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

Correlation

The correlation between BSCO and IBDQ is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Returns By Period


BSCO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

IBDQ

YTD

1.76%

1M

0.31%

6M

2.31%

1Y

5.48%

3Y*

3.53%

5Y*

1.88%

10Y*

3.41%

*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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 9999
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 9797
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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 3.91%.


TTM2024202320222021202020192018201720162015
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
2.42%3.79%2.87%2.15%1.85%2.43%3.02%3.21%3.01%14.10%0.00%
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.91%3.82%3.27%2.24%2.06%2.51%3.21%3.52%3.28%3.39%2.64%

Drawdowns

BSCO vs. IBDQ - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BSCO vs. IBDQ - Volatility Comparison


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