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

Correlation

The correlation between BSCO and IBDQ is 0.48, 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.


-0.50.00.51.00.5

Performance

BSCO vs. IBDQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2024 Corporate Bond ETF (BSCO) and iShares iBonds Dec 2025 Term Corporate ETF (IBDQ). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%3.00%AugustSeptemberOctoberNovemberDecember2025
2.13%
2.86%
BSCO
IBDQ

Key characteristics

Returns By Period


BSCO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IBDQ

YTD

0.20%

1M

0.41%

6M

2.86%

1Y

5.26%

5Y*

2.08%

10Y*

N/A

*Annualized

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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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSCO
The Risk-Adjusted Performance Rank of BSCO is 8282
Overall Rank
The Sharpe Ratio Rank of BSCO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSCO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSCO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BSCO is 100100
Martin Ratio Rank

IBDQ
The Risk-Adjusted Performance Rank of IBDQ is 9292
Overall Rank
The Sharpe Ratio Rank of IBDQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBDQ is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBDQ is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IBDQ is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for BSCO, currently valued at 8.98, compared to the broader market0.002.004.008.985.78
The chart of Sortino ratio for BSCO, currently valued at 23.29, compared to the broader market-2.000.002.004.006.008.0010.0012.0023.299.09
The chart of Omega ratio for BSCO, currently valued at 6.13, compared to the broader market0.501.001.502.002.503.006.132.79
The chart of Calmar ratio for BSCO, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.062.12
The chart of Martin ratio for BSCO, currently valued at 333.03, compared to the broader market0.0020.0040.0060.0080.00100.00333.0389.53
BSCO
IBDQ


Rolling 12-month Sharpe Ratio4.005.006.007.008.009.00AugustSeptemberOctoberNovemberDecember2025
8.98
5.78
BSCO
IBDQ

Dividends

BSCO vs. IBDQ - Dividend Comparison

BSCO has not paid dividends to shareholders, while IBDQ's dividend yield for the trailing twelve months is around 3.81%.


TTM20242023202220212020201920182017201620152014
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
3.79%3.79%2.87%2.15%1.85%2.43%3.02%3.21%3.01%14.10%0.00%0.00%
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.81%3.82%3.27%2.24%2.06%2.51%3.21%3.52%3.28%3.39%2.64%0.00%

Drawdowns

BSCO vs. IBDQ - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-75.39%
0
BSCO
IBDQ

Volatility

BSCO vs. IBDQ - Volatility Comparison

The current volatility for Invesco BulletShares 2024 Corporate Bond ETF (BSCO) is 0.00%, while iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) has a volatility of 0.17%. 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.


0.00%0.05%0.10%0.15%0.20%0.25%AugustSeptemberOctoberNovemberDecember20250
0.17%
BSCO
IBDQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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