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

Key characteristics


IBDQBSCO
YTD Return4.41%4.51%
1Y Return6.51%5.67%
3Y Return (Ann)0.91%1.56%
5Y Return (Ann)2.23%2.50%
Sharpe Ratio5.299.12
Sortino Ratio9.3021.83
Omega Ratio2.595.09
Calmar Ratio1.434.02
Martin Ratio83.80306.61
Ulcer Index0.08%0.02%
Daily Std Dev1.22%0.62%
Max Drawdown-15.19%-17.44%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.6

The correlation between IBDQ and BSCO is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IBDQ vs. BSCO - Performance Comparison

The year-to-date returns for both investments are quite close, with IBDQ having a 4.41% return and BSCO slightly higher at 4.51%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%JuneJulyAugustSeptemberOctoberNovember
3.14%
2.64%
IBDQ
BSCO

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IBDQ vs. BSCO - Expense Ratio Comparison

Both IBDQ 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%.


IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
Expense ratio chart for IBDQ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for BSCO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IBDQ vs. BSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) 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.


IBDQ
Sharpe ratio
The chart of Sharpe ratio for IBDQ, currently valued at 5.29, compared to the broader market-2.000.002.004.006.005.29
Sortino ratio
The chart of Sortino ratio for IBDQ, currently valued at 9.30, compared to the broader market-2.000.002.004.006.008.0010.0012.009.30
Omega ratio
The chart of Omega ratio for IBDQ, currently valued at 2.59, compared to the broader market1.001.502.002.503.002.59
Calmar ratio
The chart of Calmar ratio for IBDQ, currently valued at 1.43, compared to the broader market0.005.0010.0015.001.43
Martin ratio
The chart of Martin ratio for IBDQ, currently valued at 83.80, compared to the broader market0.0020.0040.0060.0080.00100.0083.80
BSCO
Sharpe ratio
The chart of Sharpe ratio for BSCO, currently valued at 9.12, compared to the broader market-2.000.002.004.006.009.12
Sortino ratio
The chart of Sortino ratio for BSCO, currently valued at 21.83, compared to the broader market-2.000.002.004.006.008.0010.0012.0021.83
Omega ratio
The chart of Omega ratio for BSCO, currently valued at 5.09, compared to the broader market1.001.502.002.503.005.09
Calmar ratio
The chart of Calmar ratio for BSCO, currently valued at 4.02, compared to the broader market0.005.0010.0015.004.02
Martin ratio
The chart of Martin ratio for BSCO, currently valued at 306.61, compared to the broader market0.0020.0040.0060.0080.00100.00306.61

IBDQ vs. BSCO - Sharpe Ratio Comparison

The current IBDQ Sharpe Ratio is 5.29, which is lower than the BSCO Sharpe Ratio of 9.12. The chart below compares the historical Sharpe Ratios of IBDQ and BSCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
5.29
9.12
IBDQ
BSCO

Dividends

IBDQ vs. BSCO - Dividend Comparison

IBDQ's dividend yield for the trailing twelve months is around 3.76%, more than BSCO's 3.67% yield.


TTM2023202220212020201920182017201620152014
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.76%3.27%2.24%2.06%2.51%3.21%3.52%3.28%3.39%2.64%0.00%
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
3.67%2.88%2.15%2.02%2.43%3.02%3.21%3.01%3.17%3.34%0.78%

Drawdowns

IBDQ vs. BSCO - Drawdown Comparison

The maximum IBDQ drawdown since its inception was -15.19%, smaller than the maximum BSCO drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for IBDQ and BSCO. For additional features, visit the drawdowns tool.


-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JuneJulyAugustSeptemberOctoberNovember00
IBDQ
BSCO

Volatility

IBDQ vs. BSCO - Volatility Comparison

The current volatility for iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) is 0.11%, while Invesco BulletShares 2024 Corporate Bond ETF (BSCO) has a volatility of 0.16%. This indicates that IBDQ 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.


0.10%0.15%0.20%0.25%JuneJulyAugustSeptemberOctoberNovember
0.11%
0.16%
IBDQ
BSCO