183.21 |
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Drawdowns
UX vs. BSCQ - Drawdown Comparison
The maximum UX drawdown since its inception was -25.45%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for UX and BSCQ.
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Drawdown Indicators
| UX | BSCQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -16.50% | -8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -0.10% | -25.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.02% | — |
Current DrawdownCurrent decline from peak | -25.10% | 0.00% | -25.10% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -2.83% | -7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.16% | 0.02% | +13.14% |
Volatility
UX vs. BSCQ - Volatility Comparison
Roundhill Uranium ETF (UX) has a higher volatility of 7.84% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.12%. This indicates that UX'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
| UX | BSCQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 0.12% | +7.72% |
Volatility (6M)Calculated over the trailing 6-month period | 24.33% | 0.41% | +23.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.12% | 0.60% | +33.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.93% | 3.29% | +32.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.93% | 4.75% | +31.18% |
UX vs. BSCQ - Expense Ratio Comparison
UX has a 0.75% expense ratio, which is higher than BSCQ's 0.10% expense ratio.
Dividends
UX vs. BSCQ - Dividend Comparison
UX's dividend yield for the trailing twelve months is around 1.60%, less than BSCQ's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 4.11% | 4.14% | 4.05% | 3.53% | 2.54% | 1.91% | 2.42% | 2.96% | 3.32% | 2.92% | 0.51% |
UX Roundhill Uranium ETF | 1.60% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UX and BSCQ have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UX has higher volatility (7.84%) compared to BSCQ (0.12%). In terms of maximum drawdown, UX dropped -25.45% vs BSCQ's -16.50%.
On 1-year performance, BSCQ leads with 4.26% vs -2.19% for UX. On fees, BSCQ is cheaper at 0.10% per year. On volatility, BSCQ has been the lower-risk option at 0.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BSCQ has performed better with a 4.26% return vs -2.19%. 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 0.75% for UX.
BSCQ has the higher dividend yield at 4.11%, compared with 1.60% for UX.
UX is categorized as Uranium, while BSCQ is Corporate Bonds. They also come from different issuers: Roundhill and Invesco. Their fees differ too: 0.75% for UX and 0.10% for BSCQ.
BSCQ currently has the higher Sharpe Ratio (7.10 vs -0.06), 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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