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BSCT vs. IBDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCT vs. IBDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with BSCT at 0.54% and IBDU at 0.54%.


BSCT

1D
-0.03%
1M
0.24%
YTD
0.54%
6M
0.78%
1Y
4.30%
3Y*
5.67%
5Y*
1.08%
10Y*

IBDU

1D
-0.04%
1M
0.21%
YTD
0.54%
6M
0.73%
1Y
4.36%
3Y*
5.80%
5Y*
1.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCT vs. IBDU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
0.54%7.51%3.45%8.61%-12.88%-2.13%10.83%1.83%
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
0.54%7.59%3.62%8.67%-13.04%-2.05%10.38%2.35%

Correlation

The correlation between BSCT and IBDU is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.93

The correlation between BSCT and IBDU has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

BSCT vs. IBDU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSCT
BSCT Risk / Return Rank: 5959
Overall Rank
BSCT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BSCT Sortino Ratio Rank: 6565
Sortino Ratio Rank
BSCT Omega Ratio Rank: 6262
Omega Ratio Rank
BSCT Calmar Ratio Rank: 5555
Calmar Ratio Rank
BSCT Martin Ratio Rank: 5656
Martin Ratio Rank

IBDU
IBDU Risk / Return Rank: 6363
Overall Rank
IBDU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IBDU Sortino Ratio Rank: 7171
Sortino Ratio Rank
IBDU Omega Ratio Rank: 6565
Omega Ratio Rank
IBDU Calmar Ratio Rank: 5757
Calmar Ratio Rank
IBDU Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSCT vs. IBDU - Risk-Adjusted Trends Comparison

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


BSCTIBDUDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

2.66

2.76

-0.10

Martin ratioReturn relative to average drawdown

9.63

10.13

-0.50

BSCT vs. IBDU - Sharpe Ratio Comparison

The current BSCT Sharpe Ratio is 1.89, which is comparable to the IBDU Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of BSCT and IBDU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSCT vs. IBDU - Drawdown Comparison

The maximum BSCT drawdown since its inception was -19.14%, roughly equal to the maximum IBDU drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for BSCT and IBDU.


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Drawdown Indicators


BSCTIBDUDifference

Max Drawdown

Largest peak-to-trough decline

-19.14%

-19.44%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-1.59%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-4.21%

-4.14%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-19.14%

-19.44%

+0.30%

Current Drawdown

Current decline from peak

-0.55%

-0.54%

-0.01%

Average Drawdown

Average peak-to-trough decline

-5.33%

-5.37%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.43%

+0.02%

Volatility

BSCT vs. IBDU - Volatility Comparison

Invesco BulletShares 2029 Corporate Bond ETF (BSCT) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU) have volatilities of 0.68% and 0.65%, 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.


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Volatility by Period


BSCTIBDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

0.65%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

1.56%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

2.22%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

5.71%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

7.29%

-0.05%

BSCT vs. IBDU - Expense Ratio Comparison

Both BSCT and IBDU 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

BSCT vs. IBDU - Dividend Comparison

BSCT's dividend yield for the trailing twelve months is around 4.97%, more than IBDU's 4.66% yield.


PositionTTM2025202420232022202120202019
BSCT
Invesco BulletShares 2029 Corporate Bond ETF
4.97%4.53%4.51%3.89%2.65%1.94%2.24%0.86%
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
4.66%4.67%4.75%4.21%3.34%2.29%2.42%0.74%

Frequently Asked Questions


With a correlation of 0.92, BSCT and IBDU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BSCT has higher volatility (0.68%) compared to IBDU (0.65%). In terms of maximum drawdown, BSCT dropped -19.14% vs IBDU's -19.44%.

On 5-year performance, IBDU leads with 1.11% vs 1.08% for BSCT. 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, IBDU has performed better with a 1.11% return vs 1.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCT and IBDU have the same expense ratio: 0.10% per year.

BSCT has the higher dividend yield at 4.97%, compared with 4.66% for IBDU.

BSCT tracks NASDAQ BulletShares USD Corporate Bond 2029 Index, while IBDU tracks Bloomberg December 2029 Maturity Corporate Index. They also come from different issuers: Invesco and iShares.

IBDU currently has the higher Sharpe Ratio (1.97 vs 1.89), 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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