IBDZ vs. BSCQ
IBDZ (iShares iBonds Dec 2034 Term Corporate ETF) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both Corporate Bonds funds - IBDZ tracks the iBonds Dec 2034 Term Corporate Index while BSCQ tracks the NASDAQ BulletShares USD Corporate Bond 2026 Index. Both are passively managed. Over the past year, IBDZ returned 6.65% vs 4.41% for BSCQ. At a 0.39 correlation, their price movements are largely independent. Both charge a 0.10% expense ratio.
Performance
IBDZ vs. BSCQ - Performance Comparison
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Returns By Period
In the year-to-date period, IBDZ achieves a 0.34% return, which is significantly lower than BSCQ's 1.55% return.
IBDZ
- 1D
- -0.19%
- 1M
- 0.37%
- YTD
- 0.34%
- 6M
- 0.33%
- 1Y
- 6.65%
- 3Y*
- —
- 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*
- —
IBDZ vs. BSCQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBDZ iShares iBonds Dec 2034 Term Corporate ETF | 0.34% | 8.84% | 4.23% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 1.55% | 5.02% | 4.14% |
Correlation
The correlation between IBDZ and BSCQ is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 28, 2024 | 0.39 |
Over the past year, the correlation between IBDZ and BSCQ has dropped to 0.06 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
IBDZ vs. BSCQ — Risk / Return Rank
IBDZ
BSCQ
IBDZ vs. BSCQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2034 Term Corporate ETF (IBDZ) 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.
| IBDZ | BSCQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.65 | ||
| Sortino ratioReturn per unit of downside risk | -13.14 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 3.45 | -2.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 43.24 | -41.04 |
| Martin ratioReturn relative to average drawdown | 7.12 | 179.65 | -172.52 |
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
| IBDZ | BSCQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 7.06 | -5.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.60 | +0.46 |
Drawdowns
IBDZ vs. BSCQ - Drawdown Comparison
The maximum IBDZ drawdown since its inception was -5.57%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for IBDZ and BSCQ.
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Drawdown Indicators
| IBDZ | BSCQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.57% | -16.50% | +10.93% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -0.10% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.02% | — |
Current DrawdownCurrent decline from peak | -1.26% | 0.00% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -2.85% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 0.02% | +0.92% |
Volatility
IBDZ vs. BSCQ - Volatility Comparison
iShares iBonds Dec 2034 Term Corporate ETF (IBDZ) has a higher volatility of 1.43% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.17%. This indicates that IBDZ'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
| IBDZ | BSCQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 0.17% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 3.32% | 0.43% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 0.63% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.27% | 3.30% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.27% | 4.77% | +1.50% |
IBDZ vs. BSCQ - Expense Ratio Comparison
Both IBDZ 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
IBDZ vs. BSCQ - Dividend Comparison
IBDZ's dividend yield for the trailing twelve months is around 4.86%, more than BSCQ's 4.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IBDZ iShares iBonds Dec 2034 Term Corporate ETF | 4.86% | 4.85% | 2.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBDZ and BSCQ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBDZ has higher volatility (1.43%) compared to BSCQ (0.17%). In terms of maximum drawdown, IBDZ dropped -5.57% vs BSCQ's -16.50%.
On 1-year performance, IBDZ leads with 6.65% vs 4.41% 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 1-year period, IBDZ has performed better with a 6.65% return vs 4.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDZ and BSCQ have the same expense ratio: 0.10% per year.
IBDZ has the higher dividend yield at 4.86%, compared with 4.12% for BSCQ.
IBDZ tracks iBonds Dec 2034 Term 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 1.41), 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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