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BSCO vs. IBDQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BSCOIBDQ
YTD Return1.73%1.14%
1Y Return4.95%4.05%
3Y Return (Ann)0.61%-0.16%
5Y Return (Ann)2.84%2.69%
Sharpe Ratio5.652.32
Daily Std Dev0.89%1.93%
Max Drawdown-17.44%-15.19%
Current Drawdown0.00%-1.37%

Correlation

-0.50.00.51.00.6

The correlation between BSCO and IBDQ is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BSCO vs. IBDQ - Performance Comparison

In the year-to-date period, BSCO achieves a 1.73% return, which is significantly higher than IBDQ's 1.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


26.00%27.00%28.00%29.00%30.00%31.00%32.00%December2024FebruaryMarchAprilMay
31.71%
30.66%
BSCO
IBDQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco BulletShares 2024 Corporate Bond ETF

iShares iBonds Dec 2025 Term Corporate ETF

BSCO vs. IBDQ - Expense Ratio Comparison

Both BSCO and IBDQ have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


BSCO
Invesco BulletShares 2024 Corporate Bond ETF
Expense ratio chart for BSCO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for IBDQ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BSCO vs. IBDQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and iShares iBonds Dec 2025 Term Corporate ETF (IBDQ). 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.


BSCO
Sharpe ratio
The chart of Sharpe ratio for BSCO, currently valued at 5.65, compared to the broader market-1.000.001.002.003.004.005.005.65
Sortino ratio
The chart of Sortino ratio for BSCO, currently valued at 9.96, compared to the broader market-2.000.002.004.006.008.009.96
Omega ratio
The chart of Omega ratio for BSCO, currently valued at 2.49, compared to the broader market0.501.001.502.002.502.49
Calmar ratio
The chart of Calmar ratio for BSCO, currently valued at 1.40, compared to the broader market0.002.004.006.008.0010.0012.0014.001.40
Martin ratio
The chart of Martin ratio for BSCO, currently valued at 72.75, compared to the broader market0.0020.0040.0060.0080.0072.75
IBDQ
Sharpe ratio
The chart of Sharpe ratio for IBDQ, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for IBDQ, currently valued at 3.76, compared to the broader market-2.000.002.004.006.008.003.76
Omega ratio
The chart of Omega ratio for IBDQ, currently valued at 1.48, compared to the broader market0.501.001.502.002.501.48
Calmar ratio
The chart of Calmar ratio for IBDQ, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.0014.000.72
Martin ratio
The chart of Martin ratio for IBDQ, currently valued at 12.72, compared to the broader market0.0020.0040.0060.0080.0012.72

BSCO vs. IBDQ - Sharpe Ratio Comparison

The current BSCO Sharpe Ratio is 5.65, which is higher than the IBDQ Sharpe Ratio of 2.32. The chart below compares the 12-month rolling Sharpe Ratio of BSCO and IBDQ.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00December2024FebruaryMarchAprilMay
5.65
2.32
BSCO
IBDQ

Dividends

BSCO vs. IBDQ - Dividend Comparison

BSCO's dividend yield for the trailing twelve months is around 2.99%, less than IBDQ's 3.50% yield.


TTM2023202220212020201920182017201620152014
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
2.99%2.87%2.15%2.01%2.43%3.02%3.21%3.01%3.16%3.34%0.78%
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.50%3.27%2.23%2.06%2.51%3.21%3.52%3.28%3.39%2.64%0.00%

Drawdowns

BSCO vs. IBDQ - Drawdown Comparison

The maximum BSCO drawdown since its inception was -17.44%, which is greater than IBDQ's maximum drawdown of -15.19%. Use the drawdown chart below to compare losses from any high point for BSCO and IBDQ. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-1.37%
BSCO
IBDQ

Volatility

BSCO vs. IBDQ - Volatility Comparison

The current volatility for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) is 0.19%, while iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) has a volatility of 0.38%. This indicates that BSCO experiences smaller price fluctuations and is considered to be less risky than IBDQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.20%0.30%0.40%0.50%0.60%0.70%December2024FebruaryMarchAprilMay
0.19%
0.38%
BSCO
IBDQ