Invesco BulletShares 2027 Corporate Bond ETF

10-Year Study

BSCR.US · · US · ETF

Executive Summary: Invesco BulletShares 2027 Corporate Bond ETF has compounded at 3.1% annually over the last 10 years, with a maximum drawdown of 13.6% and an annualized volatility of 6.2%.

1Y CAGR
+4.1%
3Y CAGR
+5.0%
5Y CAGR
+1.3%
10Y CAGR
+3.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +15.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.3-0.50.3————————0.4%
20250.40.80.40.60.20.60.20.80.50.30.40.55.8%
20240.2-0.80.8-0.81.10.51.61.20.9-0.80.50.14.5%
20232.4-2.12.30.6-0.6-0.50.7-0.2-1.0-0.32.92.26.4%
2022-2.1-0.9-2.8-2.91.1-1.72.9-2.9-3.20.03.1-0.2-9.6%
2021-0.3-1.5-1.21.10.60.30.9-0.1-0.7-0.8-0.40.4-1.7%
20201.70.9-7.46.02.81.52.0-0.3-0.2-0.11.90.69.4%
20193.00.12.70.41.72.50.42.9-0.70.80.10.715.4%
2018-1.2-1.80.0-1.20.7-0.30.90.8-0.3-1.3-0.61.7-2.6%
2017—————————0.5-0.20.50.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.2%. The dominant macroeconomic risk driver is LQD.US, accounting for 55.3% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-09-0110000
2017-10-0110045.018542879996
2017-11-0110027.169781385724
2017-12-0110075.758076564576
2018-01-019956.237481077007
2018-02-019775.50224431649
2018-03-019779.468635759662
2018-04-019657.56820540619
2018-05-019724.534114271737
2018-06-019696.63716112143
2018-07-019780.724659716667
2018-08-019856.41662975719
2018-09-019822.702302490232
2018-10-019694.653965399846
2018-11-019641.306000489189
2018-12-019809.745423775872
2019-01-0110106.167077628892
2019-02-0110120.908832492678
2019-03-0110391.02008977266
2019-04-0110435.603792822114
2019-05-0110610.41056571988
2019-06-0110875.429024239815
2019-07-0110917.94470044332
2019-08-0111236.190026760489
2019-09-0111157.369778507766
2019-10-0111242.04051869632
2019-11-0111250.78725631676
2019-12-0111324.08484192316
2020-01-0111513.288994598786
2020-02-0111622.094274904523
2020-03-0110767.529057125876
2020-04-0111418.867854811146
2020-05-0111737.292226355657
2020-06-0111917.410464184388
2020-07-0112161.087235957373
2020-08-0112123.234300956174
2020-09-0112097.308047683644
2020-10-0112088.403699827859
2020-11-0112315.18465437237
2020-12-0112393.209286157093
2021-01-0112361.087059312866
2021-02-0112175.659247875992
2021-03-0112025.710130855152
2021-04-0112157.679072228375
2021-05-0112227.414666516086
2021-06-0112262.095222700356
2021-07-0112372.407256855944
2021-08-0112365.210143069366
2021-09-0112278.66699328497
2021-10-0112181.881699967225
2021-11-0112128.913312955954
2021-12-0112180.271553802988
2022-01-0111918.487257312234
2022-02-0111813.243968325189
2022-03-0111483.025307649692
2022-04-0111145.820100462031
2022-05-0111267.835640253048
2022-06-0111070.77493256618
2022-07-0111392.557032564384
2022-08-0111067.419725876258
2022-09-0110708.034345489634
2022-10-0110710.59015306591
2022-11-0111042.46813429907
2022-12-0111016.118224713944
2023-01-0111279.433231810326
2023-02-0111046.627783630169
2023-03-0111295.53217168892
2023-04-0111358.868790421815
2023-05-0111293.226018725421
2023-06-0111236.670422757807
2023-07-0111310.564405494732
2023-08-0111282.38243453401
2023-09-0111173.410717819756
2023-10-0111141.925236326304
2023-11-0111464.185210558058
2023-12-0111721.430332271015
2024-01-0111745.165172831375
2024-02-0111650.851208003765
2024-03-0111740.25782054382
2024-04-0111642.312515893971
2024-05-0111765.112324216037
2024-06-0111827.606673851275
2024-07-0112014.36471567442
2024-08-0112159.125303747858
2024-09-0112270.047604734684
2024-10-0112176.536821666366
2024-11-0112239.19760771012
2024-12-0112251.192377060457
2025-01-0112304.771030902966
2025-02-0112400.260137645273
2025-03-0112448.468695549269
2025-04-0112517.293933117653
2025-05-0112543.55558097099
2025-06-0112621.79078003013
2025-07-0112646.193887988331
2025-08-0112743.003138061847
2025-09-0112801.225619878422
2025-10-0112839.519863538575
2025-11-0112891.682547026787
2025-12-0112958.497938874112
2026-01-0113004.566780223127
2026-02-0113042.817195629037
2026-03-0112973.405345373534
2026-04-0113009.763933602608
Annual Return Matrix
YearAnnual Return
2018-0.026401254453243372
20190.15437091919602586
20200.09441155370683019
2021-0.01718180718467721
2022-0.09557696016437056
20230.06402546642743445
20240.04519602384454058
20250.05773360992502541
20260.003956167988783843
Total Factor Risk
0.062088719074994914
VTI.US Exposure
-0.010302886085974714
VEA.US Exposure
0.017372880797888828
VWO.US Exposure
-0.0015554657388643027
QQQ.US Exposure
0.004281213438705362
VTV.US Exposure
-0.006724623261661731
IJR.US Exposure
-0.001737093627750648
QUAL.US Exposure
-0.007922088347243323
SHV.US Exposure
0.4654992446362001
TLT.US Exposure
-0.09362097237859038
LQD.US Exposure
0.5532489856116177
HYG.US Exposure
0.00932325838132014
GLD.US Exposure
0.00047824747240063234
USO.US Exposure
0.0013804717562951002
VNQ.US Exposure
-0.0010949411699750981
BTC-USD.CC Exposure
-0.00011520374672105508
CPER.US Exposure
-0.0024747334559672364
VIX.INDX Exposure
-0.005972650047365593
UUP.US Exposure
0.0038221109356011813
TIP.US Exposure
0.04519445349172297
Idiosyncratic Exposure
0.030919791338361906
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$89
Avg Yield on Cost
0.89%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$89.40.89%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco BulletShares 2027 Corporate Bond ETF a high-risk investment?

Invesco BulletShares 2027 Corporate Bond ETF (BSCR.US) has an annualized volatility of 6.2% and experienced a maximum drawdown of 13.6% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of BSCR.US?

Over the past 10 years, BSCR.US has generated a Compound Annual Growth Rate (CAGR) of 3.1%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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