BSCP vs. IBTG

Last updated Jun 4, 2026

BSCP (Invesco BulletShares 2025 Corporate Bond ETF) and IBTG (iShares iBonds Dec 2026 Term Treasury ETF) are both exchange-traded funds - BSCP is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2025 Index, while IBTG is a Government Bonds fund tracking the ICE 2026 Maturity US Treasury Index. Both are passively managed. A 0.62 correlation means they provide meaningful diversification when combined. BSCP charges 0.10%/yr vs 0.07%/yr for IBTG.

Performance

BSCP vs. IBTG - 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 2026 Term Treasury ETF (IBTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BSCP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBTG

• 1D: 0.00%
• 1M: 0.28%
• YTD: 1.44%
• 6M: 1.80%
• 1Y: 4.14%
• 3Y*: 4.11%
• 5Y*: 0.84%
• 10Y*: —

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

BSCP vs. IBTG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BSCP Invesco BulletShares 2025 Corporate Bond ETF	0.00%	4.19%	5.06%	5.11%	-5.99%	-1.37%	5.59%
IBTG iShares iBonds Dec 2026 Term Treasury ETF	1.44%	4.40%	3.97%	4.34%	-8.18%	-3.04%	3.99%

Correlation

The correlation between BSCP and IBTG is -0.12, 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	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Mar 2, 2020	0.62

The correlation between BSCP and IBTG shifts across timeframes, from -0.12 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BSCP vs. IBTG — Risk / Return Rank

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

IBTG

IBTG Risk / Return Rank: 99
IBTG Sharpe Ratio Rank: 99
IBTG Sortino Ratio Rank: 99
IBTG Omega Ratio Rank: 99
IBTG Calmar Ratio Rank: 100
IBTG Martin Ratio Rank: 99

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. IBTG - 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 2026 Term Treasury ETF (IBTG). 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.

Sharpe Ratios by Period

	BSCP	IBTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	8.02	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.29	—

Drawdowns

Drawdown Indicators

	BSCP	IBTG	Difference
Max Drawdown Largest peak-to-trough decline	—	-13.62%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-0.07%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.33%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-12.31%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-4.90%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.02%	—

Volatility

Volatility by Period

	BSCP	IBTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	0.52%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	3.27%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	3.45%	—

BSCP vs. IBTG - Expense Ratio Comparison

BSCP has a 0.10% expense ratio, which is higher than IBTG's 0.07% expense ratio. However, 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. IBTG - Dividend Comparison

BSCP's dividend yield for the trailing twelve months is around 2.27%, less than IBTG's 3.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IBTG iShares iBonds Dec 2026 Term Treasury ETF	3.96%	4.03%	4.08%	3.61%	2.06%	0.66%	0.53%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BSCP and IBTG in my portfolio?

BSCP and IBTG have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BSCP or IBTG?

On fees, IBTG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BSCP or IBTG?

IBTG is cheaper with a 0.07% expense ratio, compared with 0.10% for BSCP.

Which ETF pays a higher dividend yield, BSCP or IBTG?

IBTG has the higher dividend yield at 3.96%, compared with 2.27% for BSCP.

What is the main difference between BSCP and IBTG?

BSCP is categorized as Corporate Bonds, while IBTG is Government Bonds. BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index, while IBTG tracks ICE 2026 Maturity US Treasury Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for BSCP and 0.07% for IBTG.