BBHY vs. IBHD

Last updated Apr 3, 2026

Compare and contrast key facts about JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD).

BBHY and IBHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBHY is a passively managed fund by JPMorgan that tracks the performance of the ICE BofA US High Yield Index. It was launched on Sep 15, 2016. IBHD is a passively managed fund by iShares that tracks the performance of the Bloomberg 2024 Term High Yield and Income Index. It was launched on May 7, 2019. Both BBHY and IBHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BBHY vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

BBHY vs. IBHD - Yearly Performance Comparison

	2026 (YTD)
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF	-0.56%
IBHD iShares iBonds 2024 Term High Yield & Income ETF	0.00%

Returns By Period

BBHY

• 1D: 0.18%
• 1M: -0.25%
• YTD: 0.13%
• 6M: 1.25%
• 1Y: 7.03%
• 3Y*: 8.25%
• 5Y*: 4.01%
• 10Y*: —

IBHD

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHY vs. IBHD - Expense Ratio Comparison

BBHY has a 0.15% expense ratio, which is lower than IBHD's 0.35% expense ratio.

IBHD

iShares iBonds 2024 Term High Yield & Income ETF

BBHY

JPMorgan BetaBuilders USD High Yield Corporate Bond ETF

Return for Risk

BBHY vs. IBHD — Risk / Return Rank

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

BBHY

BBHY Risk / Return Rank: 68
BBHY Sharpe Ratio Rank: 66
BBHY Sortino Ratio Rank: 67
BBHY Omega Ratio Rank: 76
BBHY Calmar Ratio Rank: 56
BBHY Martin Ratio Rank: 74

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.

BBHY vs. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.

	BBHY	IBHD	Difference
Sharpe ratio Return per unit of total volatility	1.23	—	—
Sortino ratio Return per unit of downside risk	1.81	—	—
Omega ratio Gain probability vs. loss probability	1.30	—	—
Calmar ratio Return relative to maximum drawdown	1.67	—	—
Martin ratio Return relative to average drawdown	9.00	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BBHY	IBHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	—	—

Dividends

BBHY vs. IBHD - Dividend Comparison

BBHY's dividend yield for the trailing twelve months is around 7.13%, while IBHD has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BBHY JPMorgan BetaBuilders USD High Yield Corporate Bond ETF	7.13%	7.24%	7.18%	6.49%	5.92%	4.06%	4.73%	4.99%	5.02%	4.81%	1.42%
IBHD iShares iBonds 2024 Term High Yield & Income ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BBHY vs. IBHD - Drawdown Comparison

The maximum BBHY drawdown since its inception was -24.98%, which is greater than IBHD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BBHY and IBHD.

Drawdown Indicators

	BBHY	IBHD	Difference
Max Drawdown Largest peak-to-trough decline	-24.98%	0.00%	-24.98%
Max Drawdown (1Y) Largest decline over 1 year	-3.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.32%	—	—
Current Drawdown Current decline from peak	-0.87%	0.00%	-0.87%
Average Drawdown Average peak-to-trough decline	-2.41%	0.00%	-2.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.80%	—	—

Volatility

Volatility by Period

	BBHY	IBHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.80%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.72%	0.00%	+5.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.24%	0.00%	+7.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.58%	0.00%	+7.58%