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BSCP vs. IBDS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCP vs. IBDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2025 Corporate Bond ETF (BSCP) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). The values are adjusted to include any dividend payments, if applicable.

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BSCP vs. IBDS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%0.59%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
0.53%5.86%4.61%6.44%-9.52%-1.56%8.95%15.08%-2.76%1.14%

Returns By Period


BSCP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IBDS

1D
0.17%
1M
-0.10%
YTD
0.53%
6M
1.76%
1Y
4.69%
3Y*
4.94%
5Y*
1.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

BSCP vs. IBDS — Risk / Return Rank

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

BSCP

IBDS
IBDS Risk / Return Rank: 9898
Overall Rank
IBDS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BSCP vs. IBDS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCPIBDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Correlation

The correlation between BSCP and IBDS is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSCP vs. IBDS - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.97%, less than IBDS's 4.33% yield.


TTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
2.97%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
4.33%4.36%4.37%3.81%2.87%2.19%2.66%3.32%3.66%0.97%0.00%0.00%

Drawdowns

BSCP vs. IBDS - Drawdown Comparison


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Drawdown Indicators


BSCPIBDSDifference

Max Drawdown

Largest peak-to-trough decline

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

Current Drawdown

Current decline from peak

-0.10%

Average Drawdown

Average peak-to-trough decline

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

Volatility

BSCP vs. IBDS - Volatility Comparison


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Volatility by Period


BSCPIBDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

Volatility (6M)

Calculated over the trailing 6-month period

0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%