BSCQ vs. IBDS
BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) and IBDS (iShares iBonds Dec 2027 Term Corporate ETF) are both Corporate Bonds funds - BSCQ tracks the NASDAQ BulletShares USD Corporate Bond 2026 Index while IBDS tracks the Bloomberg Barclays December 2027 Maturity Corporate Index. Both are passively managed. Over the past 5 years, BSCQ returned 1.49%/yr vs 1.43%/yr for IBDS. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.
Performance
BSCQ vs. IBDS - Performance Comparison
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Returns By Period
In the year-to-date period, BSCQ achieves a 1.94% return, which is significantly higher than IBDS's 1.67% return.
BSCQ
- 1D
- 0.00%
- 1M
- 0.28%
- 6M
- 1.83%
- YTD
- 1.94%
- 1Y
- 4.26%
- 3Y*
- 5.11%
- 5Y*
- 1.49%
- 10Y*
- —
IBDS
- 1D
- 0.04%
- 1M
- 0.31%
- 6M
- 1.63%
- YTD
- 1.67%
- 1Y
- 4.38%
- 3Y*
- 5.30%
- 5Y*
- 1.43%
- 10Y*
- —
BSCQ vs. IBDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 1.94% | 5.02% | 4.86% | 5.71% | -8.31% | -1.68% | 9.41% | 13.94% | -2.40% | 0.81% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 1.67% | 5.86% | 4.61% | 6.44% | -9.52% | -1.56% | 8.95% | 15.08% | -2.76% | 1.14% |
Correlation
The correlation between BSCQ and IBDS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2017 | 0.78 |
Over the past year, the correlation between BSCQ and IBDS has dropped to 0.14 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
BSCQ vs. IBDS — Risk / Return Rank
BSCQ
IBDS
BSCQ vs. IBDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) 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.
| BSCQ | IBDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.82 | ||
| Sortino ratioReturn per unit of downside risk | +7.52 | ||
| Omega ratioGain probability vs. loss probability | 3.47 | 2.18 | +1.29 |
| Calmar ratioReturn relative to maximum drawdown | 41.89 | 10.12 | +31.76 |
| Martin ratioReturn relative to average drawdown | 181.74 | 49.00 | +132.74 |
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Drawdowns
BSCQ vs. IBDS - Drawdown Comparison
The maximum BSCQ drawdown since its inception was -16.50%, roughly equal to the maximum IBDS drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for BSCQ and IBDS.
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Drawdown Indicators
| BSCQ | IBDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.50% | -16.75% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -0.10% | -0.43% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -1.00% | -2.27% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | -14.98% | +1.96% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -3.31% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.02% | 0.09% | -0.07% |
Volatility
BSCQ vs. IBDS - Volatility Comparison
The current volatility for Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) is 0.15%, while iShares iBonds Dec 2027 Term Corporate ETF (IBDS) has a volatility of 0.22%. This indicates that BSCQ experiences smaller price fluctuations and is considered to be less risky than IBDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSCQ | IBDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | 0.22% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 0.43% | 0.61% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.60% | 1.03% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.28% | 4.16% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.74% | 5.51% | -0.77% |
BSCQ vs. IBDS - Expense Ratio Comparison
Both BSCQ 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
BSCQ vs. IBDS - Dividend Comparison
BSCQ's dividend yield for the trailing twelve months is around 4.10%, less than IBDS's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 4.10% | 4.14% | 4.05% | 3.53% | 2.54% | 1.91% | 2.42% | 2.96% | 3.32% | 2.92% | 0.51% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.30% | 4.36% | 4.37% | 3.81% | 2.87% | 2.19% | 2.66% | 3.32% | 3.66% | 0.97% | 0.00% |
Frequently Asked Questions
BSCQ and IBDS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBDS has higher volatility (0.22%) compared to BSCQ (0.15%). In terms of maximum drawdown, BSCQ dropped -16.50% vs IBDS's -16.75%.
On 5-year performance, BSCQ leads with 1.49% vs 1.43% for IBDS. Both ETFs have the same 0.10% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BSCQ has performed better with a 1.49% return vs 1.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSCQ and IBDS have the same expense ratio: 0.10% per year.
IBDS has the higher dividend yield at 4.30%, compared with 4.10% for BSCQ.
BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index. They also come from different issuers: Invesco and iShares.
BSCQ currently has the higher Sharpe Ratio (7.10 vs 4.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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