BSCZ vs. IDMO
BSCZ (Invesco BulletShares 2035 Corporate Bond ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - BSCZ is a Corporate Bonds fund tracking the BulletShares® USD Corporate Bond 2035 Index, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Both are passively managed. Over the past year, BSCZ returned 4.89% vs 21.68% for IDMO. At a 0.43 correlation, their price movements are largely independent. BSCZ charges 0.10%/yr vs 0.25%/yr for IDMO.
Performance
BSCZ vs. IDMO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BSCZ achieves a -0.08% return, which is significantly lower than IDMO's 8.27% return.
BSCZ
- 1D
- -0.12%
- 1M
- -0.70%
- 6M
- -0.37%
- YTD
- -0.08%
- 1Y
- 4.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- -1.59%
- 1M
- -2.15%
- 6M
- 5.42%
- YTD
- 8.27%
- 1Y
- 21.68%
- 3Y*
- 24.84%
- 5Y*
- 15.50%
- 10Y*
- 12.47%
BSCZ vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BSCZ Invesco BulletShares 2035 Corporate Bond ETF | -0.08% | 5.67% |
IDMO Invesco S&P International Developed Momentum ETF | 8.27% | 14.70% |
Correlation
The correlation between BSCZ and IDMO is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2025 | 0.43 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BSCZ vs. IDMO — Risk / Return Rank
BSCZ
IDMO
BSCZ vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
| BSCZ | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.77 | -0.27 |
| Martin ratioReturn relative to average drawdown | 4.38 | 6.94 | -2.56 |
Loading charts...
Drawdowns
BSCZ vs. IDMO - Drawdown Comparison
The maximum BSCZ drawdown since its inception was -3.28%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for BSCZ and IDMO.
Loading charts...
Drawdown Indicators
| BSCZ | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.28% | -39.38% | +36.10% |
Max Drawdown (1Y)Largest decline over 1 year | -3.28% | -12.31% | +9.03% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -1.72% | -3.93% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -0.81% | -9.70% | +8.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 3.13% | -2.01% |
Volatility
BSCZ vs. IDMO - Volatility Comparison
The current volatility for Invesco BulletShares 2035 Corporate Bond ETF (BSCZ) is 1.40%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 5.93%. This indicates that BSCZ experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BSCZ | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 5.93% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 3.92% | 16.86% | -12.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.98% | 18.53% | -13.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.99% | 18.14% | -13.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.99% | 17.89% | -12.90% |
BSCZ vs. IDMO - Expense Ratio Comparison
BSCZ has a 0.10% expense ratio, which is lower than IDMO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BSCZ vs. IDMO - Dividend Comparison
BSCZ's dividend yield for the trailing twelve months is around 4.54%, more than IDMO's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCZ Invesco BulletShares 2035 Corporate Bond ETF | 4.54% | 2.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 3.69% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Frequently Asked Questions
BSCZ and IDMO have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDMO has higher volatility (5.93%) compared to BSCZ (1.40%). In terms of maximum drawdown, BSCZ dropped -3.28% vs IDMO's -39.38%.
On 1-year performance, IDMO leads with 21.68% vs 4.89% for BSCZ. On fees, BSCZ is cheaper at 0.10% per year. On volatility, BSCZ has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDMO has performed better with a 21.68% return vs 4.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BSCZ is cheaper with a 0.10% expense ratio, compared with 0.25% for IDMO.
BSCZ has the higher dividend yield at 4.54%, compared with 3.69% for IDMO.
BSCZ is categorized as Corporate Bonds, while IDMO is Momentum. BSCZ tracks BulletShares® USD Corporate Bond 2035 Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Their fees differ too: 0.10% for BSCZ and 0.25% for IDMO.
IDMO currently has the higher Sharpe Ratio (1.18 vs 0.99), 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.
Find the right allocation for BSCZ and IDMO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer