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

Key characteristics


BSCOIBDQ
YTD Return4.61%4.45%
1Y Return5.59%6.20%
3Y Return (Ann)1.71%1.07%
5Y Return (Ann)2.44%2.16%
Sharpe Ratio9.225.45
Sortino Ratio22.119.66
Omega Ratio5.202.69
Calmar Ratio4.601.57
Martin Ratio310.3186.40
Ulcer Index0.02%0.08%
Daily Std Dev0.62%1.21%
Max Drawdown-17.44%-15.19%
Current Drawdown0.00%0.00%

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

The year-to-date returns for both stocks are quite close, with BSCO having a 4.61% return and IBDQ slightly lower at 4.45%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%1.00%2.00%3.00%JuneJulyAugustSeptemberOctoberNovember
2.69%
3.02%
BSCO
IBDQ

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


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 9.22, compared to the broader market-2.000.002.004.006.009.22
Sortino ratio
The chart of Sortino ratio for BSCO, currently valued at 22.11, compared to the broader market-2.000.002.004.006.008.0010.0012.0022.11
Omega ratio
The chart of Omega ratio for BSCO, currently valued at 5.20, compared to the broader market1.001.502.002.503.005.20
Calmar ratio
The chart of Calmar ratio for BSCO, currently valued at 4.60, compared to the broader market0.005.0010.0015.004.60
Martin ratio
The chart of Martin ratio for BSCO, currently valued at 310.31, compared to the broader market0.0020.0040.0060.0080.00100.00120.00310.31
IBDQ
Sharpe ratio
The chart of Sharpe ratio for IBDQ, currently valued at 5.45, compared to the broader market-2.000.002.004.006.005.45
Sortino ratio
The chart of Sortino ratio for IBDQ, currently valued at 9.66, compared to the broader market-2.000.002.004.006.008.0010.0012.009.66
Omega ratio
The chart of Omega ratio for IBDQ, currently valued at 2.69, compared to the broader market1.001.502.002.503.002.69
Calmar ratio
The chart of Calmar ratio for IBDQ, currently valued at 1.57, compared to the broader market0.005.0010.0015.001.57
Martin ratio
The chart of Martin ratio for IBDQ, currently valued at 86.40, compared to the broader market0.0020.0040.0060.0080.00100.00120.0086.40

BSCO vs. IBDQ - Sharpe Ratio Comparison

The current BSCO Sharpe Ratio is 9.22, which is higher than the IBDQ Sharpe Ratio of 5.45. The chart below compares the historical Sharpe Ratios of BSCO and IBDQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio3.004.005.006.007.008.009.00JuneJulyAugustSeptemberOctoberNovember
9.22
5.45
BSCO
IBDQ

Dividends

BSCO vs. IBDQ - Dividend Comparison

BSCO's dividend yield for the trailing twelve months is around 3.67%, less than IBDQ's 3.76% yield.


TTM2023202220212020201920182017201620152014
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
3.67%2.88%2.15%2.02%2.43%3.02%3.21%3.01%3.17%3.34%0.78%
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.76%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

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.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JuneJulyAugustSeptemberOctoberNovember00
BSCO
IBDQ

Volatility

BSCO vs. IBDQ - Volatility Comparison

Invesco BulletShares 2024 Corporate Bond ETF (BSCO) has a higher volatility of 0.12% compared to iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) at 0.11%. This indicates that BSCO's price experiences larger fluctuations and is considered to be riskier than IBDQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%JuneJulyAugustSeptemberOctoberNovember
0.12%
0.11%
BSCO
IBDQ