IBDP vs. BSCQ

Last updated Jun 4, 2026

IBDP (iShares iBonds Dec 2024 Term Corporate ETF) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both Corporate Bonds funds - IBDP tracks the Bloomberg December 2024 Maturity Corporate Index while BSCQ tracks the NASDAQ BulletShares USD Corporate Bond 2026 Index. Both are passively managed. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.

Performance

IBDP vs. BSCQ - 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 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IBDP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSCQ

• 1D: 0.08%
• 1M: 0.34%
• YTD: 1.55%
• 6M: 1.92%
• 1Y: 4.41%
• 3Y*: 5.06%
• 5Y*: 1.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDP vs. BSCQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBDP iShares iBonds Dec 2024 Term Corporate ETF	0.00%	0.00%	5.02%	5.16%	-3.89%	-0.64%	6.14%	11.00%	-1.37%	5.61%
BSCQ Invesco BulletShares 2026 Corporate Bond ETF	1.55%	5.02%	4.86%	5.71%	-8.31%	-1.68%	9.41%	13.94%	-2.40%	5.93%

Correlation

The correlation between IBDP and BSCQ is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016	0.59

The correlation between IBDP and BSCQ shifts across timeframes, from 0.23 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IBDP vs. BSCQ — Risk / Return Rank

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

BSCQ

BSCQ Risk / Return Rank: 99
BSCQ Sharpe Ratio Rank: 99
BSCQ Sortino Ratio Rank: 99
BSCQ Omega Ratio Rank: 99
BSCQ Calmar Ratio Rank: 99
BSCQ Martin Ratio Rank: 99

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.

IBDP vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Corporate ETF (IBDP) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	IBDP	BSCQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	7.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.60	—

Drawdowns

Drawdown Indicators

	IBDP	BSCQ	Difference
Max Drawdown Largest peak-to-trough decline	—	-16.50%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-0.10%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.02%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-2.85%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.02%	—

Volatility

Volatility by Period

	IBDP	BSCQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.17%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.43%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	0.63%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	3.30%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	4.77%	—

IBDP vs. BSCQ - Expense Ratio Comparison

Both IBDP and BSCQ 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

IBDP vs. BSCQ - Dividend Comparison

IBDP has not paid dividends to shareholders, while BSCQ's dividend yield for the trailing twelve months is around 4.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSCQ Invesco BulletShares 2026 Corporate Bond ETF	4.12%	4.14%	4.05%	3.53%	2.54%	1.91%	2.42%	2.96%	3.32%	2.92%	0.51%	0.00%
IBDP iShares iBonds Dec 2024 Term Corporate ETF	0.00%	0.00%	3.93%	3.01%	2.06%	1.86%	2.51%	3.15%	3.35%	3.15%	3.23%	3.74%

Frequently Asked Questions

Can I hold both IBDP and BSCQ in my portfolio?

IBDP and BSCQ have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IBDP or BSCQ?

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IBDP or BSCQ?

IBDP and BSCQ have the same expense ratio: 0.10% per year.

Which ETF pays a higher dividend yield, IBDP or BSCQ?

BSCQ has the higher dividend yield at 4.12%, compared with 0.00% for IBDP.

What is the main difference between IBDP and BSCQ?

IBDP tracks Bloomberg December 2024 Maturity Corporate Index, while BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index. They also come from different issuers: iShares and Invesco.