Data as of Nov 12, 2026.
BSCS vs GVI: Differences, Returns & Fees
Return, fees and overlap, side by side.
Risk and return
Aug 17, 2018 to Nov 6, 2026 · 429 weekly returnsEach against its own benchmark: BSCS against AGG, Aug 17, 2018 to Nov 5, 2026; GVI against IUSB, Jun 20, 2014 to Nov 6, 2026.
From Aug 2018 to Nov 2026, BSCS returned more: +34.0% to +19.6%. GVI swung less: 3.7% to 7.7%. GVI fell less at its worst: −12.2% to −18.3%.
Full scorecard
19 measures Open ↓
| Measure | BSCS | GVI | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +34.0% | +19.6% | BSCS | Price change plus distributions, reinvested. |
| Annualized | +3.6% | +2.2% | BSCS | Total return as a yearly rate. |
| Price return | +0.6% | −3.2% | BSCS | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 7.7% | 3.7% | GVI | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 5.8% | 2.7% | GVI | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −18.3% | −12.2% | GVI | Deepest fall from a high to the low after it. |
| Upside capture | 92.5% | 63.3% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 82.2% | 64.2% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.03 | 0.61 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.58 | 0.87 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.13 | −0.16 | BSCS | Return above Treasury bills per unit of volatility. |
| Sortino | 0.18 | −0.22 | BSCS | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.010 | −0.002 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.20 | 0.18 | BSCS (slight) | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | AGG | IUSB | The ETF each fund is measured against. | |
| Alpha | +2.0% a year | −0.2% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.12 | −0.71 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −1.5% to +5.4% | −0.9% to +0.4% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.39 | −0.13 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 5.0% | 2.3% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 429 weekly returns. Cash rate: the 13-week Treasury bill.
Pair scorecard
BSCS costs 0.10 points a year less; their one-year returns differ by 2.5 points; GVI is 1.1 times larger.
| Measure | BSCS | GVI |
|---|---|---|
| Return | ||
| Total return, 1 year | +2.3% | −0.2% |
| Benchmark | ||
| What it tracks | Invesco BulletShares USD Corporate Bond 2028 Index | Bloomberg U.S. Intermediate Government/Credit Bond Index |
| Cost and size | ||
| Expense ratio | 0.10% | 0.20% |
| Net assets, as of Nov 11, 2026 | $3.5bn | $3.8bn |
| Holdings | ||
| Holdings in common | 3% | |
What they share
By the books each fund has filed, BSCS and GVI hold 3% of their money in the same securities at the same weight. Holdings dated Aug 31, 2026.
half
3% in common
Only in one fund ↓
Side by side
BSCS and GVI on the fields both publish, as of Nov 12, 2026. Source: ETFIQ.
Client brief:
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BSCS
BSCS tracks an index. Over the year to Nov 12, 2026 it returned +2.3% with distributions reinvested, against −1.3% for its benchmark, the Bloomberg U.S. Aggregate Bond Index. The prospectus expense ratio is 0.10% a year.
GVI
GVI tracks an index. Over the year to Nov 12, 2026 it returned −0.2% with distributions reinvested, against −1.0% for its benchmark, the Bloomberg U.S. Universal Index. The prospectus expense ratio is 0.20% a year.
Questions people ask
- Which returned more over the last year, BSCS or GVI?
- In the year to Nov 12, 2026, with distributions reinvested, BSCS returned +2.3% and GVI −0.2%.
- Which is cheaper, BSCS or GVI?
- BSCS is cheaper, by 0.10 percentage points a year. That is about $10 on $10,000 held for a year. Fees come from each fund's prospectus.
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.
Cite this pageCitation, APA and Markdown
ETFIQ, BSCS against GVI, data as of Nov 12, 2026. https://etfiq.com/compare/any/bscs-vs-gvi
ETFIQ. (Nov 12, 2026). BSCS against GVI. Retrieved from https://etfiq.com/compare/any/bscs-vs-gvi
[BSCS against GVI (ETFIQ, Nov 12, 2026)](https://etfiq.com/compare/any/bscs-vs-gvi)
Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms.
Net assets: $3.5bn on Nov 11, 2026 for Invesco BulletShares 2028 Corporate Bond ETF, and $3.8bn on Nov 12, 2026 for iShares Intermediate Government/Credit Bond ETF.
BSCS and GVI
Total return, distributions reinvested, 1 year.
BSCS +2.3%, GVI −0.2%: BSCS +2.5 pts ahead, 1 year, Nov 12, 2025 to Nov 12, 2026.