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UX vs. BSCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UX vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Uranium ETF (UX) 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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UX vs. BSCQ - Yearly Performance Comparison


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

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

UX
UX Risk / Return Rank: 88
Overall Rank
UX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
UX Sortino Ratio Rank: 99
Sortino Ratio Rank
UX Omega Ratio Rank: 99
Omega Ratio Rank
UX Calmar Ratio Rank: 88
Calmar Ratio Rank
UX Martin Ratio Rank: 88
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.

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.


UXBSCQDifference
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

UX vs. BSCQ - Sharpe Ratio Comparison

The current UX Sharpe Ratio is -0.06, which is lower than the BSCQ Sharpe Ratio of 7.10. The chart below compares the historical Sharpe Ratios of UX 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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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


UXBSCQDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-25.10%

0.00%

-25.10%

Average Drawdown

Average peak-to-trough decline

-10.66%

-2.83%

-7.83%

Ulcer Index

Depth 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


UXBSCQDifference

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.


PositionTTM2025202420232022202120202019201820172016
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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