IBDS vs. BSCZ
IBDS (iShares iBonds Dec 2027 Term Corporate ETF) and BSCZ (Invesco BulletShares 2035 Corporate Bond ETF) are both Corporate Bonds funds - IBDS tracks the Bloomberg Barclays December 2027 Maturity Corporate Index while BSCZ tracks the BulletShares® USD Corporate Bond 2035 Index. Both are passively managed. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.
Performance
IBDS vs. BSCZ - Performance Comparison
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Returns By Period
In the year-to-date period, IBDS achieves a 1.23% return, which is significantly higher than BSCZ's 0.18% return.
IBDS
- 1D
- -0.04%
- 1M
- 0.31%
- YTD
- 1.23%
- 6M
- 1.61%
- 1Y
- 4.57%
- 3Y*
- 5.28%
- 5Y*
- 1.45%
- 10Y*
- —
BSCZ
- 1D
- -0.24%
- 1M
- 0.42%
- YTD
- 0.18%
- 6M
- -0.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDS vs. BSCZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 1.23% | 3.17% |
BSCZ Invesco BulletShares 2035 Corporate Bond ETF | 0.18% | 5.67% |
Correlation
The correlation between IBDS and BSCZ is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025 | 0.69 |
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Return for Risk
IBDS vs. BSCZ — Risk / Return Rank
IBDS
BSCZ
IBDS vs. BSCZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Corporate ETF (IBDS) and Invesco BulletShares 2035 Corporate Bond ETF (BSCZ). 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.
| IBDS | BSCZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 2.09 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 10.55 | — | — |
| Martin ratioReturn relative to average drawdown | 48.73 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBDS | BSCZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.19 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.21 | -0.64 |
Drawdowns
IBDS vs. BSCZ - Drawdown Comparison
The maximum IBDS drawdown since its inception was -16.75%, which is greater than BSCZ's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for IBDS and BSCZ.
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Drawdown Indicators
| IBDS | BSCZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.75% | -3.28% | -13.47% |
Max Drawdown (1Y)Largest decline over 1 year | -0.43% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -2.27% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -14.98% | — | — |
Current DrawdownCurrent decline from peak | -0.06% | -1.46% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -0.75% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.09% | — | — |
Volatility
IBDS vs. BSCZ - Volatility Comparison
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Volatility by Period
| IBDS | BSCZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.15% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.64% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.10% | 4.98% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.18% | 4.98% | -0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.55% | 4.98% | +0.57% |
IBDS vs. BSCZ - Expense Ratio Comparison
Both IBDS and BSCZ 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
IBDS vs. BSCZ - Dividend Comparison
IBDS's dividend yield for the trailing twelve months is around 4.32%, more than BSCZ's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BSCZ Invesco BulletShares 2035 Corporate Bond ETF | 4.09% | 2.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.32% | 4.36% | 4.37% | 3.81% | 2.87% | 2.19% | 2.66% | 3.32% | 3.66% | 0.97% |
Frequently Asked Questions
IBDS and BSCZ have a correlation of 0.69, 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.
IBDS and BSCZ have the same expense ratio: 0.10% per year.
IBDS has the higher dividend yield at 4.32%, compared with 4.09% for BSCZ.
IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index, while BSCZ tracks BulletShares® USD Corporate Bond 2035 Index. They also come from different issuers: iShares and Invesco.
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