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IBDP vs. BSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDP and BSCO is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

IBDP vs. BSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2024 Term Corporate ETF (IBDP) and Invesco BulletShares 2024 Corporate Bond ETF (BSCO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%Nov 10Nov 17Nov 24DecemberDec 08Dec 15
29.54%
506.98%
IBDP
BSCO

Key characteristics

Returns By Period


IBDP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BSCO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IBDP vs. BSCO - Expense Ratio Comparison

Both IBDP and BSCO 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%.


Risk-Adjusted Performance

IBDP vs. BSCO — Risk-Adjusted Performance Rank

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

IBDP
The Risk-Adjusted Performance Rank of IBDP is 9999
Overall Rank
The Sharpe Ratio Rank of IBDP is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDP is 100100
Sortino Ratio Rank
The Omega Ratio Rank of IBDP is 100100
Omega Ratio Rank
The Calmar Ratio Rank of IBDP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBDP is 100100
Martin Ratio Rank

BSCO
The Risk-Adjusted Performance Rank of BSCO is 8282
Overall Rank
The Sharpe Ratio Rank of BSCO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSCO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSCO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BSCO is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBDP vs. BSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Corporate ETF (IBDP) and Invesco BulletShares 2024 Corporate Bond ETF (BSCO). 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.



Rolling 12-month Sharpe Ratio9.009.5010.0010.5011.00Nov 10Nov 17Nov 24DecemberDec 08Dec 15
10.66
9.29
IBDP
BSCO

Dividends

IBDP vs. BSCO - Dividend Comparison

Neither IBDP nor BSCO has paid dividends to shareholders.


TTM202320222021202020192018201720162015
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
2.69%3.01%2.06%1.86%2.51%3.15%3.35%3.15%3.23%2.53%
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
2.73%2.87%2.15%1.85%2.43%3.02%3.21%3.01%14.10%0.00%

Drawdowns

IBDP vs. BSCO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%Nov 10Nov 17Nov 24DecemberDec 08Dec 150
-75.39%
IBDP
BSCO

Volatility

IBDP vs. BSCO - Volatility Comparison

The current volatility for iShares iBonds Dec 2024 Term Corporate ETF (IBDP) is 0.12%, while Invesco BulletShares 2024 Corporate Bond ETF (BSCO) has a volatility of 0.13%. This indicates that IBDP experiences smaller price fluctuations and is considered to be less risky than BSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.09%0.10%0.11%0.12%0.13%0.14%0.15%0.16%Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.12%
0.13%
IBDP
BSCO