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BSJO vs. LDRH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSJO vs. LDRH - 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 1-5 Year High Yield and Income Ladder ETF (LDRH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BSJO

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

LDRH

1D
0.08%
1M
0.29%
YTD
1.88%
6M
2.45%
1Y
6.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSJO vs. LDRH - Yearly Performance Comparison


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Return for Risk

BSJO vs. LDRH — Risk / Return Rank

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

BSJO

LDRH
LDRH Risk / Return Rank: 8585
Overall Rank
LDRH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LDRH Sortino Ratio Rank: 8888
Sortino Ratio Rank
LDRH Omega Ratio Rank: 8181
Omega Ratio Rank
LDRH Calmar Ratio Rank: 8888
Calmar Ratio Rank
LDRH Martin Ratio Rank: 9191
Martin Ratio Rank
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.

BSJO vs. LDRH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO) and iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BSJO vs. LDRH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BSJOLDRHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.70

Drawdowns

BSJO vs. LDRH - Drawdown Comparison

The maximum BSJO drawdown since its inception was 0.00%, smaller than the maximum LDRH drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for BSJO and LDRH.


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Drawdown Indicators


BSJOLDRHDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-3.17%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

Current Drawdown

Current decline from peak

0.00%

-0.12%

+0.12%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.24%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

Volatility

BSJO vs. LDRH - Volatility Comparison


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Volatility by Period


BSJOLDRHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

2.61%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

3.51%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

3.51%

-3.51%

BSJO vs. LDRH - Expense Ratio Comparison

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


Dividends

BSJO vs. LDRH - Dividend Comparison

BSJO has not paid dividends to shareholders, while LDRH's dividend yield for the trailing twelve months is around 6.99%.


Frequently Asked Questions


On fees, LDRH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDRH is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJO.

LDRH has the higher dividend yield at 6.99%, compared with 0.00% for BSJO.

BSJO tracks NASDAQ BulletShares USD High Yield Corporate Bond 2024 TR Index, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.42% for BSJO and 0.35% for LDRH.

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