Data as of Oct 28, 2026.
BSCS vs IBDV: Differences, Returns & Fees
BSCS's duration was 1.8 years on May 31, 2026 and IBDV's 3.4 on Jul 31, 2026; both charge 0.10%.
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Net assets: $3.5bn on Oct 27, 2026 for Invesco BulletShares 2028 Corporate Bond ETF, and $3.4bn on Oct 28, 2026 for iShares iBonds Dec 2030 Term Corporate ETF.
Pair scorecard
Both cost 0.10% a year; their one-year returns differ by 2.3 points.
Points (pts) are percentage points.
| Measure | BSCS | IBDV |
|---|---|---|
| Return | ||
| Total return, 1 year | +2.4% | +0.1% |
| Benchmark | ||
| What it tracks | Invesco BulletShares USD Corporate Bond 2028 Index | Bloomberg December 2030 Maturity Corporate Index |
| Cost and size | ||
| Expense ratio | 0.10% | 0.10% |
| Net assets, as of Oct 27, 2026 | $3.5bn | $3.4bn |
| Holdings | ||
| Holdings in common | 0% | |
Holdings in common uses holdings dated May 31, 2026 and Jul 31, 2026. Method
Risk and return
Jul 2, 2020 to Oct 23, 2026 · 329 weekly returnsEach against its own benchmark: BSCS against AGG, Aug 17, 2018 to Oct 23, 2026; IBDV against IUSB, Jul 2, 2020 to Oct 23, 2026.
BSCS returned more: +9.9% to +4.8%. BSCS swung less: 4.4% to 5.9%. BSCS fell less at its worst: −16.7% to −21.4%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | BSCS | IBDV | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +9.9% | +4.8% | BSCS | Price change plus distributions, reinvested. |
| Annualized | +1.5% | +0.7% | BSCS | Total return as a yearly rate. |
| Price return | −12.4% | −16.5% | BSCS | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 4.4% | 5.9% | BSCS | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 3.2% | 4.4% | BSCS | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −16.7% | −21.4% | BSCS | Deepest fall from a high to the low after it. |
| Upside capture | 93.0% | 113.3% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 82.2% | 106.2% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.03 | 1.09 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.58 | 0.91 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | −0.35 | −0.37 | BSCS (slight) | Return above Treasury bills per unit of volatility. |
| Sortino | −0.47 | −0.50 | BSCS (slight) | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.010 | −0.020 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.09 | 0.03 | BSCS | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | AGG | IUSB | The ETF each fund is measured against. | |
| Alpha | +2.1% a year | +0.9% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.18 | 1.23 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −1.4% to +5.5% | −0.5% to +2.3% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.40 | 0.34 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 5.0% | 1.9% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 329 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, BSCS and IBDV hold 0% of their money in the same securities at the same weight. Holdings dated May 31, 2026 and Jul 31, 2026.
half
0% in common
Only in one fund ↓
Side by side
BSCS and IBDV on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
BSCS and IBDV are built for the same job. How do they differ in cost, holdings and results?
- What each follows. BSCS follows Invesco BulletShares USD Corporate Bond 2028 Index and IBDV follows Bloomberg December 2030 Maturity Corporate Index.
- Holdings in common. 0% of the weight is in the same securities (holdings dated May 31, 2026 and Jul 31, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 BSCS returned +2.4% and IBDV +0.1% with distributions reinvested, a gap of 2.3 points.
Data as of Oct 28, 2026.
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BSCS
BSCS tracks an index. Over the year to Oct 28, 2026 it returned +2.4% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Bond Index. The prospectus expense ratio is 0.10% a year.
IBDV
IBDV tracks an index. Over the year to Oct 28, 2026 it returned +0.1% with distributions reinvested, against −1.2% for its benchmark, the Bloomberg U.S. Universal Index.
Questions people ask
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, BSCS against IBDV, data as of Oct 28, 2026. https://etfiq.com/compare/any/bscs-vs-ibdv
ETFIQ. (Oct 28, 2026). BSCS against IBDV. Retrieved from https://etfiq.com/compare/any/bscs-vs-ibdv
[BSCS against IBDV (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/bscs-vs-ibdv)
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