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IBDX vs. BSCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDX vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2032 Term Corporate ETF (IBDX) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBDX achieves a 0.16% return, which is significantly lower than BSCQ's 1.55% return.


IBDX

1D
-0.20%
1M
0.16%
YTD
0.16%
6M
0.26%
1Y
5.93%
3Y*
5.73%
5Y*
10Y*

BSCQ

1D
0.08%
1M
0.34%
YTD
1.55%
6M
1.92%
1Y
4.41%
3Y*
5.06%
5Y*
1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDX vs. BSCQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBDX
iShares iBonds Dec 2032 Term Corporate ETF
0.16%9.05%2.39%9.42%-1.80%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.55%5.02%4.86%5.71%-0.37%

Correlation

The correlation between IBDX and BSCQ is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.73

Over the past year, the correlation between IBDX and BSCQ has dropped to 0.10 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

IBDX vs. BSCQ — Risk / Return Rank

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

IBDX
IBDX Risk / Return Rank: 4545
Overall Rank
IBDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IBDX Sortino Ratio Rank: 4848
Sortino Ratio Rank
IBDX Omega Ratio Rank: 4545
Omega Ratio Rank
IBDX Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBDX Martin Ratio Rank: 4444
Martin Ratio Rank

BSCQ
BSCQ Risk / Return Rank: 9999
Overall Rank
BSCQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BSCQ Sortino Ratio Rank: 9999
Sortino Ratio Rank
BSCQ Omega Ratio Rank: 9999
Omega Ratio Rank
BSCQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
BSCQ Martin Ratio Rank: 9999
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.

IBDX vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Corporate ETF (IBDX) 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.


IBDXBSCQDifference
Sharpe ratioReturn per unit of total volatility

-5.51

Sortino ratioReturn per unit of downside risk

-12.90

Omega ratioGain probability vs. loss probability

1.28

3.45

-2.17

Calmar ratioReturn relative to maximum drawdown

2.16

43.24

-41.08

Martin ratioReturn relative to average drawdown

7.01

179.65

-172.64

IBDX vs. BSCQ - Sharpe Ratio Comparison

The current IBDX Sharpe Ratio is 1.55, which is lower than the BSCQ Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of IBDX and BSCQ, 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


IBDXBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

7.06

-5.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.60

+0.04

Drawdowns

IBDX vs. BSCQ - Drawdown Comparison

The maximum IBDX drawdown since its inception was -12.51%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for IBDX and BSCQ.


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Drawdown Indicators


IBDXBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-12.51%

-16.50%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-0.10%

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-7.09%

-1.13%

-5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Current Drawdown

Current decline from peak

-1.43%

0.00%

-1.43%

Average Drawdown

Average peak-to-trough decline

-2.39%

-2.85%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.02%

+0.83%

Volatility

IBDX vs. BSCQ - Volatility Comparison

iShares iBonds Dec 2032 Term Corporate ETF (IBDX) has a higher volatility of 1.18% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.17%. This indicates that IBDX'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


IBDXBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

0.17%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

0.43%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

0.63%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

3.30%

+4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

4.77%

+2.69%

IBDX vs. BSCQ - Expense Ratio Comparison

Both IBDX 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

IBDX vs. BSCQ - Dividend Comparison

IBDX's dividend yield for the trailing twelve months is around 4.83%, more than BSCQ's 4.12% yield.


PositionTTM2025202420232022202120202019201820172016
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%
IBDX
iShares iBonds Dec 2032 Term Corporate ETF
4.83%4.81%5.02%4.59%2.39%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBDX and BSCQ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBDX has higher volatility (1.18%) compared to BSCQ (0.17%). In terms of maximum drawdown, IBDX dropped -12.51% vs BSCQ's -16.50%.

On 3-year performance, IBDX leads with 5.73% vs 5.06% for BSCQ. 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 3-year period, IBDX has performed better with a 5.73% return vs 5.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDX and BSCQ have the same expense ratio: 0.10% per year.

IBDX has the higher dividend yield at 4.83%, compared with 4.12% for BSCQ.

IBDX tracks Bloomberg December 2032 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 1.55), 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.

Portfolio Optimizer

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