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 1.29%/yr vs 1.33%/yr for IBDS. Their correlation of 0.82 means they have usually moved in the same direction. Both charge a 0.10% expense ratio.
Performance
BSCR vs. IBDS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with BSCR having a 1.78% return and IBDS slightly higher at 1.80%.
BSCR
- 1D
- 0.00%
- 1M
- 0.25%
- 6M
- 1.42%
- YTD
- 1.78%
- 1Y
- 3.86%
- 3Y*
- 5.40%
- 5Y*
- 1.29%
- 10Y*
- —
- ALL TIME*
- 3.16%
IBDS
- 1D
- 0.04%
- 1M
- 0.25%
- 6M
- 1.46%
- YTD
- 1.80%
- 1Y
- 3.87%
- 3Y*
- 5.43%
- 5Y*
- 1.33%
- 10Y*
- —
- ALL TIME*
- 3.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.43M | $10.64M | $11.91M | |
| $12.74M | $15.65M | $14.75M |
BSCR vs. IBDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 1.78% | 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 | 1.80% | 5.86% | 4.61% | 6.44% | -9.52% | -1.56% | 8.95% | 15.08% | -2.76% | 1.30% |
Correlation
The correlation between BSCR and IBDS is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2017 | 0.82 |
Over the past year, the correlation between BSCR and IBDS has dropped to 0.56 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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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.
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.
| BSCR | IBDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 2.19 | 2.18 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 10.30 | 10.02 | +0.27 |
| Martin ratioReturn relative to average drawdown | 45.60 | 48.61 | -3.01 |
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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.
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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 | -2.27% | -2.27% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -14.83% | -14.87% | +0.04% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.28% | -3.30% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.09% | 0.09% | 0.00% |
Volatility
BSCR vs. IBDS - Volatility Comparison
The current volatility for Invesco BulletShares 2027 Corporate Bond ETF (BSCR) is 0.14%, while iShares iBonds Dec 2027 Term Corporate ETF (IBDS) has a volatility of 0.19%. This indicates that BSCR 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
| BSCR | IBDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.14% | 0.19% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 0.60% | 0.62% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.99% | 1.03% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.07% | 4.15% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 5.50% | -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 4.27%, which matches IBDS's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 4.27% | 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 | 3.94% | 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 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBDS has higher volatility (0.19%) compared to BSCR (0.14%). In terms of maximum drawdown, BSCR dropped -17.26% vs IBDS's -16.75%.
On 5-year performance, IBDS leads with 1.33% vs 1.29% 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 1.33% return vs 1.29%. 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.
BSCR has the higher dividend yield at 4.27%, compared with 3.94% for IBDS.
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 (4.35 vs 4.24), 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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