IBDT vs. BSCQ
IBDT (iShares iBonds Dec 2028 Term Corporate ETF) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both Corporate Bonds funds - IBDT tracks the Bloomberg December 2028 Maturity Corporate Index while BSCQ tracks the NASDAQ BulletShares USD Corporate Bond 2026 Index. Both are passively managed. Over the past 5 years, IBDT returned 1.39%/yr vs 1.47%/yr for BSCQ. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.
Performance
IBDT vs. BSCQ - Performance Comparison
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Returns By Period
In the year-to-date period, IBDT achieves a 0.78% return, which is significantly lower than BSCQ's 1.55% return.
IBDT
- 1D
- -0.06%
- 1M
- 0.27%
- YTD
- 0.78%
- 6M
- 1.15%
- 1Y
- 4.55%
- 3Y*
- 5.51%
- 5Y*
- 1.39%
- 10Y*
- —
BSCQ
- 1D
- 0.08%
- 1M
- 0.34%
- YTD
- 1.55%
- 6M
- 1.92%
- 1Y
- 4.41%
- 3Y*
- 5.06%
- 5Y*
- 1.47%
- 10Y*
- —
IBDT vs. BSCQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 0.78% | 7.02% | 3.97% | 7.72% | -11.42% | -1.90% | 9.62% | 15.15% | 1.19% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 1.55% | 5.02% | 4.86% | 5.71% | -8.31% | -1.68% | 9.41% | 13.94% | 0.41% |
Correlation
The correlation between IBDT and BSCQ is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2018 | 0.77 |
Over the past year, the correlation between IBDT and BSCQ has dropped to 0.12 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
IBDT vs. BSCQ — Risk / Return Rank
IBDT
BSCQ
IBDT vs. BSCQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) 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.
| IBDT | BSCQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.81 | 7.06 | -4.24 |
Sortino ratioReturn per unit of downside risk | 4.50 | 15.22 | -10.72 |
Omega ratioGain probability vs. loss probability | 1.59 | 3.45 | -1.86 |
Calmar ratioReturn relative to maximum drawdown | 4.44 | 43.24 | -38.80 |
Martin ratioReturn relative to average drawdown | 20.21 | 179.65 | -159.44 |
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
| IBDT | BSCQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.81 | 7.06 | -4.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.45 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.60 | +0.01 |
Drawdowns
IBDT vs. BSCQ - Drawdown Comparison
The maximum IBDT drawdown since its inception was -17.79%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for IBDT and BSCQ.
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Drawdown Indicators
| IBDT | BSCQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -16.50% | -1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -0.10% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -3.19% | -1.13% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -17.68% | -13.02% | -4.66% |
Current DrawdownCurrent decline from peak | -0.09% | 0.00% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -2.85% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 0.02% | +0.21% |
Volatility
IBDT vs. BSCQ - Volatility Comparison
iShares iBonds Dec 2028 Term Corporate ETF (IBDT) has a higher volatility of 0.34% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.17%. This indicates that IBDT's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDT | BSCQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 0.17% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.04% | 0.43% | +0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.62% | 0.63% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.07% | 3.30% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 4.77% | +1.60% |
IBDT vs. BSCQ - Expense Ratio Comparison
Both IBDT 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%.
Dividends
IBDT vs. BSCQ - Dividend Comparison
IBDT's dividend yield for the trailing twelve months is around 4.55%, more than BSCQ's 4.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 4.12% | 4.14% | 4.05% | 3.53% | 2.54% | 1.91% | 2.42% | 2.96% | 3.32% | 2.92% | 0.51% |
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 4.55% | 4.56% | 4.67% | 4.10% | 3.25% | 2.45% | 2.80% | 3.32% | 1.47% | 0.00% | 0.00% |
Frequently Asked Questions
IBDT and BSCQ have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBDT has higher volatility (0.34%) compared to BSCQ (0.17%). In terms of maximum drawdown, IBDT dropped -17.79% vs BSCQ's -16.50%.
On 5-year performance, BSCQ leads with 1.47% vs 1.39% for IBDT. Both ETFs have the same 0.10% expense ratio. On volatility, BSCQ has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BSCQ has performed better with a 1.47% return vs 1.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDT and BSCQ have the same expense ratio: 0.10% per year.
IBDT has the higher dividend yield at 4.55%, compared with 4.12% for BSCQ.
IBDT tracks Bloomberg December 2028 Maturity Corporate Index, while BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index. They also come from different issuers: iShares and Invesco.
BSCQ currently has the higher Sharpe Ratio (7.06 vs 2.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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