Invesco BulletShares 2028 Corporate Bond ETF

10-Year Study

BSCS.US · · US · ETF

Executive Summary: Invesco BulletShares 2028 Corporate Bond ETF has compounded at 3.8% annually over the last 10 years, with a maximum drawdown of 15.8% and an annualized volatility of 6.6%.

1Y CAGR
+4.3%
3Y CAGR
+5.4%
5Y CAGR
+1.4%
10Y CAGR
+3.8%

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 →
15.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +15.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.40.5-1.00.4————————0.2%
20250.71.10.40.70.30.8-0.01.10.50.30.50.47.0%
20240.1-1.11.0-1.41.40.61.91.31.1-1.30.8-0.53.9%
20233.1-2.52.70.7-1.0-0.40.6-0.2-1.3-0.63.72.67.6%
2022-2.4-1.2-3.1-3.61.1-2.43.5-3.0-3.90.13.8-0.4-11.2%
2021-0.9-1.5-1.51.10.61.21.1-0.4-0.9-0.3-0.40.2-1.9%
20202.30.8-8.36.32.72.42.4-0.6-0.2-0.22.10.810.4%
20193.1-0.02.90.61.82.60.23.1-0.70.6-0.00.515.7%
2018————————-0.2-1.5-0.31.7-0.3%

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 6.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 71.1% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-08-0110000
2018-09-019980.677581455666
2018-10-019831.090938563788
2018-11-019799.448857189172
2018-12-019966.023666720701
2019-01-0110274.015237477712
2019-02-0110272.134867887828
2019-03-0110567.806775814559
2019-04-0110634.851677743556
2019-05-0110826.519695250445
2019-06-0111111.817150267467
2019-07-0111136.910358242827
2019-08-0111480.95315286108
2019-09-0111401.458907440428
2019-10-0111471.745825903712
2019-11-0111467.466364078458
2019-12-0111529.064678229859
2020-01-0111792.121899821688
2020-02-0111889.771437834333
2020-03-0110900.5673528935
2020-04-0111587.161614524235
2020-05-0111903.19338628627
2020-06-0112188.361160641918
2020-07-0112485.329875182364
2020-08-0112415.042956719079
2020-09-0112384.178959312692
2020-10-0112361.030961257904
2020-11-0112624.995947479334
2020-12-0112728.027232938888
2021-01-0112609.952990760254
2021-02-0112415.302318041824
2021-03-0112231.609661209273
2021-04-0112364.662019776302
2021-05-0112435.3379802237
2021-06-0112582.460690549522
2021-07-0112716.74501539958
2021-08-0112671.680985573026
2021-09-0112554.773869346735
2021-10-0112515.286107959151
2021-11-0112461.079591505917
2021-12-0112487.664127087048
2022-01-0112183.887177824608
2022-02-0112042.08137461501
2022-03-0111672.815691360029
2022-04-0111256.216566704492
2022-05-0111378.829632031124
2022-06-0111107.278327119468
2022-07-0111498.719403468958
2022-08-0111154.806289512077
2022-09-0110714.994326471066
2022-10-0110722.969687145405
2022-11-0111133.862862700598
2022-12-0111083.870967741936
2023-01-0111424.995947479332
2023-02-0111141.838223374938
2023-03-0111446.133895282866
2023-04-0111528.28659426163
2023-05-0111412.481763656993
2023-06-0111371.762035986383
2023-07-0111442.567677095154
2023-08-0111418.965796725564
2023-09-0111268.601069865459
2023-10-0111203.242016534283
2023-11-0111621.137947803532
2023-12-0111927.897552277518
2024-01-0111945.015399578539
2024-02-0111815.39957853785
2024-03-0111930.296644512888
2024-04-0111767.871616145243
2024-05-0111928.092073269574
2024-06-0111998.962554709029
2024-07-0112222.402334251905
2024-08-0112380.742421786352
2024-09-0112511.071486464582
2024-10-0112350.202626033393
2024-11-0112452.066785540608
2024-12-0112389.755227751662
2025-01-0112479.429405089968
2025-02-0112611.444318366022
2025-03-0112664.418868536231
2025-04-0112755.714054141676
2025-05-0112792.608202301832
2025-06-0112898.038579996757
2025-07-0112897.260496028528
2025-08-0113036.018803695899
2025-09-0113097.098395201816
2025-10-0113132.69573674826
2025-11-0113204.149781163886
2025-12-0113261.987356135516
2026-01-0113310.163721834982
2026-02-0113370.076187388559
2026-03-0113240.395526017184
2026-04-0113292.267790565733
Annual Return Matrix
YearAnnual Return
20190.1568369756865602
20200.10399478085789648
2021-0.01888455307746384
2022-0.11241439111900342
20230.07614908067695869
20240.03872079496406777
20250.07039946410161124
20260.0022832501356750967
Total Factor Risk
0.06569147965393776
VTI.US Exposure
-0.014737867018909242
VEA.US Exposure
0.02451068516035746
VWO.US Exposure
-0.0056038733552882785
QQQ.US Exposure
0.0002562561830206034
VTV.US Exposure
-0.006447501645898518
IJR.US Exposure
0.0003815167017199012
QUAL.US Exposure
-0.0000155285201779619
SHV.US Exposure
0.3158646526951223
TLT.US Exposure
-0.11359647924438067
LQD.US Exposure
0.7105460123218392
HYG.US Exposure
-0.008857164325393487
GLD.US Exposure
-0.0019136553565820033
USO.US Exposure
0.004193016032979538
VNQ.US Exposure
-0.0022563251270297244
BTC-USD.CC Exposure
0.0025075011416479933
CPER.US Exposure
-0.0024928382105336836
VIX.INDX Exposure
-0.008637969719089948
UUP.US Exposure
0.006831174711104273
TIP.US Exposure
0.0714334312968228
Idiosyncratic Exposure
0.02803495627866932
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
6.6%

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
$94
Avg Yield on Cost
0.94%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$94.210.94%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 →
+1.0%
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 →
0.6% 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 →
0.62
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco BulletShares 2028 Corporate Bond ETF a high-risk investment?

Invesco BulletShares 2028 Corporate Bond ETF (BSCS.US) has an annualized volatility of 6.6% and experienced a maximum drawdown of 15.8% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BSCS.US has generated a Compound Annual Growth Rate (CAGR) of 3.8%. It has had a positive return in 75% 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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