PortfoliosLab logoPortfoliosLab logo
BSCP vs. IBDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%0.54%
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

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

BSCP

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


IBDS
IBDS Risk / Return Rank: 9898
Overall Rank
IBDS Sharpe Ratio Rank: 9797
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.

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.


BSCPIBDSDifference
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

BSCP vs. IBDS - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BSCP vs. IBDS - Drawdown Comparison


Loading charts...

Drawdown Indicators


BSCPIBDSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

Volatility

BSCP vs. IBDS - Volatility Comparison


Loading charts...

Volatility by Period


BSCPIBDSDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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