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BSCR vs. IBDS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BSCRIBDS
YTD Return0.95%1.06%
1Y Return5.06%5.19%
3Y Return (Ann)-1.07%-0.99%
5Y Return (Ann)1.78%1.75%
Sharpe Ratio1.291.39
Daily Std Dev3.90%3.81%
Max Drawdown-17.26%-16.75%
Current Drawdown-4.63%-4.41%

Correlation

-0.50.00.51.00.8

The correlation between BSCR and IBDS is 0.83, 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.

Performance

BSCR vs. IBDS - Performance Comparison

In the year-to-date period, BSCR achieves a 0.95% return, which is significantly lower than IBDS's 1.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-0.50%0.00%0.50%1.00%1.50%2024FebruaryMarchAprilMayJune
1.28%
1.44%
BSCR
IBDS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco BulletShares 2027 Corporate Bond ETF

iShares iBonds Dec 2027 Term Corporate ETF

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%.


BSCR
Invesco BulletShares 2027 Corporate Bond ETF
Expense ratio chart for BSCR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for IBDS: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

BSCR vs. IBDS - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for BSCR, currently valued at 1.29, compared to the broader market0.002.004.006.001.29
Sortino ratio
The chart of Sortino ratio for BSCR, currently valued at 2.00, compared to the broader market0.005.0010.002.00
Omega ratio
The chart of Omega ratio for BSCR, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for BSCR, currently valued at 0.46, compared to the broader market0.005.0010.0015.0020.000.46
Martin ratio
The chart of Martin ratio for BSCR, currently valued at 6.06, compared to the broader market0.0020.0040.0060.0080.00100.006.06
IBDS
Sharpe ratio
The chart of Sharpe ratio for IBDS, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Sortino ratio
The chart of Sortino ratio for IBDS, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for IBDS, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.25
Calmar ratio
The chart of Calmar ratio for IBDS, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.50
Martin ratio
The chart of Martin ratio for IBDS, currently valued at 6.70, compared to the broader market0.0020.0040.0060.0080.00100.006.70

BSCR vs. IBDS - Sharpe Ratio Comparison

The current BSCR Sharpe Ratio is 1.29, which roughly equals the IBDS Sharpe Ratio of 1.39. The chart below compares the 12-month rolling Sharpe Ratio of BSCR and IBDS.


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.602024FebruaryMarchAprilMayJune
1.29
1.39
BSCR
IBDS

Dividends

BSCR vs. IBDS - Dividend Comparison

BSCR's dividend yield for the trailing twelve months is around 3.69%, less than IBDS's 4.09% yield.


TTM2023202220212020201920182017
BSCR
Invesco BulletShares 2027 Corporate Bond ETF
3.69%3.74%2.61%2.09%2.46%3.37%3.33%0.78%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
4.09%3.81%2.87%2.19%2.66%3.32%3.66%0.97%

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. For additional features, visit the drawdowns tool.


-6.00%-5.50%-5.00%-4.50%2024FebruaryMarchAprilMayJune
-4.63%
-4.41%
BSCR
IBDS

Volatility

BSCR vs. IBDS - Volatility Comparison

Invesco BulletShares 2027 Corporate Bond ETF (BSCR) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS) have volatilities of 0.68% and 0.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.60%0.80%1.00%1.20%1.40%2024FebruaryMarchAprilMayJune
0.68%
0.71%
BSCR
IBDS