IBDV vs. BSCR
IBDV (iShares iBonds Dec 2030 Term Corporate ETF) and BSCR (Invesco BulletShares 2027 Corporate Bond ETF) are both Corporate Bonds funds - IBDV tracks the Bloomberg December 2030 Maturity Corporate Index while BSCR tracks the NASDAQ Bulletshares® USD Corporate Bond 2027 Index. Both are passively managed. Over the past 5 years, IBDV returned 0.95%/yr vs 1.41%/yr for BSCR. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
IBDV vs. BSCR - Performance Comparison
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Returns By Period
In the year-to-date period, IBDV achieves a 0.30% return, which is significantly lower than BSCR's 1.27% return.
IBDV
- 1D
- -0.11%
- 1M
- 0.12%
- YTD
- 0.30%
- 6M
- 0.51%
- 1Y
- 4.91%
- 3Y*
- 5.56%
- 5Y*
- 0.95%
- 10Y*
- —
BSCR
- 1D
- 0.00%
- 1M
- 0.36%
- YTD
- 1.27%
- 6M
- 1.69%
- 1Y
- 4.61%
- 3Y*
- 5.18%
- 5Y*
- 1.41%
- 10Y*
- —
IBDV vs. BSCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.30% | 8.19% | 3.42% | 8.51% | -14.67% | -2.64% | 5.33% |
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 1.27% | 5.77% | 4.52% | 6.41% | -9.56% | -1.72% | 4.21% |
Correlation
The correlation between IBDV and BSCR is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020 | 0.86 |
Over the past year, the correlation between IBDV and BSCR has dropped to 0.66 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
IBDV vs. BSCR — Risk / Return Rank
IBDV
BSCR
IBDV vs. BSCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.
| IBDV | BSCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -5.49 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 2.14 | -0.83 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 11.08 | -8.69 |
| Martin ratioReturn relative to average drawdown | 8.25 | 46.99 | -38.74 |
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
| IBDV | BSCR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 4.31 | -2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.35 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.59 | -0.42 |
Drawdowns
IBDV vs. BSCR - Drawdown Comparison
The maximum IBDV drawdown since its inception was -21.85%, which is greater than BSCR's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for IBDV and BSCR.
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Drawdown Indicators
| IBDV | BSCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -17.26% | -4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.07% | -0.42% | -1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -5.64% | -2.41% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -21.54% | -14.87% | -6.67% |
Current DrawdownCurrent decline from peak | -0.93% | 0.00% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -3.35% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 0.10% | +0.50% |
Volatility
IBDV vs. BSCR - Volatility Comparison
iShares iBonds Dec 2030 Term Corporate ETF (IBDV) has a higher volatility of 0.83% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.19%. This indicates that IBDV's price experiences larger fluctuations and is considered to be riskier than BSCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDV | BSCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.83% | 0.19% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 0.59% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.91% | 1.08% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.44% | 4.09% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.27% | 5.35% | +0.92% |
IBDV vs. BSCR - Expense Ratio Comparison
Both IBDV and BSCR 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
IBDV vs. BSCR - Dividend Comparison
IBDV's dividend yield for the trailing twelve months is around 4.60%, more than BSCR's 4.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 4.29% | 4.26% | 4.27% | 3.74% | 2.65% | 2.12% | 2.46% | 3.11% | 3.35% | 0.78% |
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 4.60% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBDV and BSCR have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBDV has higher volatility (0.83%) compared to BSCR (0.19%). In terms of maximum drawdown, IBDV dropped -21.85% vs BSCR's -17.26%.
On 5-year performance, BSCR leads with 1.41% vs 0.95% for IBDV. Both ETFs have the same 0.10% expense ratio. On volatility, BSCR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BSCR has performed better with a 1.41% return vs 0.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDV and BSCR have the same expense ratio: 0.10% per year.
IBDV has the higher dividend yield at 4.60%, compared with 4.29% for BSCR.
IBDV tracks Bloomberg December 2030 Maturity Corporate Index, while BSCR tracks NASDAQ Bulletshares® USD Corporate Bond 2027 Index. They also come from different issuers: iShares and Invesco.
BSCR currently has the higher Sharpe Ratio (4.31 vs 1.69), 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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