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IBDT vs. BSCS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBDT vs. BSCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Invesco BulletShares 2028 Corporate Bond ETF (BSCS). The values are adjusted to include any dividend payments, if applicable.

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IBDT vs. BSCS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
0.24%7.02%3.97%7.72%-11.42%-1.90%9.62%15.15%1.19%
BSCS
Invesco BulletShares 2028 Corporate Bond ETF
0.21%7.04%3.87%7.62%-11.24%-1.89%10.17%15.41%0.10%

Returns By Period

In the year-to-date period, IBDT achieves a 0.24% return, which is significantly higher than BSCS's 0.21% return.


IBDT

1D
0.20%
1M
-0.50%
YTD
0.24%
6M
1.53%
1Y
4.95%
3Y*
5.15%
5Y*
1.57%
10Y*

BSCS

1D
0.21%
1M
-0.58%
YTD
0.21%
6M
1.47%
1Y
4.93%
3Y*
5.10%
5Y*
1.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBDT vs. BSCS - Expense Ratio Comparison

Both IBDT and BSCS 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%.


Return for Risk

IBDT vs. BSCS — Risk / Return Rank

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

IBDT
IBDT Risk / Return Rank: 9595
Overall Rank
IBDT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9696
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9696
Omega Ratio Rank
IBDT Calmar Ratio Rank: 9494
Calmar Ratio Rank
IBDT Martin Ratio Rank: 9696
Martin Ratio Rank

BSCS
BSCS Risk / Return Rank: 9595
Overall Rank
BSCS Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BSCS Sortino Ratio Rank: 9696
Sortino Ratio Rank
BSCS Omega Ratio Rank: 9696
Omega Ratio Rank
BSCS Calmar Ratio Rank: 9494
Calmar Ratio Rank
BSCS Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBDT vs. BSCS - 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 2028 Corporate Bond ETF (BSCS). 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.


IBDTBSCSDifference

Sharpe ratio

Return per unit of total volatility

2.29

2.18

+0.11

Sortino ratio

Return per unit of downside risk

3.35

3.26

+0.09

Omega ratio

Gain probability vs. loss probability

1.51

1.49

+0.02

Calmar ratio

Return relative to maximum drawdown

3.79

3.64

+0.15

Martin ratio

Return relative to average drawdown

16.76

16.51

+0.25

IBDT vs. BSCS - Sharpe Ratio Comparison

The current IBDT Sharpe Ratio is 2.29, which is comparable to the BSCS Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of IBDT and BSCS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBDTBSCSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.18

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.32

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.59

+0.01

Correlation

The correlation between IBDT and BSCS is 0.86, 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.


Dividends

IBDT vs. BSCS - Dividend Comparison

IBDT's dividend yield for the trailing twelve months is around 4.57%, more than BSCS's 4.48% yield.


TTM20252024202320222021202020192018
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
4.57%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%
BSCS
Invesco BulletShares 2028 Corporate Bond ETF
4.48%4.46%4.54%3.90%2.72%2.14%2.50%3.04%1.42%

Drawdowns

IBDT vs. BSCS - Drawdown Comparison

The maximum IBDT drawdown since its inception was -17.79%, roughly equal to the maximum BSCS drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for IBDT and BSCS.


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Drawdown Indicators


IBDTBSCSDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-18.40%

+0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

-1.37%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.68%

-17.63%

-0.05%

Current Drawdown

Current decline from peak

-0.50%

-0.58%

+0.08%

Average Drawdown

Average peak-to-trough decline

-4.25%

-4.29%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

0.30%

0.00%

Volatility

IBDT vs. BSCS - Volatility Comparison

iShares iBonds Dec 2028 Term Corporate ETF (IBDT) has a higher volatility of 0.73% compared to Invesco BulletShares 2028 Corporate Bond ETF (BSCS) at 0.67%. This indicates that IBDT's price experiences larger fluctuations and is considered to be riskier than BSCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDTBSCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

0.67%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

1.02%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.17%

2.27%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.11%

4.95%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

6.31%

+0.13%