BSCV vs. IBDS
BSCV (Invesco BulletShares 2031 Corporate Bond ETF) and IBDS (iShares iBonds Dec 2027 Term Corporate ETF) are both Corporate Bonds funds - BSCV tracks the Invesco BulletShares Corporate Bond 2031 Index while IBDS tracks the Bloomberg Barclays December 2027 Maturity Corporate Index. Both are passively managed. Over the past 3 years, BSCV returned 5.70%/yr vs 5.28%/yr for IBDS. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
BSCV vs. IBDS - Performance Comparison
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Returns By Period
In the year-to-date period, BSCV achieves a 0.13% return, which is significantly lower than IBDS's 1.23% return.
BSCV
- 1D
- -0.09%
- 1M
- 0.19%
- YTD
- 0.13%
- 6M
- 0.29%
- 1Y
- 5.33%
- 3Y*
- 5.70%
- 5Y*
- —
- 10Y*
- —
IBDS
- 1D
- -0.04%
- 1M
- 0.31%
- YTD
- 1.23%
- 6M
- 1.61%
- 1Y
- 4.57%
- 3Y*
- 5.28%
- 5Y*
- 1.45%
- 10Y*
- —
BSCV vs. IBDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BSCV Invesco BulletShares 2031 Corporate Bond ETF | 0.13% | 9.04% | 2.62% | 9.16% | -16.90% | -1.62% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 1.23% | 5.86% | 4.61% | 6.44% | -9.52% | -1.45% |
Correlation
The correlation between BSCV and IBDS is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2021 | 0.85 |
The correlation between BSCV and IBDS has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
BSCV vs. IBDS — Risk / Return Rank
BSCV
IBDS
BSCV vs. IBDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2031 Corporate Bond ETF (BSCV) 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.
| BSCV | IBDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -5.66 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 2.09 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 10.55 | -8.39 |
| Martin ratioReturn relative to average drawdown | 7.18 | 48.73 | -41.56 |
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
| BSCV | IBDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 4.19 | -2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.35 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.57 | -0.57 |
Drawdowns
BSCV vs. IBDS - Drawdown Comparison
The maximum BSCV drawdown since its inception was -23.28%, which is greater than IBDS's maximum drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for BSCV and IBDS.
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Drawdown Indicators
| BSCV | IBDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.28% | -16.75% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -2.47% | -0.43% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -6.75% | -2.27% | -4.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.98% | — |
Current DrawdownCurrent decline from peak | -1.19% | -0.06% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -9.56% | -3.36% | -6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.74% | 0.09% | +0.65% |
Volatility
BSCV vs. IBDS - Volatility Comparison
Invesco BulletShares 2031 Corporate Bond ETF (BSCV) has a higher volatility of 1.02% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.15%. This indicates that BSCV'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
| BSCV | IBDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.02% | 0.15% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 2.44% | 0.64% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 1.10% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.36% | 4.18% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.36% | 5.55% | +1.81% |
BSCV vs. IBDS - Expense Ratio Comparison
Both BSCV 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%.
Dividends
BSCV vs. IBDS - Dividend Comparison
BSCV's dividend yield for the trailing twelve months is around 4.69%, more than IBDS's 4.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BSCV Invesco BulletShares 2031 Corporate Bond ETF | 4.69% | 4.65% | 4.87% | 4.47% | 3.43% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.32% | 4.36% | 4.37% | 3.81% | 2.87% | 2.19% | 2.66% | 3.32% | 3.66% | 0.97% |
Frequently Asked Questions
BSCV and IBDS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCV has higher volatility (1.02%) compared to IBDS (0.15%). In terms of maximum drawdown, BSCV dropped -23.28% vs IBDS's -16.75%.
On 3-year performance, BSCV leads with 5.70% vs 5.28% for IBDS. Both ETFs have the same 0.10% expense ratio. On volatility, IBDS has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BSCV has performed better with a 5.70% return vs 5.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSCV and IBDS have the same expense ratio: 0.10% per year.
BSCV has the higher dividend yield at 4.69%, compared with 4.32% for IBDS.
BSCV tracks Invesco BulletShares Corporate Bond 2031 Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index. They also come from different issuers: Invesco and iShares.
IBDS currently has the higher Sharpe Ratio (4.19 vs 1.55), 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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