IBDY vs. BSCR
IBDY (iShares iBonds Dec 2033 Term Corporate ETF) and BSCR (Invesco BulletShares 2027 Corporate Bond ETF) are both Corporate Bonds funds - IBDY tracks the Bloomberg December 2033 Maturity Corporate Index while BSCR tracks the NASDAQ Bulletshares® USD Corporate Bond 2027 Index. Both are passively managed. Over the past 3 years, IBDY returned 5.91%/yr vs 5.52%/yr for BSCR. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.
Performance
IBDY vs. BSCR - Performance Comparison
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Returns By Period
In the year-to-date period, IBDY achieves a -0.03% return, which is significantly lower than BSCR's 1.60% return.
IBDY
- 1D
- -0.08%
- 1M
- -0.34%
- 6M
- -0.11%
- YTD
- -0.03%
- 1Y
- 4.60%
- 3Y*
- 5.91%
- 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*
- —
IBDY vs. BSCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBDY iShares iBonds Dec 2033 Term Corporate ETF | -0.03% | 9.41% | 2.02% | 5.10% |
BSCR Invesco BulletShares 2027 Corporate Bond ETF | 1.60% | 5.77% | 4.52% | 4.35% |
Correlation
The correlation between IBDY and BSCR is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2023 | 0.78 |
The correlation between IBDY and BSCR shifts across timeframes, from 0.63 (1 year) to 0.78 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IBDY vs. BSCR — Risk / Return Rank
IBDY
BSCR
IBDY vs. BSCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2033 Term Corporate ETF (IBDY) 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.
| IBDY | BSCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.33 | ||
| Sortino ratioReturn per unit of downside risk | -6.64 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 2.18 | -1.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 10.47 | -9.00 |
| Martin ratioReturn relative to average drawdown | 4.35 | 46.19 | -41.84 |
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Drawdowns
IBDY vs. BSCR - Drawdown Comparison
The maximum IBDY drawdown since its inception was -7.53%, smaller than the maximum BSCR drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for IBDY and BSCR.
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Drawdown Indicators
| IBDY | BSCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.53% | -17.26% | +9.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -0.42% | -2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -7.44% | -2.27% | -5.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.87% | — |
Current DrawdownCurrent decline from peak | -1.56% | 0.00% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -1.56% | -3.31% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 0.09% | +0.87% |
Volatility
IBDY vs. BSCR - Volatility Comparison
iShares iBonds Dec 2033 Term Corporate ETF (IBDY) has a higher volatility of 1.23% compared to Invesco BulletShares 2027 Corporate Bond ETF (BSCR) at 0.20%. This indicates that IBDY'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
| IBDY | BSCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 0.20% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.14% | 0.60% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.12% | 1.01% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.30% | 4.08% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 5.32% | +0.98% |
IBDY vs. BSCR - Expense Ratio Comparison
Both IBDY 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
IBDY vs. BSCR - Dividend Comparison
IBDY's dividend yield for the trailing twelve months is around 4.92%, 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% |
IBDY iShares iBonds Dec 2033 Term Corporate ETF | 4.92% | 4.87% | 5.02% | 2.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBDY and BSCR have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBDY has higher volatility (1.23%) compared to BSCR (0.20%). In terms of maximum drawdown, IBDY dropped -7.53% vs BSCR's -17.26%.
On 3-year performance, IBDY leads with 5.91% 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, IBDY has performed better with a 5.91% return vs 5.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDY and BSCR have the same expense ratio: 0.10% per year.
IBDY has the higher dividend yield at 4.92%, compared with 4.28% for BSCR.
IBDY tracks Bloomberg December 2033 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 1.01), 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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