IBDX vs. BSCR
IBDX (iShares iBonds Dec 2032 Term Corporate ETF) and BSCR (Invesco BulletShares 2027 Corporate Bond ETF) are both Corporate Bonds funds - IBDX tracks the Bloomberg December 2032 Maturity Corporate Index while BSCR tracks the NASDAQ Bulletshares® USD Corporate Bond 2027 Index. Both are passively managed. Over the past 3 years, IBDX returned 5.93%/yr vs 5.52%/yr for BSCR. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.10% expense ratio.
Performance
IBDX vs. BSCR - Performance Comparison
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Returns By Period
In the year-to-date period, IBDX achieves a 0.14% return, which is significantly lower than BSCR's 1.60% return.
IBDX
- 1D
- -0.16%
- 1M
- -0.22%
- 6M
- 0.06%
- YTD
- 0.14%
- 1Y
- 4.55%
- 3Y*
- 5.93%
- 5Y*
- —
- 10Y*
- —
BSCR
- 1D
- 0.03%
- 1M
- 0.28%
- 6M
- 1.60%
- YTD
- 1.60%
- 1Y
- 4.36%
- 3Y*
- 5.52%
- 5Y*
- 1.37%
- 10Y*
- —
IBDX vs. BSCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IBDX iShares iBonds Dec 2032 Term Corporate ETF | 0.14% | 9.05% | 2.39% | 9.42% | -1.92% |
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 1.60% | 5.77% | 4.52% | 6.41% | 0.02% |
Correlation
The correlation between IBDX and BSCR is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.85 |
The correlation between IBDX and BSCR shifts across timeframes, from 0.65 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBDX vs. BSCR — Risk / Return Rank
IBDX
BSCR
IBDX vs. BSCR - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBDX | BSCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -6.54 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 2.18 | -0.98 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 10.47 | -8.94 |
| Martin ratioReturn relative to average drawdown | 4.50 | 46.19 | -41.69 |
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Drawdowns
IBDX vs. BSCR - Drawdown Comparison
The maximum IBDX drawdown since its inception was -12.51%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for IBDX and BSCR.
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Drawdown Indicators
| IBDX | BSCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.51% | -17.26% | +4.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -0.42% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -7.09% | -2.27% | -4.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.87% | — |
Current DrawdownCurrent decline from peak | -1.45% | 0.00% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -3.31% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.09% | +0.84% |
Volatility
IBDX vs. BSCR - Volatility Comparison
iShares iBonds Dec 2032 Term Corporate ETF (IBDX) has a higher volatility of 1.18% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.20%. This indicates that IBDX'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
| IBDX | BSCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 0.20% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 0.60% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 1.01% | +2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.39% | 4.08% | +3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.39% | 5.32% | +2.07% |
IBDX vs. BSCR - Expense Ratio Comparison
Both IBDX 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
IBDX vs. BSCR - Dividend Comparison
IBDX's dividend yield for the trailing twelve months is around 4.84%, more than BSCR's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 4.28% | 4.26% | 4.27% | 3.74% | 2.65% | 2.12% | 2.46% | 3.11% | 3.35% | 0.78% |
IBDX iShares iBonds Dec 2032 Term Corporate ETF | 4.84% | 4.81% | 5.02% | 4.59% | 2.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBDX and BSCR have a correlation of 0.65, 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 BSCR (0.20%). In terms of maximum drawdown, IBDX dropped -12.51% vs BSCR's -17.26%.
On 3-year performance, IBDX leads with 5.93% vs 5.52% for BSCR. Both ETFs have the same 0.10% expense ratio. On volatility, BSCR has been the lower-risk option at 0.20%. 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 5.93% return vs 5.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDX and BSCR have the same expense ratio: 0.10% per year.
IBDX has the higher dividend yield at 4.84%, compared with 4.28% for BSCR.
IBDX tracks Bloomberg December 2032 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 (4.34 vs 1.10), 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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