BSCP vs. IBDS
BSCP (Invesco BulletShares 2025 Corporate Bond ETF) and IBDS (iShares iBonds Dec 2027 Term Corporate ETF) are both Corporate Bonds funds - BSCP tracks the NASDAQ BulletShares USD Corporate Bond 2025 Index while IBDS tracks the Bloomberg Barclays December 2027 Maturity Corporate Index. Both are passively managed. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.
Performance
BSCP vs. IBDS - Performance Comparison
Loading charts...
Returns By Period
BSCP
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDS
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 1.40%
- 6M
- 1.48%
- 1Y
- 4.22%
- 3Y*
- 5.41%
- 5Y*
- 1.50%
- 10Y*
- —
BSCP vs. IBDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 0.00% | 4.19% | 5.06% | 5.11% | -5.99% | -1.37% | 8.10% | 12.76% | -1.90% | 0.54% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 1.40% | 5.86% | 4.61% | 6.44% | -9.52% | -1.56% | 8.95% | 15.08% | -2.76% | 1.14% |
Correlation
The correlation between BSCP and IBDS is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2017 | 0.72 |
The correlation between BSCP and IBDS shifts across timeframes, from -0.00 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BSCP vs. IBDS — Risk / Return Rank
BSCP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBDS
BSCP vs. IBDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSCP | IBDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 2.05 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 9.76 | — |
| Martin ratioReturn relative to average drawdown | — | 45.81 | — |
Loading charts...
Drawdowns
BSCP vs. IBDS - Drawdown Comparison
Loading charts...
Drawdown Indicators
| BSCP | IBDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -16.75% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.43% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -2.27% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.98% | — |
Current DrawdownCurrent decline from peak | — | 0.00% | — |
Average DrawdownAverage peak-to-trough decline | — | -3.34% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.09% | — |
Volatility
BSCP vs. IBDS - Volatility Comparison
Loading charts...
Volatility by Period
| BSCP | IBDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.19% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 1.07% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 4.17% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 5.53% | — |
BSCP vs. IBDS - Expense Ratio Comparison
Both BSCP and IBDS 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%.
Dividends
BSCP vs. IBDS - Dividend Comparison
BSCP's dividend yield for the trailing twelve months is around 1.92%, less than IBDS's 4.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 1.92% | 3.99% | 3.96% | 3.39% | 2.24% | 1.93% | 2.42% | 3.12% | 3.26% | 2.93% | 2.94% | 0.75% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.31% | 4.36% | 4.37% | 3.81% | 2.87% | 2.19% | 2.66% | 3.32% | 3.66% | 0.97% | 0.00% | 0.00% |
Frequently Asked Questions
BSCP and IBDS have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
BSCP and IBDS have the same expense ratio: 0.10% per year.
IBDS has the higher dividend yield at 4.31%, compared with 1.92% for BSCP.
BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index. They also come from different issuers: Invesco and iShares.
Find the right allocation for BSCP and IBDS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer