Data as of Oct 28, 2026.
BSCV vs IBDX: Differences, Returns & Fees
BSCV's duration was 4.4 years on May 31, 2026 and IBDX's 5.0 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 $1.8bn for iShares iBonds Dec 2032 Term Corporate ETF.
Pair scorecard
Both cost 0.10% a year; their one-year returns differ by 0.6 points; BSCV is 1.1 times larger.
Points (pts) are percentage points.
| Measure | BSCV | IBDX |
|---|---|---|
| Return | ||
| Total return, 1 year | −0.6% | −1.2% |
| Benchmark | ||
| What it tracks | Invesco BulletShares USD Corporate Bond 2031 Index | Bloomberg December 2032 Maturity Corporate Index |
| Cost and size | ||
| Expense ratio | 0.10% | 0.10% |
| Net assets, as of Oct 27, 2026 | $1.9bn | $1.8bn |
| Holdings | ||
| Holdings in common | 0% | |
Holdings in common uses holdings dated May 31, 2026 and Jul 31, 2026. Method
Risk and return
Jul 8, 2022 to Oct 23, 2026 · 224 weekly returnsEach against its own benchmark: BSCV against AGG, Sep 24, 2021 to Oct 23, 2026; IBDX against IUSB, Jul 8, 2022 to Oct 23, 2026.
BSCV returned slightly more: +18.5% to +18.0%. BSCV swung slightly less: 6.6% to 6.9%. BSCV fell slightly less at its worst: −11.4% to −11.9%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | BSCV | IBDX | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +18.5% | +18.0% | BSCV (slight) | Price change plus distributions, reinvested. |
| Annualized | +4.0% | +3.9% | BSCV (slight) | Total return as a yearly rate. |
| Price return | −3.0% | −3.9% | BSCV | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 6.6% | 6.9% | BSCV (slight) | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 4.6% | 4.8% | BSCV (slight) | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −11.4% | −11.9% | BSCV (slight) | Deepest fall from a high to the low after it. |
| Upside capture | 115.2% | 124.5% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 109.3% | 114.8% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.16 | 1.22 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.91 | 0.95 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | −0.05 | −0.06 | BSCV | Return above Treasury bills per unit of volatility. |
| Sortino | −0.07 | −0.08 | BSCV | Return above Treasury bills per unit of downside deviation. |
| Treynor | −0.032 | −0.003 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.35 | 0.33 | BSCV (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 | +1.5% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.02 | 1.92 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.9% to +2.9% | 0.0% to +3.0% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.14 | 0.57 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.3% | 2.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 224 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, BSCV and IBDX 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
BSCV and IBDX on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
BSCV and IBDX are built for the same job. How do they differ in cost, holdings and results?
- What each follows. BSCV follows Invesco BulletShares USD Corporate Bond 2031 Index and IBDX follows Bloomberg December 2032 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 (similar). Over 1 year to Oct 28, 2026 BSCV returned −0.6% and IBDX −1.2% with distributions reinvested, a gap of 0.6 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.
IBDX
IBDX tracks an index. Over the year to Oct 28, 2026 it returned −1.2% 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 IBDX, data as of Oct 28, 2026. https://etfiq.com/compare/any/bscv-vs-ibdx
ETFIQ. (Oct 28, 2026). BSCV against IBDX. Retrieved from https://etfiq.com/compare/any/bscv-vs-ibdx
[BSCV against IBDX (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/bscv-vs-ibdx)
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