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BSJO vs. IBHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSJO and IBHD is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BSJO vs. IBHD - Performance Comparison

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

20.00%22.00%24.00%26.00%28.00%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
20.66%
27.04%
BSJO
IBHD

Key characteristics

Returns By Period


BSJO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IBHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BSJO vs. IBHD - Expense Ratio Comparison

BSJO has a 0.42% expense ratio, which is higher than IBHD's 0.35% expense ratio.


Expense ratio chart for BSJO: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSJO: 0.42%
Expense ratio chart for IBHD: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBHD: 0.35%

Risk-Adjusted Performance

BSJO vs. IBHD — Risk-Adjusted Performance Rank

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

BSJO
The Risk-Adjusted Performance Rank of BSJO is 9999
Overall Rank
The Sharpe Ratio Rank of BSJO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BSJO is 9999
Sortino Ratio Rank
The Omega Ratio Rank of BSJO is 9999
Omega Ratio Rank
The Calmar Ratio Rank of BSJO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BSJO is 9999
Martin Ratio Rank

IBHD
The Risk-Adjusted Performance Rank of IBHD is 9898
Overall Rank
The Sharpe Ratio Rank of IBHD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBHD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBHD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBHD is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BSJO vs. IBHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) 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.



Rolling 12-month Sharpe Ratio4.004.505.005.50Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
5.56
4.06
BSJO
IBHD

Dividends

BSJO vs. IBHD - Dividend Comparison

Neither BSJO nor IBHD has paid dividends to shareholders.


TTM20232022202120202019201820172016
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
3.36%6.05%4.89%4.05%4.51%5.11%5.69%4.69%1.39%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
3.87%6.90%4.90%4.43%5.49%3.59%0.00%0.00%0.00%

Drawdowns

BSJO vs. IBHD - Drawdown Comparison


-0.12%-0.10%-0.08%-0.06%-0.04%-0.02%0.00%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 1500
BSJO
IBHD

Volatility

BSJO vs. IBHD - Volatility Comparison

Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD) have volatilities of 0.19% and 0.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%0.30%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.19%
0.19%
BSJO
IBHD