BSX vs. IBTF
BSX (Boston Scientific Corporation) is a stock, while IBTF (iShares iBonds Dec 2025 Term Treasury ETF) is Government Bonds fund tracking the ICE 2025 Maturity US Treasury Index. Over the past 5 years, BSX returned 3.05%/yr vs 0.90%/yr for IBTF. At a correlation of -0.01, they often move in opposite directions.
Performance
BSX vs. IBTF - Performance Comparison
Loading charts...
Returns By Period
BSX
- 1D
- 2.43%
- 1M
- -12.74%
- YTD
- -48.77%
- 6M
- -50.01%
- 1Y
- -52.31%
- 3Y*
- -1.68%
- 5Y*
- 3.05%
- 10Y*
- 7.94%
IBTF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.09%
- 1Y
- 2.10%
- 3Y*
- 3.66%
- 5Y*
- 0.90%
- 10Y*
- —
BSX vs. IBTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | -48.77% | 6.75% | 54.51% | 24.94% | 8.92% | 18.16% | -3.85% |
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 0.00% | 3.81% | 4.60% | 4.12% | -6.39% | -2.31% | 3.60% |
Correlation
The correlation between BSX and IBTF is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2020 | -0.01 |
The correlation between BSX and IBTF shifts across timeframes, from -0.12 (1 year) to 0.04 (5 years), reflecting how their relationship changes across market environments.
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
BSX vs. IBTF — Risk / Return Rank
BSX
IBTF
BSX vs. IBTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). 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.
| BSX | IBTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.47 | ||
| Sortino ratioReturn per unit of downside risk | -21.93 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 6.12 | -5.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 58.19 | -59.12 |
| Martin ratioReturn relative to average drawdown | -2.11 | 264.16 | -266.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BSX | IBTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.51 | 6.96 | -8.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.39 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.44 | -0.25 |
Drawdowns
BSX vs. IBTF - Drawdown Comparison
The maximum BSX drawdown since its inception was -89.15%, which is greater than IBTF's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for BSX and IBTF.
Loading charts...
Drawdown Indicators
| BSX | IBTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.15% | -10.45% | -78.70% |
Max Drawdown (1Y)Largest decline over 1 year | -55.91% | -0.04% | -55.87% |
Max Drawdown (3Y)Largest decline over 3 years | -55.91% | -0.67% | -55.24% |
Max Drawdown (5Y)Largest decline over 5 years | -55.91% | -9.53% | -46.38% |
Max Drawdown (10Y)Largest decline over 10 years | -55.91% | — | — |
Current DrawdownCurrent decline from peak | -54.83% | 0.00% | -54.83% |
Average DrawdownAverage peak-to-trough decline | -38.75% | -3.32% | -35.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.80% | 0.01% | +24.79% |
Volatility
BSX vs. IBTF - Volatility Comparison
Boston Scientific Corporation (BSX) has a higher volatility of 16.49% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BSX | IBTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 0.00% | +16.49% |
Volatility (6M)Calculated over the trailing 6-month period | 32.92% | 0.18% | +32.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.73% | 0.36% | +34.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.67% | 2.38% | +23.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 2.56% | +24.73% |
Dividends
BSX vs. IBTF - Dividend Comparison
BSX has not paid dividends to shareholders, while IBTF's dividend yield for the trailing twelve months is around 2.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 2.08% | 3.83% | 4.32% | 4.03% | 1.93% | 0.57% | 0.59% |
Frequently Asked Questions
BSX and IBTF have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSX has higher volatility (16.49%) compared to IBTF (0.00%). In terms of maximum drawdown, BSX dropped -89.15% vs IBTF's -10.45%.
IBTF currently has the higher Sharpe Ratio (6.96 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.
Find the right allocation for BSX and IBTF
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