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IBDR vs. BSCQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDR and BSCQ is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

IBDR vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2026 Term Corporate ETF (IBDR) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
3.37%
3.38%
IBDR
BSCQ

Key characteristics

Sharpe Ratio

IBDR:

2.94

BSCQ:

2.92

Sortino Ratio

IBDR:

4.57

BSCQ:

4.39

Omega Ratio

IBDR:

1.63

BSCQ:

1.60

Calmar Ratio

IBDR:

1.06

BSCQ:

1.04

Martin Ratio

IBDR:

19.19

BSCQ:

20.74

Ulcer Index

IBDR:

0.28%

BSCQ:

0.26%

Daily Std Dev

IBDR:

1.80%

BSCQ:

1.81%

Max Drawdown

IBDR:

-16.06%

BSCQ:

-16.50%

Current Drawdown

IBDR:

-0.18%

BSCQ:

-0.23%

Returns By Period

The year-to-date returns for both investments are quite close, with IBDR having a 4.68% return and BSCQ slightly higher at 4.69%.


IBDR

YTD

4.68%

1M

0.30%

6M

3.37%

1Y

5.17%

5Y*

1.85%

10Y*

N/A

BSCQ

YTD

4.69%

1M

0.31%

6M

3.38%

1Y

5.13%

5Y*

1.87%

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.


IBDR vs. BSCQ - Expense Ratio Comparison

Both IBDR 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%.


IBDR
iShares iBonds Dec 2026 Term Corporate ETF
Expense ratio chart for IBDR: 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 BSCQ: 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

IBDR vs. BSCQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) 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.


Sharpe ratio
The chart of Sharpe ratio for IBDR, currently valued at 2.94, compared to the broader market0.002.004.002.942.92
The chart of Sortino ratio for IBDR, currently valued at 4.57, compared to the broader market-2.000.002.004.006.008.0010.004.574.39
The chart of Omega ratio for IBDR, currently valued at 1.63, compared to the broader market0.501.001.502.002.503.001.631.60
The chart of Calmar ratio for IBDR, currently valued at 1.06, compared to the broader market0.005.0010.0015.001.061.04
The chart of Martin ratio for IBDR, currently valued at 19.19, compared to the broader market0.0020.0040.0060.0080.00100.0019.1920.74
IBDR
BSCQ

The current IBDR Sharpe Ratio is 2.94, which is comparable to the BSCQ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of IBDR and BSCQ, 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 Ratio2.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.94
2.92
IBDR
BSCQ

Dividends

IBDR vs. BSCQ - Dividend Comparison

IBDR's dividend yield for the trailing twelve months is around 4.15%, more than BSCQ's 3.68% yield.


TTM20232022202120202019201820172016
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.15%3.41%2.45%2.10%2.62%3.25%3.56%3.22%0.86%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
3.68%3.54%2.54%1.91%2.43%3.18%3.33%2.91%0.69%

Drawdowns

IBDR vs. BSCQ - Drawdown Comparison

The maximum IBDR drawdown since its inception was -16.06%, roughly equal to the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for IBDR and BSCQ. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.18%
-0.23%
IBDR
BSCQ

Volatility

IBDR vs. BSCQ - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) is 0.40%, while Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) has a volatility of 0.44%. This indicates that IBDR experiences smaller price fluctuations and is considered to be less risky than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.30%0.40%0.50%0.60%JulyAugustSeptemberOctoberNovemberDecember
0.40%
0.44%
IBDR
BSCQ
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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.

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