BSCU vs. IBDS
Compare and contrast key facts about Invesco BulletShares 2030 Corporate Bond ETF (BSCU) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS).
BSCU and IBDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSCU is a passively managed fund by Invesco that tracks the performance of the NASDAQ BulletShares USD Corporate Bond 2030 Index. It was launched on Sep 16, 2020. IBDS is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays December 2027 Maturity Corporate Index. It was launched on Sep 14, 2017. Both BSCU and IBDS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BSCU vs. IBDS - Performance Comparison
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BSCU vs. IBDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSCU Invesco BulletShares 2030 Corporate Bond ETF | -0.09% | 8.24% | 3.12% | 8.66% | -15.08% | -3.02% | 2.07% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 0.53% | 5.86% | 4.61% | 6.44% | -9.52% | -1.56% | 1.92% |
Returns By Period
In the year-to-date period, BSCU achieves a -0.09% return, which is significantly lower than IBDS's 0.53% return.
BSCU
- 1D
- 0.42%
- 1M
- -1.31%
- YTD
- -0.09%
- 6M
- 1.16%
- 1Y
- 5.53%
- 3Y*
- 5.14%
- 5Y*
- 1.07%
- 10Y*
- —
IBDS
- 1D
- 0.17%
- 1M
- -0.10%
- YTD
- 0.53%
- 6M
- 1.76%
- 1Y
- 4.69%
- 3Y*
- 4.94%
- 5Y*
- 1.60%
- 10Y*
- —
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BSCU vs. IBDS - Expense Ratio Comparison
Both BSCU 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%.
Return for Risk
BSCU vs. IBDS — Risk / Return Rank
BSCU
IBDS
BSCU vs. IBDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2030 Corporate Bond ETF (BSCU) 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.
| BSCU | IBDS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 3.06 | -1.57 |
Sortino ratioReturn per unit of downside risk | 2.18 | 4.76 | -2.58 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.78 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | 2.30 | 5.20 | -2.90 |
Martin ratioReturn relative to average drawdown | 9.45 | 29.11 | -19.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSCU | IBDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 3.06 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.38 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.56 | -0.51 |
Correlation
The correlation between BSCU and IBDS is 0.87, 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.
Dividends
BSCU vs. IBDS - Dividend Comparison
BSCU's dividend yield for the trailing twelve months is around 4.63%, more than IBDS's 4.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSCU Invesco BulletShares 2030 Corporate Bond ETF | 4.63% | 4.56% | 4.70% | 4.07% | 3.06% | 1.93% | 0.33% | 0.00% | 0.00% | 0.00% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.33% | 4.36% | 4.37% | 3.81% | 2.87% | 2.19% | 2.66% | 3.32% | 3.66% | 0.97% |
Drawdowns
BSCU vs. IBDS - Drawdown Comparison
The maximum BSCU drawdown since its inception was -22.34%, which is greater than IBDS's maximum drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for BSCU and IBDS.
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Drawdown Indicators
| BSCU | IBDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.34% | -16.75% | -5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -0.91% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.74% | -14.98% | -6.76% |
Current DrawdownCurrent decline from peak | -1.31% | -0.10% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -3.43% | -4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 0.16% | +0.42% |
Volatility
BSCU vs. IBDS - Volatility Comparison
Invesco BulletShares 2030 Corporate Bond ETF (BSCU) has a higher volatility of 1.40% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.42%. This indicates that BSCU's price experiences larger fluctuations and is considered to be riskier 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
| BSCU | IBDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 0.42% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 0.71% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 1.54% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.66% | 4.21% | +2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.55% | 5.60% | +0.95% |