IEI vs. BSCP
IEI (iShares 3-7 Year Treasury Bond ETF) and BSCP (Invesco BulletShares 2025 Corporate Bond ETF) are both exchange-traded funds - IEI is a Government Bonds fund tracking the ICE U.S. Treasury 3-7 Year Bond Index, while BSCP is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2025 Index. Both are passively managed. A 0.61 correlation means they provide meaningful diversification when combined. IEI charges 0.15%/yr vs 0.10%/yr for BSCP.
Performance
IEI vs. BSCP - Performance Comparison
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Returns By Period
IEI
- 1D
- 0.25%
- 1M
- -0.09%
- 6M
- -0.44%
- YTD
- -0.39%
- 1Y
- 2.62%
- 3Y*
- 3.66%
- 5Y*
- 0.18%
- 10Y*
- 1.22%
BSCP
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IEI vs. BSCP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | -0.39% | 6.96% | 1.81% | 4.42% | -9.51% | -2.54% | 6.95% | 5.71% | 1.36% | 1.22% |
BSCP Invesco BulletShares 2025 Corporate Bond ETF | 0.00% | 4.19% | 5.06% | 5.11% | -5.99% | -1.37% | 8.10% | 12.76% | -1.90% | 5.75% |
Correlation
The correlation between IEI and BSCP is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 2015 | 0.61 |
Over the past year, the correlation between IEI and BSCP has dropped to 0.03 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
IEI vs. BSCP — Risk / Return Rank
IEI
BSCP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IEI vs. BSCP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) 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.
| IEI | BSCP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | — | — |
| Martin ratioReturn relative to average drawdown | 2.64 | — | — |
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Drawdowns
IEI vs. BSCP - Drawdown Comparison
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Drawdown Indicators
| IEI | BSCP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.60% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -3.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.60% | — | — |
Current DrawdownCurrent decline from peak | -1.83% | — | — |
Average DrawdownAverage peak-to-trough decline | -2.67% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | — | — |
Volatility
IEI vs. BSCP - Volatility Comparison
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Volatility by Period
| IEI | BSCP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.04% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.79% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.93% | — | — |
IEI vs. BSCP - Expense Ratio Comparison
IEI has a 0.15% 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
IEI vs. BSCP - Dividend Comparison
IEI's dividend yield for the trailing twelve months is around 3.67%, more than BSCP's 1.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.67% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
Frequently Asked Questions
IEI and BSCP have a correlation of 0.03, 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 0.15% for IEI.
IEI has the higher dividend yield at 3.67%, compared with 1.92% for BSCP.
IEI is categorized as Government Bonds, while BSCP is Corporate Bonds. IEI tracks ICE U.S. Treasury 3-7 Year Bond Index, while BSCP tracks NASDAQ BulletShares USD Corporate Bond 2025 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for IEI and 0.10% for BSCP.
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