Data as of Oct 28, 2026.
BSCV vs IBDW: Differences, Returns & Fees
BSCV's duration was 4.4 years on May 31, 2026 and IBDW's 4.2 on Jul 31, 2026; both charge 0.10%.
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Net assets on Oct 27, 2026: $1.9bn for Invesco BulletShares 2031 Corporate Bond ETF and $2.7bn for iShares iBonds Dec 2031 Term Corporate ETF.
Pair scorecard
Both cost 0.10% a year; both returned −0.6% over a year; IBDW is 1.4 times larger.
Points (pts) are percentage points.
| Measure | BSCV | IBDW |
|---|---|---|
| Return | ||
| Total return, 1 year | −0.6% | −0.6% |
| Benchmark | ||
| What it tracks | Invesco BulletShares USD Corporate Bond 2031 Index | Bloomberg December 2031 Maturity Corporate Index |
| Cost and size | ||
| Expense ratio | 0.10% | 0.10% |
| Net assets, as of Oct 27, 2026 | $1.9bn | $2.7bn |
| Holdings | ||
| Holdings in common | 72% | |
Holdings in common uses holdings dated May 31, 2026 and Jul 31, 2026. Method
Risk and return
Sep 24, 2021 to Oct 23, 2026 · 265 weekly returnsEach against its own benchmark: BSCV against AGG, Sep 24, 2021 to Oct 23, 2026; IBDW against IUSB, Jul 2, 2021 to Oct 23, 2026.
IBDW returned more: 0.0% to −0.5%. BSCV and IBDW swung about the same: 7.1% and 7.0%. BSCV and IBDW fell about the same at their worst: −22.3% and −22.5%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | BSCV | IBDW | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | −0.5% | 0.0% | IBDW | Price change plus distributions, reinvested. |
| Annualized | −0.1% | 0.0% | IBDW | Total return as a yearly rate. |
| Price return | −20.1% | −19.9% | Tie | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 7.1% | 7.0% | Tie | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 5.3% | 5.3% | Tie | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −22.3% | −22.5% | Tie | Deepest fall from a high to the low after it. |
| Upside capture | 115.2% | 120.9% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 109.3% | 114.3% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.16 | 1.21 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.91 | 0.93 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | −0.53 | −0.52 | Tie | Return above Treasury bills per unit of volatility. |
| Sortino | −0.70 | −0.69 | Tie | Return above Treasury bills per unit of downside deviation. |
| Treynor | −0.032 | −0.028 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.00 | 0.00 | IBDW (slight) | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | AGG | IUSB | The ETF each fund is measured against. | |
| Alpha | +1.0% a year | +0.9% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.02 | 1.14 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.9% to +2.9% | −0.6% to +2.4% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.14 | 0.06 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.3% | 2.1% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 265 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, BSCV and IBDW hold 72% of their money in the same securities at the same weight. Holdings dated May 31, 2026 and Jul 31, 2026.
half
72% in common
Only in one fund ↓
Side by side
BSCV and IBDW on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
BSCV and IBDW do different jobs. What does each one do in a portfolio?
- What each follows. BSCV follows Invesco BulletShares USD Corporate Bond 2031 Index and IBDW follows Bloomberg December 2031 Maturity Corporate Index.
- Holdings in common (similar). 72% of the weight is in the same securities (holdings dated May 31, 2026 and Jul 31, 2026).
- One-year total return (similar). Over 1 year to Oct 28, 2026 BSCV returned −0.6% and IBDW −0.6% with distributions reinvested, a gap of 0.0 points.
Data as of Oct 28, 2026.
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BSCV
BSCV tracks an index. Over the year to Oct 28, 2026 it returned −0.6% 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.
IBDW
IBDW tracks an index. Over the year to Oct 28, 2026 it returned −0.6% 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, BSCV against IBDW, data as of Oct 28, 2026. https://etfiq.com/compare/any/bscv-vs-ibdw
ETFIQ. (Oct 28, 2026). BSCV against IBDW. Retrieved from https://etfiq.com/compare/any/bscv-vs-ibdw
[BSCV against IBDW (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/bscv-vs-ibdw)
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