PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBDQ vs. BSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDQ and BSCO is 0.00, 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.


-0.50.00.51.00.0

Performance

IBDQ vs. BSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) and Invesco BulletShares 2024 Corporate Bond ETF (BSCO). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
30.28%
2,743.81%
IBDQ
BSCO

Key characteristics

Sharpe Ratio

IBDQ:

5.88

BSCO:

1.00

Ulcer Index

IBDQ:

0.07%

BSCO:

0.00%

Daily Std Dev

IBDQ:

0.95%

BSCO:

0.00%

Max Drawdown

IBDQ:

-15.19%

BSCO:

-51.67%

Current Drawdown

IBDQ:

0.00%

BSCO:

0.00%

Returns By Period


IBDQ

YTD

4.97%

1M

0.46%

6M

3.03%

1Y

5.43%

5Y*

2.19%

10Y*

N/A

BSCO

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for IBDQ, currently valued at 5.88, compared to the broader market0.002.004.005.881.00
The chart of Sortino ratio for IBDQ, currently valued at 9.33, compared to the broader market-2.000.002.004.006.008.0010.009.33
The chart of Omega ratio for IBDQ, currently valued at 2.80, compared to the broader market0.501.001.502.002.503.002.80
The chart of Calmar ratio for IBDQ, currently valued at 1.91, compared to the broader market0.005.0010.0015.001.91
The chart of Martin ratio for IBDQ, currently valued at 78.34, compared to the broader market0.0020.0040.0060.0080.00100.0078.34
IBDQ
BSCO

The current IBDQ Sharpe Ratio is 5.88, which is higher than the BSCO Sharpe Ratio of 1.00. 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 Ratio3.504.004.505.005.506.00JulyAugustSeptemberOctoberNovemberDecember
5.88
IBDQ
BSCO

Dividends

IBDQ vs. BSCO - Dividend Comparison

IBDQ's dividend yield for the trailing twelve months is around 3.82%, while BSCO has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.82%3.27%2.24%2.06%2.51%3.21%3.52%3.28%3.39%2.64%
BSCO
Invesco BulletShares 2024 Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.64%14.10%0.00%

Drawdowns

IBDQ vs. BSCO - Drawdown Comparison

The maximum IBDQ drawdown since its inception was -15.19%, smaller than the maximum BSCO drawdown of -51.67%. Use the drawdown chart below to compare losses from any high point for IBDQ and BSCO. For additional features, visit the drawdowns tool.


-0.60%-0.50%-0.40%-0.30%-0.20%-0.10%0.00%JulyAugustSeptemberOctoberNovemberDecember00
IBDQ
BSCO

Volatility

IBDQ vs. BSCO - Volatility Comparison

iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) has a higher volatility of 0.12% compared to Invesco BulletShares 2024 Corporate Bond ETF (BSCO) at 0.00%. This indicates that IBDQ's price experiences larger fluctuations and is considered to be riskier than BSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.05%0.10%0.15%0.20%0.25%JulyAugustSeptemberOctoberNovemberDecember
0.12%
0
IBDQ
BSCO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab