PortfoliosLab logoPortfoliosLab logo
BSCR vs. IBDO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCR vs. IBDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and iShares iBonds Dec 2023 Term Corporate ETF (IBDO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BSCR

1D
0.00%
1M
0.36%
YTD
1.27%
6M
1.69%
1Y
4.61%
3Y*
5.18%
5Y*
1.41%
10Y*

IBDO

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCR vs. IBDO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
1.27%5.77%4.52%6.41%-9.56%-1.72%9.68%14.88%-2.63%0.81%
IBDO
iShares iBonds Dec 2023 Term Corporate ETF
0.00%0.00%0.00%4.93%-0.68%-0.29%5.37%8.94%-0.49%0.03%

Correlation

The correlation between BSCR and IBDO is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.05

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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2017

0.46

The correlation between BSCR and IBDO shifts across timeframes, from 0.05 (3 years) to 0.46 (all time), 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

BSCR vs. IBDO — Risk / Return Rank

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

BSCR
BSCR Risk / Return Rank: 9797
Overall Rank
BSCR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9797
Martin Ratio Rank

IBDO
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.

BSCR vs. IBDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and iShares iBonds Dec 2023 Term Corporate ETF (IBDO). 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.


BSCRIBDODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.14

Calmar ratioReturn relative to maximum drawdown

11.08

Martin ratioReturn relative to average drawdown

46.99

BSCR vs. IBDO - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BSCRIBDODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

Drawdowns

BSCR vs. IBDO - Drawdown Comparison


Loading charts...

Drawdown Indicators


BSCRIBDODifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-14.87%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.10%

Volatility

BSCR vs. IBDO - Volatility Comparison


Loading charts...

Volatility by Period


BSCRIBDODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

BSCR vs. IBDO - Expense Ratio Comparison

Both BSCR and IBDO 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

BSCR vs. IBDO - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 4.29%, while IBDO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
4.29%4.26%4.27%3.74%2.65%2.12%2.46%3.11%3.35%0.78%0.00%0.00%
IBDO
iShares iBonds Dec 2023 Term Corporate ETF
0.00%0.00%0.00%3.61%1.85%2.04%2.47%3.01%3.10%2.96%3.01%2.39%

Frequently Asked Questions


BSCR and IBDO have a correlation of 0.46, 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.

BSCR and IBDO have the same expense ratio: 0.10% per year.

BSCR has the higher dividend yield at 4.29%, compared with 0.00% for IBDO.

BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while IBDO tracks Bloomberg December 2023 Maturity Corporate Index. They also come from different issuers: Invesco and iShares.

Portfolio Optimizer

Find the right allocation for BSCR and IBDO

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