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 0.48, 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.


-0.50.00.51.00.5

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%0.50%1.00%1.50%2.00%2.50%3.00%AugustSeptemberOctoberNovemberDecember2025
2.86%
2.13%
IBDQ
BSCO

Key characteristics

Sharpe Ratio

IBDQ:

5.52

BSCO:

9.34

Sortino Ratio

IBDQ:

8.60

BSCO:

23.61

Omega Ratio

IBDQ:

2.66

BSCO:

5.84

Calmar Ratio

IBDQ:

2.05

BSCO:

0.07

Martin Ratio

IBDQ:

83.60

BSCO:

324.88

Ulcer Index

IBDQ:

0.06%

BSCO:

0.02%

Daily Std Dev

IBDQ:

0.90%

BSCO:

0.58%

Max Drawdown

IBDQ:

-15.19%

BSCO:

-81.39%

Current Drawdown

IBDQ:

0.00%

BSCO:

-75.39%

Returns By Period


IBDQ

YTD

0.16%

1M

0.37%

6M

2.86%

1Y

5.09%

5Y*

2.08%

10Y*

N/A

BSCO

YTD

0.00%

1M

0.00%

6M

2.13%

1Y

4.81%

5Y*

2.32%

10Y*

N/A

*Annualized

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 Rank

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

IBDQ
The Risk-Adjusted Performance Rank of IBDQ is 9393
Overall Rank
The Sharpe Ratio Rank of IBDQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBDQ is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBDQ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of IBDQ is 9999
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.

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 5.52, compared to the broader market0.002.004.005.528.98
The chart of Sortino ratio for IBDQ, currently valued at 8.60, compared to the broader market-2.000.002.004.006.008.0010.0012.008.6023.29
The chart of Omega ratio for IBDQ, currently valued at 2.66, compared to the broader market0.501.001.502.002.503.002.666.13
The chart of Calmar ratio for IBDQ, currently valued at 2.05, compared to the broader market0.005.0010.0015.002.050.06
The chart of Martin ratio for IBDQ, currently valued at 83.60, compared to the broader market0.0020.0040.0060.0080.00100.0083.60326.08
IBDQ
BSCO

The current IBDQ Sharpe Ratio is 5.52, which is lower than the BSCO Sharpe Ratio of 9.34. 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 Ratio4.005.006.007.008.009.00AugustSeptemberOctoberNovemberDecember2025
5.52
8.98
IBDQ
BSCO

Dividends

IBDQ vs. BSCO - Dividend Comparison

IBDQ's dividend yield for the trailing twelve months is around 3.81%, which matches BSCO's 3.79% yield.


TTM2024202320222021202020192018201720162015
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.81%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
3.79%3.79%2.87%2.15%1.85%2.43%3.02%3.21%3.01%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 -81.39%. Use the drawdown chart below to compare losses from any high point for IBDQ and BSCO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-75.39%
IBDQ
BSCO

Volatility

IBDQ vs. BSCO - Volatility Comparison

iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) has a higher volatility of 0.17% compared to Invesco BulletShares 2024 Corporate Bond ETF (BSCO) at 0.05%. 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.


0.05%0.10%0.15%0.20%0.25%AugustSeptemberOctoberNovemberDecember2025
0.17%
0.05%
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 © 2025 PortfoliosLab