Data as of Oct 28, 2026.
BSCS vs BSCU: Differences, Returns & Fees
On May 31, 2026 BSCS's duration was 1.8 years and BSCU's 3.6; both charge 0.10%.
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Net assets on Oct 27, 2026: $3.5bn for Invesco BulletShares 2028 Corporate Bond ETF and $2.8bn for Invesco BulletShares 2030 Corporate Bond ETF.
Pair scorecard
Both cost 0.10% a year; their one-year returns differ by 2.1 points; BSCS is 1.3 times larger.
Points (pts) are percentage points.
| Measure | BSCS | BSCU |
|---|---|---|
| Return | ||
| Total return, 1 year | +2.4% | +0.3% |
| Benchmark | ||
| What it tracks | Invesco BulletShares USD Corporate Bond 2028 Index | Invesco BulletShares USD Corporate Bond 2030 Index |
| Cost and size | ||
| Expense ratio | 0.10% | 0.10% |
| Net assets, as of Oct 27, 2026 | $3.5bn | $2.8bn |
| Holdings | ||
| Holdings in common | 0% | |
Holdings in common uses holdings dated May 31, 2026. Method
Risk and return
Sep 25, 2020 to Oct 23, 2026 · 317 weekly returns · each against AGGBSCS returned more: +9.1% to +3.1%. BSCS swung less: 4.4% to 6.1%. BSCS fell less at its worst: −16.7% to −22.0%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | BSCS | BSCU | AGG | Edge | How it is measured |
|---|---|---|---|---|---|
| Return | |||||
| Total return | +9.1% | +3.1% | BSCS | Price change plus distributions, reinvested. | |
| Annualized | +1.4% | +0.5% | BSCS | Total return as a yearly rate. | |
| Price return | −12.5% | −17.7% | BSCS | Price change alone, distributions left out. | |
| Risk | |||||
| Volatility | 4.4% | 6.1% | BSCS | Spread of weekly returns, annualized. Lower is steadier. | |
| Downside deviation | 3.3% | 4.5% | BSCS | Like volatility, counting only weeks below the Treasury bill rate. | |
| Max drawdown | −16.7% | −22.0% | BSCS | Deepest fall from a high to the low after it. | |
| Upside capture | 72.4% | 106.7% | 100.0% | BSCU | Share of its benchmark's rise caught in the weeks it rose. |
| Downside capture | 67.4% | 99.8% | 100.0% | BSCS | Share of its benchmark's fall taken in the weeks it fell. Lower is better. |
| Beta | 0.73 | 1.06 | 1.00 | BSCS lower | How far it moves for each 1% its benchmark moves. |
| R squared | 0.81 | 0.88 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | |||||
| Sharpe | −0.39 | −0.42 | BSCS (slight) | Return above Treasury bills per unit of volatility. | |
| Sortino | −0.53 | −0.57 | BSCS (slight) | Return above Treasury bills per unit of downside deviation. | |
| Treynor | −0.024 | −0.024 | −0.035 | BSCS (slight) | Return above Treasury bills per unit of beta. |
| Calmar | 0.09 | 0.02 | BSCS | Annualized return divided by the max drawdown. | |
| Against the benchmark | |||||
| Benchmark | AGG | AGG | AGG | The ETF each fund is measured against. | |
| Alpha | +0.8% a year | +1.1% a year | 0.0% | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.04 | 1.33 | Not an edge | How sure the alpha is. Below 2, it could be chance. | |
| Alpha range | −0.7% to +2.4% | −0.5% to +2.8% | Both include zero | The 95% range for the yearly alpha. | |
| Information ratio | 0.72 | 0.44 | BSCS | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.4% | 2.1% | 0.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 317 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, BSCS and BSCU hold 0% of their money in the same securities at the same weight. Holdings dated May 31, 2026.
half
0% in common
Only in one fund ↓
Side by side
BSCS and BSCU on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
BSCS and BSCU are built for the same job. How do they differ in cost, holdings and results?
- What each follows. BSCS follows Invesco BulletShares USD Corporate Bond 2028 Index and BSCU follows Invesco BulletShares USD Corporate Bond 2030 Index.
- Holdings in common. 0% of the weight is in the same securities (holdings dated May 31, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 BSCS returned +2.4% and BSCU +0.3% with distributions reinvested, a gap of 2.1 points.
Data as of Oct 28, 2026.
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BSCS
BSCS tracks an index. Over the year to Oct 28, 2026 it returned +2.4% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Bond Index. The prospectus expense ratio is 0.10% a year.
BSCU
BSCU tracks an index. Over the year to Oct 28, 2026 it returned +0.3% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Bond Index.
Questions people ask
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, BSCS against BSCU, data as of Oct 28, 2026. https://etfiq.com/compare/any/bscs-vs-bscu
ETFIQ. (Oct 28, 2026). BSCS against BSCU. Retrieved from https://etfiq.com/compare/any/bscs-vs-bscu
[BSCS against BSCU (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/bscs-vs-bscu)
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