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IBDV vs. BSCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDV vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDV vs. BSCR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

IBDV
IBDV Risk / Return Rank: 5050
Overall Rank
IBDV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBDV Omega Ratio Rank: 4949
Omega Ratio Rank
IBDV Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBDV Martin Ratio Rank: 4949
Martin Ratio Rank

BSCR
BSCR Risk / Return Rank: 9797
Overall Rank
BSCR Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSCR Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSCR Omega Ratio Rank: 9898
Omega Ratio Rank
BSCR Calmar Ratio Rank: 9797
Calmar Ratio Rank
BSCR Martin Ratio Rank: 9797
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.

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.


IBDVBSCRDifference
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

IBDV vs. BSCR - Sharpe Ratio Comparison

The current IBDV Sharpe Ratio is 1.69, which is lower than the BSCR Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of IBDV and BSCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBDVBSCRDifference

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


IBDVBSCRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.93%

0.00%

-0.93%

Average Drawdown

Average peak-to-trough decline

-7.22%

-3.35%

-3.87%

Ulcer Index

Depth 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


IBDVBSCRDifference

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.


PositionTTM202520242023202220212020201920182017
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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