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BSCP vs. IBMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCP vs. IBMP - 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 Muni Bond ETF (IBMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSCP

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

IBMP

1D
0.00%
1M
0.21%
YTD
0.89%
6M
1.26%
1Y
3.04%
3Y*
2.97%
5Y*
0.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCP vs. IBMP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
0.00%4.19%5.06%5.11%-5.99%-1.37%8.10%6.82%
IBMP
iShares iBonds Dec 2027 Term Muni Bond ETF
0.89%3.52%1.26%3.49%-6.09%-0.16%6.22%4.88%

Correlation

The correlation between BSCP and IBMP is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2019

0.43

The correlation between BSCP and IBMP shifts across timeframes, from -0.13 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BSCP vs. IBMP — Risk / Return Rank

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

BSCP

IBMP
IBMP Risk / Return Rank: 8686
Overall Rank
IBMP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IBMP Sortino Ratio Rank: 9191
Sortino Ratio Rank
IBMP Omega Ratio Rank: 9191
Omega Ratio Rank
IBMP Calmar Ratio Rank: 8888
Calmar Ratio Rank
IBMP Martin Ratio Rank: 7575
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. IBMP - 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 Muni Bond ETF (IBMP). 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. IBMP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSCPIBMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

Drawdowns

BSCP vs. IBMP - Drawdown Comparison


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Drawdown Indicators


BSCPIBMPDifference

Max Drawdown

Largest peak-to-trough decline

-15.24%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-10.00%

Current Drawdown

Current decline from peak

-0.01%

Average Drawdown

Average peak-to-trough decline

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

Volatility

BSCP vs. IBMP - Volatility Comparison


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Volatility by Period


BSCPIBMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.27%

Volatility (6M)

Calculated over the trailing 6-month period

0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

BSCP vs. IBMP - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is lower than IBMP's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BSCP vs. IBMP - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.27%, less than IBMP's 2.50% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
2.27%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
IBMP
iShares iBonds Dec 2027 Term Muni Bond ETF
2.50%2.47%2.35%2.05%1.26%0.86%1.16%1.06%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BSCP and IBMP have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSCP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSCP is cheaper with a 0.10% expense ratio, compared with 0.18% for IBMP.

IBMP has the higher dividend yield at 2.50%, compared with 2.27% for BSCP.

BSCP is categorized as Corporate Bonds, while IBMP is Municipal Bonds. BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while IBMP tracks S&P AMT-Free Municipal Callable Factor Adjusted 2027 Series Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCP and 0.18% for IBMP.

Portfolio Optimizer

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