BSCR vs. IBDS
BSCR (Invesco BulletShares 2027 Corporate Bond ETF) and IBDS (iShares iBonds Dec 2027 Term Corporate ETF) are both Corporate Bonds funds - BSCR tracks the NASDAQ Bulletshares® USD Corporate Bond 2027 Index while IBDS tracks the Bloomberg Barclays December 2027 Maturity Corporate Index. Both are passively managed. Over the past 5 years, BSCR returned 1.47%/yr vs 1.51%/yr for IBDS. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
BSCR vs. IBDS - Performance Comparison
Loading charts...
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with BSCR at 1.27% and IBDS at 1.27%.
BSCR
- 1D
- 0.00%
- 1M
- 0.34%
- YTD
- 1.27%
- 6M
- 1.74%
- 1Y
- 4.56%
- 3Y*
- 5.18%
- 5Y*
- 1.47%
- 10Y*
- —
IBDS
- 1D
- 0.00%
- 1M
- 0.31%
- YTD
- 1.27%
- 6M
- 1.74%
- 1Y
- 4.57%
- 3Y*
- 5.29%
- 5Y*
- 1.51%
- 10Y*
- —
BSCR vs. IBDS - 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% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 1.27% | 5.86% | 4.61% | 6.44% | -9.52% | -1.56% | 8.95% | 15.08% | -2.76% | 1.51% |
Correlation
The correlation between BSCR and IBDS is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2017 | 0.82 |
The correlation between BSCR and IBDS shifts across timeframes, from 0.64 (1 year) to 0.91 (5 years), 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. IBDS — Risk / Return Rank
BSCR
IBDS
BSCR vs. IBDS - 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 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.
| BSCR | IBDS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.26 | 4.19 | +0.06 |
Sortino ratioReturn per unit of downside risk | 7.98 | 8.04 | -0.05 |
Omega ratioGain probability vs. loss probability | 2.11 | 2.09 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 11.03 | 10.59 | +0.44 |
Martin ratioReturn relative to average drawdown | 46.87 | 49.03 | -2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BSCR | IBDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.26 | 4.19 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.36 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.57 | +0.02 |
Drawdowns
BSCR vs. IBDS - Drawdown Comparison
The maximum BSCR drawdown since its inception was -17.26%, roughly equal to the maximum IBDS drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for BSCR and IBDS.
Loading charts...
Drawdown Indicators
| BSCR | IBDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.26% | -16.75% | -0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -0.42% | -0.43% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -2.41% | -2.27% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -14.87% | -14.98% | +0.11% |
Current DrawdownCurrent decline from peak | 0.00% | -0.02% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -3.36% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | 0.09% | +0.01% |
Volatility
BSCR vs. IBDS - Volatility Comparison
Invesco BulletShares 2027 Corporate Bond ETF (BSCR) has a higher volatility of 0.19% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.15%. This indicates that BSCR's price experiences larger fluctuations and is considered to be riskier than IBDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BSCR | IBDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.19% | 0.15% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.59% | 0.64% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.08% | 1.09% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.09% | 4.18% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | 5.55% | -0.20% |
BSCR vs. IBDS - Expense Ratio Comparison
Both BSCR 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
BSCR vs. IBDS - Dividend Comparison
BSCR's dividend yield for the trailing twelve months is around 4.29%, which matches IBDS's 4.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.32% | 4.36% | 4.37% | 3.81% | 2.87% | 2.19% | 2.66% | 3.32% | 3.66% | 0.97% |
Frequently Asked Questions
BSCR and IBDS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCR has higher volatility (0.19%) compared to IBDS (0.15%). In terms of maximum drawdown, BSCR dropped -17.26% vs IBDS's -16.75%.
On 5-year performance, IBDS leads with 1.51% vs 1.47% for BSCR. 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, IBDS has performed better with a 1.51% return vs 1.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSCR and IBDS have the same expense ratio: 0.10% per year.
IBDS has the higher dividend yield at 4.32%, compared with 4.29% for BSCR.
BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index. They also come from different issuers: Invesco and iShares.
BSCR currently has the higher Sharpe Ratio (4.25 vs 4.19), 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.
Find the right allocation for BSCR and IBDS
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