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BSCW vs. IBDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSCW vs. IBDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2032 Corporate Bond ETF (BSCW) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSCW achieves a 0.16% return, which is significantly lower than IBDS's 1.23% return.


BSCW

1D
-0.17%
1M
0.17%
YTD
0.16%
6M
0.15%
1Y
5.82%
3Y*
5.57%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSCW vs. IBDS - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSCW
Invesco BulletShares 2032 Corporate Bond ETF
0.16%9.00%2.20%9.31%0.31%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
1.23%5.86%4.61%6.44%-0.44%

Correlation

The correlation between BSCW and IBDS is 0.77, 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

0.77

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2022

0.82

The correlation between BSCW and IBDS has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

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Return for Risk

BSCW vs. IBDS — Risk / Return Rank

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

BSCW
BSCW Risk / Return Rank: 4444
Overall Rank
BSCW Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BSCW Sortino Ratio Rank: 4646
Sortino Ratio Rank
BSCW Omega Ratio Rank: 4242
Omega Ratio Rank
BSCW Calmar Ratio Rank: 4343
Calmar Ratio Rank
BSCW Martin Ratio Rank: 4343
Martin Ratio Rank

IBDS
IBDS Risk / Return Rank: 9797
Overall Rank
IBDS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9797
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.

BSCW vs. IBDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2032 Corporate Bond ETF (BSCW) 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.


BSCWIBDSDifference
Sharpe ratioReturn per unit of total volatility

-2.68

Sortino ratioReturn per unit of downside risk

-5.78

Omega ratioGain probability vs. loss probability

1.27

2.09

-0.82

Calmar ratioReturn relative to maximum drawdown

2.08

10.55

-8.47

Martin ratioReturn relative to average drawdown

6.80

48.73

-41.93

BSCW vs. IBDS - Sharpe Ratio Comparison

The current BSCW Sharpe Ratio is 1.51, which is lower than the IBDS Sharpe Ratio of 4.19. The chart below compares the historical Sharpe Ratios of BSCW and IBDS, 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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Sharpe Ratios by Period


BSCWIBDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

4.19

-2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.57

+0.20

Drawdowns

BSCW vs. IBDS - Drawdown Comparison

The maximum BSCW drawdown since its inception was -8.32%, smaller than the maximum IBDS drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for BSCW and IBDS.


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Drawdown Indicators


BSCWIBDSDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-16.75%

+8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-0.43%

-2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-2.27%

-4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

Current Drawdown

Current decline from peak

-1.42%

-0.06%

-1.36%

Average Drawdown

Average peak-to-trough decline

-1.82%

-3.36%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.09%

+0.77%

Volatility

BSCW vs. IBDS - Volatility Comparison

Invesco BulletShares 2032 Corporate Bond ETF (BSCW) has a higher volatility of 1.20% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.15%. This indicates that BSCW'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


BSCWIBDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

0.15%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

0.64%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.87%

1.10%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

4.18%

+3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

5.55%

+1.69%

BSCW vs. IBDS - Expense Ratio Comparison

Both BSCW 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

BSCW vs. IBDS - Dividend Comparison

BSCW's dividend yield for the trailing twelve months is around 4.83%, more than IBDS's 4.32% yield.


PositionTTM202520242023202220212020201920182017
BSCW
Invesco BulletShares 2032 Corporate Bond ETF
4.83%4.81%5.06%4.80%1.12%0.00%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


BSCW and IBDS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSCW has higher volatility (1.20%) compared to IBDS (0.15%). In terms of maximum drawdown, BSCW dropped -8.32% vs IBDS's -16.75%.

On 3-year performance, BSCW leads with 5.57% 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, BSCW has performed better with a 5.57% return vs 5.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCW and IBDS have the same expense ratio: 0.10% per year.

BSCW has the higher dividend yield at 4.83%, compared with 4.32% for IBDS.

BSCW tracks Invesco BulletShares Corporate Bond 2032 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 1.51), 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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