BSCT vs. IBDU
BSCT (Invesco BulletShares 2029 Corporate Bond ETF) and IBDU (iShares iBonds Dec 2029 Term Corporate ETF) are both Corporate Bonds funds - BSCT tracks the NASDAQ BulletShares USD Corporate Bond 2029 Index while IBDU tracks the Bloomberg December 2029 Maturity Corporate Index. Both are passively managed. Over the past 5 years, BSCT returned 1.08%/yr vs 1.11%/yr for IBDU. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
BSCT vs. IBDU - Performance Comparison
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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*
- —
BSCT vs. IBDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
BSCT
IBDU
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.
| BSCT | IBDU | Difference | |
|---|---|---|---|
| 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 |
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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
| BSCT | IBDU | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.55% | -0.54% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -5.37% | +0.04% |
Ulcer IndexDepth 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
| BSCT | IBDU | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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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