BSX vs. IBTL
BSX (Boston Scientific Corporation) is a stock, while IBTL (iShares iBonds Dec 2031 Term Treasury ETF) is Government Bonds fund tracking the ICE 2031 Maturity US Treasury Index. Over the past 3 years, BSX returned -2.85%/yr vs 3.19%/yr for IBTL. At a 0.09 correlation, their price movements are largely independent.
Performance
BSX vs. IBTL - Performance Comparison
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Returns By Period
In the year-to-date period, BSX achieves a -50.80% return, which is significantly lower than IBTL's -0.37% return.
BSX
- 1D
- -0.55%
- 1M
- -10.95%
- YTD
- -50.80%
- 6M
- -49.33%
- 1Y
- -52.97%
- 3Y*
- -2.85%
- 5Y*
- 1.80%
- 10Y*
- 7.42%
IBTL
- 1D
- -0.15%
- 1M
- 0.59%
- YTD
- -0.37%
- 6M
- -0.06%
- 1Y
- 3.51%
- 3Y*
- 3.19%
- 5Y*
- —
- 10Y*
- —
BSX vs. IBTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | -50.80% | 6.75% | 54.51% | 24.94% | 8.92% | -5.18% |
IBTL iShares iBonds Dec 2031 Term Treasury ETF | -0.37% | 7.85% | 0.36% | 3.60% | -15.60% | -1.22% |
Correlation
The correlation between BSX and IBTL is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2021 | 0.09 |
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Return for Risk
BSX vs. IBTL — Risk / Return Rank
BSX
IBTL
BSX vs. IBTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Scientific Corporation (BSX) and iShares iBonds Dec 2031 Term Treasury ETF (IBTL). 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.
| BSX | IBTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.16 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 1.16 | -2.09 |
| Martin ratioReturn relative to average drawdown | -2.00 | 3.19 | -5.19 |
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Drawdowns
BSX vs. IBTL - Drawdown Comparison
The maximum BSX drawdown since its inception was -89.15%, which is greater than IBTL's maximum drawdown of -20.93%. Use the drawdown chart below to compare losses from any high point for BSX and IBTL.
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Drawdown Indicators
| BSX | IBTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.15% | -20.93% | -68.22% |
Max Drawdown (1Y)Largest decline over 1 year | -56.62% | -2.83% | -53.79% |
Max Drawdown (3Y)Largest decline over 3 years | -56.62% | -7.38% | -49.24% |
Max Drawdown (5Y)Largest decline over 5 years | -56.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.62% | — | — |
Current DrawdownCurrent decline from peak | -56.62% | -7.16% | -49.46% |
Average DrawdownAverage peak-to-trough decline | -38.76% | -11.43% | -27.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.23% | 1.03% | +25.20% |
Volatility
BSX vs. IBTL - Volatility Comparison
Boston Scientific Corporation (BSX) has a higher volatility of 15.84% compared to iShares iBonds Dec 2031 Term Treasury ETF (IBTL) at 1.11%. This indicates that BSX's price experiences larger fluctuations and is considered to be riskier than IBTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSX | IBTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.84% | 1.11% | +14.73% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 2.41% | +30.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.77% | 3.50% | +31.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.69% | 7.44% | +18.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 7.44% | +19.85% |
Dividends
BSX vs. IBTL - Dividend Comparison
BSX has not paid dividends to shareholders, while IBTL's dividend yield for the trailing twelve months is around 3.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBTL iShares iBonds Dec 2031 Term Treasury ETF | 3.97% | 3.93% | 4.07% | 3.04% | 2.36% | 0.70% |
Frequently Asked Questions
BSX and IBTL have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSX has higher volatility (15.84%) compared to IBTL (1.11%). In terms of maximum drawdown, BSX dropped -89.15% vs IBTL's -20.93%.
IBTL currently has the higher Sharpe Ratio (0.94 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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