IBDR vs. BSCP
IBDR (iShares iBonds Dec 2026 Term Corporate ETF) and BSCP (Invesco BulletShares 2025 Corporate Bond ETF) are both Corporate Bonds funds - IBDR tracks the Barclays December 2026 Maturity Corporate Index while BSCP tracks the NASDAQ BulletShares USD Corporate Bond 2025 Index. Both are passively managed. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.
Performance
IBDR vs. BSCP - Performance Comparison
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Returns By Period
IBDR
- 1D
- 0.04%
- 1M
- 0.29%
- YTD
- 1.69%
- 6M
- 1.81%
- 1Y
- 4.30%
- 3Y*
- 5.17%
- 5Y*
- 1.58%
- 10Y*
- —
BSCP
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDR vs. BSCP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 1.69% | 4.99% | 4.98% | 5.96% | -8.28% | -1.79% | 8.88% | 14.81% | -2.80% | 5.96% |
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 0.00% | 4.19% | 5.06% | 5.11% | -5.99% | -1.37% | 8.10% | 12.76% | -1.90% | 5.75% |
Correlation
The correlation between IBDR and BSCP is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.74 |
Over the past year, the correlation between IBDR and BSCP has dropped to 0.07 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
IBDR vs. BSCP — Risk / Return Rank
IBDR
BSCP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBDR vs. BSCP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBDR | BSCP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 3.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 52.23 | — | — |
| Martin ratioReturn relative to average drawdown | 181.59 | — | — |
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Drawdowns
IBDR vs. BSCP - Drawdown Comparison
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Drawdown Indicators
| IBDR | BSCP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.06% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -0.08% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -1.08% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | — | — |
Average DrawdownAverage peak-to-trough decline | -2.82% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.02% | — | — |
Volatility
IBDR vs. BSCP - Volatility Comparison
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Volatility by Period
| IBDR | BSCP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.18% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.35% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.63% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.39% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.85% | — | — |
IBDR vs. BSCP - Expense Ratio Comparison
Both IBDR and BSCP 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
IBDR vs. BSCP - Dividend Comparison
IBDR's dividend yield for the trailing twelve months is around 4.12%, more than BSCP's 1.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 1.92% | 3.99% | 3.96% | 3.39% | 2.24% | 1.93% | 2.42% | 3.12% | 3.26% | 2.93% | 2.94% | 0.75% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.12% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% | 0.00% |
Frequently Asked Questions
IBDR and BSCP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IBDR and BSCP have the same expense ratio: 0.10% per year.
IBDR has the higher dividend yield at 4.12%, compared with 1.92% for BSCP.
IBDR tracks Barclays December 2026 Maturity Corporate Index, while BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index. They also come from different issuers: iShares and Invesco.
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