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BSCT vs. IBDT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BSCTIBDT
YTD Return1.60%1.96%
1Y Return6.38%6.44%
3Y Return (Ann)-1.77%-1.40%
Sharpe Ratio1.211.42
Daily Std Dev5.32%4.64%
Max Drawdown-19.16%-17.79%
Current Drawdown-5.97%-4.80%

Correlation

-0.50.00.51.00.9

The correlation between BSCT and IBDT is 0.89, 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

BSCT vs. IBDT - Performance Comparison

In the year-to-date period, BSCT achieves a 1.60% return, which is significantly lower than IBDT's 1.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
6.05%
6.61%
BSCT
IBDT

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 2029 Corporate Bond ETF

iShares iBonds Dec 2028 Term Corporate ETF

BSCT vs. IBDT - Expense Ratio Comparison

Both BSCT and IBDT 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%.


BSCT
Invesco BulletShares 2029 Corporate Bond ETF
Expense ratio chart for BSCT: 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 IBDT: 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

BSCT vs. IBDT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). 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.


BSCT
Sharpe ratio
The chart of Sharpe ratio for BSCT, currently valued at 1.21, compared to the broader market0.002.004.006.001.21
Sortino ratio
The chart of Sortino ratio for BSCT, currently valued at 1.87, compared to the broader market0.005.0010.001.87
Omega ratio
The chart of Omega ratio for BSCT, currently valued at 1.22, compared to the broader market1.002.003.001.22
Calmar ratio
The chart of Calmar ratio for BSCT, currently valued at 0.43, compared to the broader market0.005.0010.0015.0020.000.43
Martin ratio
The chart of Martin ratio for BSCT, currently valued at 4.46, compared to the broader market0.0050.00100.00150.004.46
IBDT
Sharpe ratio
The chart of Sharpe ratio for IBDT, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Sortino ratio
The chart of Sortino ratio for IBDT, currently valued at 2.11, compared to the broader market0.005.0010.002.11
Omega ratio
The chart of Omega ratio for IBDT, currently valued at 1.25, compared to the broader market1.002.003.001.25
Calmar ratio
The chart of Calmar ratio for IBDT, currently valued at 0.49, compared to the broader market0.005.0010.0015.0020.000.49
Martin ratio
The chart of Martin ratio for IBDT, currently valued at 5.77, compared to the broader market0.0050.00100.00150.005.77

BSCT vs. IBDT - Sharpe Ratio Comparison

The current BSCT Sharpe Ratio is 1.21, which roughly equals the IBDT Sharpe Ratio of 1.42. The chart below compares the 12-month rolling Sharpe Ratio of BSCT and IBDT.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60FebruaryMarchAprilMayJuneJuly
1.21
1.39
BSCT
IBDT

Dividends

BSCT vs. IBDT - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.25%, less than IBDT's 4.47% yield.


TTM202320222021202020192018
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.25%3.89%2.65%1.91%2.24%0.86%0.00%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
4.47%4.10%3.25%2.45%2.80%3.32%1.47%

Drawdowns

BSCT vs. IBDT - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.16%, which is greater than IBDT's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for BSCT and IBDT. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%FebruaryMarchAprilMayJuneJuly
-5.97%
-4.80%
BSCT
IBDT

Volatility

BSCT vs. IBDT - Volatility Comparison

Invesco BulletShares 2029 Corporate Bond ETF (BSCT) has a higher volatility of 1.05% compared to iShares iBonds Dec 2028 Term Corporate ETF (IBDT) at 0.94%. This indicates that BSCT's price experiences larger fluctuations and is considered to be riskier than IBDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%FebruaryMarchAprilMayJuneJuly
1.05%
0.94%
BSCT
IBDT