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IBMQ vs. BSCP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMQ vs. BSCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBMQ

1D
0.00%
1M
0.52%
YTD
0.93%
6M
1.12%
1Y
3.24%
3Y*
2.84%
5Y*
0.55%
10Y*

BSCP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMQ vs. BSCP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBMQ
iShares iBonds Dec 2028 Term Muni Bond ETF
0.93%4.09%0.71%4.00%-6.73%-0.26%6.93%5.24%
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
0.00%4.19%5.06%5.11%-5.99%-1.37%8.10%7.18%

Correlation

The correlation between IBMQ and BSCP is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.42

The correlation between IBMQ and BSCP shifts across timeframes, from -0.12 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBMQ vs. BSCP — Risk / Return Rank

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

IBMQ
IBMQ Risk / Return Rank: 7878
Overall Rank
IBMQ Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IBMQ Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBMQ Omega Ratio Rank: 9292
Omega Ratio Rank
IBMQ Calmar Ratio Rank: 6464
Calmar Ratio Rank
IBMQ Martin Ratio Rank: 4949
Martin Ratio Rank

BSCP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IBMQ vs. BSCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) and Invesco BulletShares 2025 Corporate Bond ETF (BSCP). 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.


IBMQBSCPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.57

Calmar ratioReturn relative to maximum drawdown

2.89

Martin ratioReturn relative to average drawdown

7.58

IBMQ vs. BSCP - Sharpe Ratio Comparison


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Drawdowns

IBMQ vs. BSCP - Drawdown Comparison


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Drawdown Indicators


IBMQBSCPDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-11.51%

Current Drawdown

Current decline from peak

-0.09%

Average Drawdown

Average peak-to-trough decline

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

Volatility

IBMQ vs. BSCP - Volatility Comparison


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Volatility by Period


IBMQBSCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.26%

Volatility (6M)

Calculated over the trailing 6-month period

0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

IBMQ vs. BSCP - Expense Ratio Comparison

IBMQ has a 0.18% expense ratio, which is higher than BSCP's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBMQ vs. BSCP - Dividend Comparison

IBMQ's dividend yield for the trailing twelve months is around 2.44%, more than BSCP's 1.92% yield.


PositionTTM20252024202320222021202020192018201720162015
BSCP
Invesco BulletShares 2025 Corporate Bond ETF
1.92%3.99%3.96%3.39%2.24%1.93%2.42%3.12%3.26%2.93%2.94%0.75%
IBMQ
iShares iBonds Dec 2028 Term Muni Bond ETF
2.44%2.43%2.33%1.93%1.25%1.05%1.24%1.03%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBMQ and BSCP have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BSCP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSCP is cheaper with a 0.10% expense ratio, compared with 0.18% for IBMQ.

IBMQ has the higher dividend yield at 2.44%, compared with 1.92% for BSCP.

IBMQ is categorized as Municipal Bonds, while BSCP is Corporate Bonds. IBMQ tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2028 Index, while BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for IBMQ and 0.10% for BSCP.

Portfolio Optimizer

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