BSCR vs. IBDO
BSCR (Invesco BulletShares 2027 Corporate Bond ETF) and IBDO (iShares iBonds Dec 2023 Term Corporate ETF) are both Corporate Bonds funds - BSCR tracks the NASDAQ Bulletshares® USD Corporate Bond 2027 Index while IBDO tracks the Bloomberg December 2023 Maturity Corporate Index. Both are passively managed. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
BSCR vs. IBDO - Performance Comparison
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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*
- —
BSCR vs. IBDO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
BSCR vs. IBDO — Risk / Return Rank
BSCR
IBDO
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.
| BSCR | IBDO | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSCR | IBDO | Difference | |
|---|---|---|---|
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
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Drawdown Indicators
| BSCR | IBDO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | — | — |
Average DrawdownAverage peak-to-trough decline | -3.35% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | — | — |
Volatility
BSCR vs. IBDO - Volatility Comparison
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Volatility by Period
| BSCR | IBDO | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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