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BSCQ vs. IBTG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCQ vs. IBTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). The values are adjusted to include any dividend payments, if applicable.

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BSCQ vs. IBTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
0.79%5.02%4.86%5.71%-8.31%-1.68%6.30%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
0.82%4.40%3.97%4.34%-8.18%-3.04%3.99%

Returns By Period

The year-to-date returns for both investments are quite close, with BSCQ having a 0.79% return and IBTG slightly higher at 0.82%.


BSCQ

1D
0.10%
1M
0.23%
YTD
0.79%
6M
1.92%
1Y
4.50%
3Y*
4.75%
5Y*
1.59%
10Y*

IBTG

1D
0.00%
1M
0.26%
YTD
0.82%
6M
1.82%
1Y
3.98%
3Y*
3.77%
5Y*
0.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCQ vs. IBTG - Expense Ratio Comparison

BSCQ 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%.


Return for Risk

BSCQ vs. IBTG — Risk / Return Rank

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

BSCQ
BSCQ Risk / Return Rank: 9999
Overall Rank
BSCQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BSCQ Sortino Ratio Rank: 9999
Sortino Ratio Rank
BSCQ Omega Ratio Rank: 9999
Omega Ratio Rank
BSCQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
BSCQ Martin Ratio Rank: 9999
Martin Ratio Rank

IBTG
IBTG Risk / Return Rank: 9999
Overall Rank
IBTG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTG Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTG Omega Ratio Rank: 9999
Omega Ratio Rank
IBTG Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTG Martin Ratio Rank: 9999
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.

BSCQ vs. IBTG - 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 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.


BSCQIBTGDifference

Sharpe ratio

Return per unit of total volatility

5.39

6.12

-0.73

Sortino ratio

Return per unit of downside risk

9.14

11.94

-2.80

Omega ratio

Gain probability vs. loss probability

2.82

2.98

-0.15

Calmar ratio

Return relative to maximum drawdown

10.98

17.55

-6.57

Martin ratio

Return relative to average drawdown

73.48

84.44

-10.95

BSCQ vs. IBTG - Sharpe Ratio Comparison

The current BSCQ Sharpe Ratio is 5.39, which is comparable to the IBTG Sharpe Ratio of 6.12. The chart below compares the historical Sharpe Ratios of BSCQ and IBTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSCQIBTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.39

6.12

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.26

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.26

+0.33

Correlation

The correlation between BSCQ and IBTG is 0.70, 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

BSCQ vs. IBTG - Dividend Comparison

BSCQ's dividend yield for the trailing twelve months is around 4.15%, more than IBTG's 4.01% yield.


TTM2025202420232022202120202019201820172016
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.15%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
4.01%4.03%4.08%3.61%2.06%0.66%0.53%0.00%0.00%0.00%0.00%

Drawdowns

BSCQ vs. IBTG - Drawdown Comparison

The maximum BSCQ drawdown since its inception was -16.50%, which is greater than IBTG's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for BSCQ and IBTG.


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Drawdown Indicators


BSCQIBTGDifference

Max Drawdown

Largest peak-to-trough decline

-16.50%

-13.62%

-2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.41%

-0.23%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-12.31%

-0.71%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.90%

-5.04%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

0.05%

+0.01%

Volatility

BSCQ vs. IBTG - Volatility Comparison

Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) has a higher volatility of 0.22% compared to iShares iBonds Dec 2026 Term Treasury ETF (IBTG) at 0.12%. This indicates that BSCQ's price experiences larger fluctuations and is considered to be riskier than IBTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCQIBTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.22%

0.12%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.45%

0.34%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

0.84%

0.66%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.32%

3.29%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.81%

3.50%

+1.31%